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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
MTN icon
1001
Vail Resorts
MTN
$5.45B
$12.6M 0.01%
59,106
-15,706
-21% -$3.24M
ACH
1002
Accendra Health
ACH
$256M
$12.6M 0.01%
503,483
+4,564
+0.9% +$66.6K
THO icon
1003
Thor Industries
THO
$3.95B
$12.6M 0.01%
132,559
+5,036
+4% +$522K
LXP icon
1004
LXP Industrial Trust
LXP
$3.52B
$12.6M 0.01%
241,521
+18,041
+8% +$1M
Y
1005
DELISTED
Alleghany Corp
Y
$12.6M 0.01%
24,136
-299
-1% -$157K
HWM icon
1006
Howmet Aerospace
HWM
$111B
$12.5M 0.01%
750,568
-356,088
-32% -$5.95M
SNV
1007
DELISTED
Synovus
SNV
$12.5M 0.01%
592,678
+64,662
+12% +$1.35M
FLO icon
1008
Flowers Foods
FLO
$1.51B
$12.5M 0.01%
515,490
+32,442
+7% +$760K
IVW icon
1009
iShares S&P 500 Growth ETF
IVW
$72.7B
$12.5M 0.01%
216,808
-18,024
-8% -$1.02M
EXEL icon
1010
Exelixis
EXEL
$14.1B
$12.4M 0.01%
508,630
+24,158
+5% +$564K
ETRN
1011
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$12.4M 0.01%
1,469,859
-131,710
-8% -$1.29M
VEDL
1012
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$12.4M 0.01%
1,681,663
-169,932
-9% -$1.11M
PODD icon
1013
Insulet
PODD
$11.5B
$12.4M 0.01%
52,311
+524
+1% +$110K
RRX icon
1014
Regal Rexnord
RRX
$13.5B
$12.3M 0.01%
131,326
+6,912
+6% +$655K
MFC icon
1015
Manulife Financial
MFC
$74B
$12.3M 0.01%
885,505
-188,132
-18% -$2.69M
ZS icon
1016
Zscaler
ZS
$24B
$12.3M 0.01%
87,501
-12,817
-13% -$1.66M
WPC icon
1017
W.P. Carey
WPC
$16.9B
$12.3M 0.01%
192,426
-22,999
-11% -$1.55M
CAKE icon
1018
Cheesecake Factory
CAKE
$5.03B
$12.2M 0.01%
441,351
-33,349
-7% -$875K
CHNG
1019
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$12.2M 0.01%
839,764
+183,361
+28% +$2.33M
DISCK
1020
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$12.2M 0.01%
621,146
+50,812
+9% +$1M
GME icon
1021
GameStop
GME
$9.82B
$12.1M 0.01%
4,764,104
-2,053,080
-30% -$2.97M
BJ icon
1022
BJs Wholesale Club
BJ
$12.6B
$12.1M 0.01%
292,271
+42,433
+17% +$1.75M
RITM icon
1023
Rithm Capital
RITM
$5.51B
$12.1M 0.01%
1,520,697
+72,881
+5% +$561K
EAD
1024
Allspring Income Opportunities Fund
EAD
$372M
$12.1M 0.01%
1,654,472
+151,634
+10% +$1.12M
BGY icon
1025
BlackRock Enhanced International Dividend Trust
BGY
$521M
$12M 0.01%
2,286,381
-122,052
-5% -$658K
39 40
41
42 43

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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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ACI
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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.