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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
WTM icon
1026
White Mountains Insurance
WTM
$5.25B
$12M 0.01%
15,454
-1,019
-6% -$881K
AEM icon
1027
Agnico Eagle Mines
AEM
$75.4B
$12M 0.01%
151,214
-30,211
-17% -$2.31M
AZPN
1028
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$12M 0.01%
94,988
-4,256
-4% -$539K
HXL icon
1029
Hexcel
HXL
$7.76B
$12M 0.01%
357,978
-23,142
-6% -$933K
AWR icon
1030
American States Water
AWR
$3.37B
$12M 0.01%
160,068
+2,464
+2% +$189K
VRNT
1031
DELISTED
Verint Systems
VRNT
$12M 0.01%
488,387
+69,151
+16% +$1.61M
FLIR
1032
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$12M 0.01%
334,187
+13,277
+4% +$506K
LPLA icon
1033
LPL Financial
LPLA
$27.1B
$12M 0.01%
156,222
+10,794
+7% +$857K
GIB icon
1034
CGI
GIB
$15.2B
$12M 0.01%
176,476
-56,095
-24% -$3.82M
DOOR
1035
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$11.9M 0.01%
121,247
+25,066
+26% +$2.23M
VCSH icon
1036
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$11.9M 0.01%
143,986
-43
-0% -$3.56K
HLF icon
1037
Herbalife
HLF
$1.29B
$11.9M 0.01%
255,037
-12,155
-5% -$597K
ZNGA
1038
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$11.9M 0.01%
1,304,181
+54,747
+4% +$509K
SMCI icon
1039
Super Micro Computer
SMCI
$17.9B
$11.9M 0.01%
4,500,760
-1,009,410
-18% -$2.76M
RUN icon
1040
Sunrun
RUN
$2.27B
$11.9M 0.01%
154,135
+15,744
+11% +$741K
AVT icon
1041
Avnet
AVT
$7.12B
$11.8M 0.01%
458,510
+11,839
+3% +$321K
NTR icon
1042
Nutrien
NTR
$33.9B
$11.8M 0.01%
301,710
-50,303
-14% -$1.83M
SNX icon
1043
TD Synnex
SNX
$20.2B
$11.8M 0.01%
168,980
+9,862
+6% +$620K
SPEM icon
1044
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.1B
$11.8M 0.01%
323,627
-1,776
-0.5% -$64.8K
STEW
1045
SRH Total Return Fund
STEW
$1.78B
$11.8M 0.01%
1,183,031
+116,443
+11% +$1.17M
ITT icon
1046
ITT
ITT
$17.3B
$11.8M 0.01%
200,184
+10,864
+6% +$658K
VTA
1047
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$11.8M 0.01%
1,278,388
+158,188
+14% +$1.44M
TRN icon
1048
Trinity Industries
TRN
$2.73B
$11.8M 0.01%
602,945
-4,783
-0.8% -$97.3K
VIPS icon
1049
Vipshop
VIPS
$7.3B
$11.8M 0.01%
751,268
-91,526
-11% -$1.79M
RAD
1050
DELISTED
Rite Aid Corporation
RAD
$11.7M 0.01%
1,238,080
+178,563
+17% +$2.55M
40 41
42
43 44

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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.