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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
GRUB
1101
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$10.8M 0.01%
74,693
+1,819
+2% +$262K
HELE icon
1102
Helen of Troy
HELE
$649M
$10.8M 0.01%
55,829
+4,396
+9% +$873K
CHH icon
1103
Choice Hotels
CHH
$5.08B
$10.8M 0.01%
125,302
+1,914
+2% +$172K
RYAAY icon
1104
Ryanair
RYAAY
$31.2B
$10.8M 0.01%
328,970
-29,193
-8% -$907K
VGM icon
1105
Invesco Trust Investment Grade Municipals
VGM
$553M
$10.7M 0.01%
864,921
+25,621
+3% +$323K
IART icon
1106
Integra LifeSciences
IART
$1.33B
$10.7M 0.01%
227,452
+31,102
+16% +$1.48M
ET icon
1107
Energy Transfer Partners
ET
$69.6B
$10.7M 0.01%
1,976,488
-670,279
-25% -$4.25M
PB icon
1108
Prosperity Bancshares
PB
$8.97B
$10.7M 0.01%
206,373
-6,724
-3% -$368K
IONS icon
1109
Ionis Pharmaceuticals
IONS
$8.85B
$10.7M 0.01%
225,318
+18,227
+9% +$1.01M
ISBC
1110
DELISTED
Investors Bancorp, Inc.
ISBC
$10.7M 0.01%
1,471,001
+741,798
+102% +$5.9M
SNDR icon
1111
Schneider National
SNDR
$5.98B
$10.7M 0.01%
431,415
+6,748
+2% +$174K
KEP icon
1112
Korea Electric Power
KEP
$15.5B
$10.6M 0.01%
1,222,228
-416,608
-25% -$3.49M
LITE icon
1113
Lumentum
LITE
$53.9B
$10.6M 0.01%
141,488
-19,140
-12% -$1.59M
NJR icon
1114
New Jersey Resources
NJR
$5.91B
$10.6M 0.01%
393,379
+229,153
+140% +$6.98M
MLCO icon
1115
Melco Resorts & Entertainment
MLCO
$2.24B
$10.6M 0.01%
636,615
+9,388
+1% +$166K
AEG icon
1116
Aegon
AEG
$14B
$10.5M 0.01%
4,447,024
-797,595
-15% -$2.12M
APA icon
1117
APA Corp
APA
$12.8B
$10.5M 0.01%
1,106,776
+42,797
+4% +$586K
COLB icon
1118
Columbia Banking Systems
COLB
$8.84B
$10.5M 0.01%
438,847
+22,334
+5% +$617K
JRI icon
1119
Nuveen Real Asset Income & Growth Fund
JRI
$353M
$10.4M 0.01%
862,336
+358
+0% +$4.34K
COR
1120
DELISTED
Coresite Realty Corporation
COR
$10.4M 0.01%
87,422
+1,298
+2% +$158K
TXNM
1121
TXNM Energy Inc
TXNM
$6.42B
$10.4M 0.01%
251,276
+9,194
+4% +$384K
DSU icon
1122
BlackRock Debt Strategies Fund
DSU
$591M
$10.3M 0.01%
1,037,896
-292,785
-22% -$2.89M
NEU icon
1123
NewMarket
NEU
$7.97B
$10.3M 0.01%
30,129
+11,664
+63% +$4.43M
PINC
1124
DELISTED
Premier
PINC
$10.3M 0.01%
313,938
-20,601
-6% -$685K
STOR
1125
DELISTED
STORE Capital Corporation
STOR
$10.3M 0.01%
374,705
-15,892
-4% -$404K
43 44
45
46 47

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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.