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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+9.14%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$139B
AUM Growth
+$8.97B
Cap. Flow
-$1.04B
Cap. Flow %
-0.75%
Top 10 Hldgs %
22.11%
Holding
4,053
New
144
Increased
1,850
Reduced
1,899
Closed
131

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$145M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$83.6M
3
PFE icon
Pfizer
PFE
+$63M
4
ABBV icon
AbbVie
ABBV
+$54.7M
5
AMGN icon
Amgen
AMGN
+$50M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$302M
2
AAPL icon
Apple
AAPL
+$187M
3
XOM icon
ExxonMobil
XOM
+$124M
4
GLD icon
SPDR Gold Trust
GLD
+$103M
5
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$92.2M

Sector Composition

Rank Sector Weight
1 Technology 21.23%
2 Healthcare 12.41%
3 Financials 11.14%
4 Consumer Discretionary 9.99%
5 Communication Services 7.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SLM icon
951
SLM Corp
SLM
$4.86B
$13.7M 0.01%
1,698,215
-239,310
-12% -$1.75M
TTEK icon
952
Tetra Tech
TTEK
$8.42B
$13.7M 0.01%
718,710
+25,900
+4% +$460K
UFPI icon
953
UFP Industries
UFPI
$4.87B
$13.7M 0.01%
242,858
+46,435
+24% +$2.62M
ALE
954
DELISTED
Allete
ALE
$13.7M 0.01%
264,973
+104,332
+65% +$5.81M
FTI icon
955
TechnipFMC
FTI
$27.5B
$13.7M 0.01%
2,920,025
-106,843
-4% -$600K
COLM icon
956
Columbia Sportswear
COLM
$3.21B
$13.7M 0.01%
156,966
+23,082
+17% +$1.91M
HDS
957
DELISTED
HD Supply Holdings, Inc.
HDS
$13.6M 0.01%
329,994
+44,525
+16% +$1.7M
CIT
958
DELISTED
CIT Group Inc.
CIT
$13.6M 0.01%
767,510
-48,020
-6% -$917K
ELS icon
959
Equity Lifestyle Properties
ELS
$12.7B
$13.6M 0.01%
221,672
-19,332
-8% -$1.25M
PENN icon
960
PENN Entertainment
PENN
$2.75B
$13.6M 0.01%
186,787
+42,535
+29% +$2.09M
ARMK icon
961
Aramark
ARMK
$15.1B
$13.6M 0.01%
710,657
+84,980
+14% +$1.51M
LOGI icon
962
Logitech
LOGI
$14.6B
$13.6M 0.01%
175,552
+47,032
+37% +$3.36M
KNX icon
963
Knight Transportation
KNX
$11.3B
$13.5M 0.01%
332,698
-36,819
-10% -$1.62M
SPXC icon
964
SPX Corp
SPXC
$9.98B
$13.5M 0.01%
291,940
+9,395
+3% +$396K
NEOG icon
965
Neogen
NEOG
$2.51B
$13.5M 0.01%
345,434
+16,168
+5% +$619K
FPF
966
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$13.5M 0.01%
626,915
-451
-0.1% -$9.81K
AGNC icon
967
AGNC Investment
AGNC
$12.7B
$13.4M 0.01%
965,462
+61,735
+7% +$850K
EHC icon
968
Encompass Health
EHC
$11B
$13.4M 0.01%
259,146
+27,422
+12% +$1.41M
TWNK
969
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$13.4M 0.01%
1,086,176
+19,228
+2% +$242K
AN icon
970
AutoNation
AN
$7.18B
$13.4M 0.01%
252,789
-46,387
-16% -$2.42M
WYNN icon
971
Wynn Resorts
WYNN
$10.5B
$13.4M 0.01%
186,200
-8,509
-4% -$675K
AVA icon
972
Avista
AVA
$3.39B
$13.4M 0.01%
391,645
+173,054
+79% +$6.27M
ASX icon
973
ASE Group
ASX
$76.3B
$13.3M 0.01%
3,265,413
-517,476
-14% -$2.31M
PTC icon
974
PTC
PTC
$15.7B
$13.3M 0.01%
161,064
-1,293
-0.8% -$110K
CPRI icon
975
Capri Holdings
CPRI
$1.82B
$13.3M 0.01%
737,715
+23,880
+3% +$405K
37 38
39
40 41

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2020 Portfolio in Review

As of Q3 2020, Parametric Portfolio Associates held 4,053 positions worth $139B, up 6.9% from $130B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Parametric Portfolio Associates's Q3 2020 filing shows 144 new, 1,850 increased, 1,899 reduced and 131 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 535,850 shares worth $45M. The largest sale was iShares Core S&P 500 ETF, an estimated $302M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 21% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q3 2020 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 535,850 shares worth $45M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2020, an estimated $145M increase.
  • Parametric Portfolio Associates's biggest Q3 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $302M.
  • Parametric Portfolio Associates fully exited Legg Mason, Inc. in Q3 2020, selling an estimated $25.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 22% of its $139B portfolio in Q3 2020.
  • Parametric Portfolio Associates opened 144 new positions and closed 131 in Q3 2020.
  • Parametric Portfolio Associates's portfolio value rose 6.9% quarter-over-quarter to $139B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2020, filed 12 Nov 2020.