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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
UFS
1151
DELISTED
DOMTAR CORPORATION (New)
UFS
$9.92M 0.01%
377,676
-151,322
-29% -$3.83M
MKSI icon
1152
MKS Inc
MKSI
$19.8B
$9.91M 0.01%
90,769
-3,915
-4% -$459K
R icon
1153
Ryder
R
$9.9B
$9.91M 0.01%
234,677
-69,813
-23% -$2.82M
EWC icon
1154
iShares MSCI Canada ETF
EWC
$6.17B
$9.89M 0.01%
360,907
-20,214
-5% -$558K
MOD icon
1155
Modine Manufacturing
MOD
$10.3B
$9.85M 0.01%
1,576,334
+92,847
+6% +$562K
SGOL icon
1156
abrdn Physical Gold Shares ETF
SGOL
$7.01B
$9.85M 0.01%
542,448
-86,932
-14% -$1.6M
SITE icon
1157
SiteOne Landscape Supply
SITE
$4.15B
$9.83M 0.01%
80,575
+17,906
+29% +$2.14M
APAM icon
1158
Artisan Partners
APAM
$2.82B
$9.8M 0.01%
251,242
+58,513
+30% +$2.14M
EIM
1159
Eaton Vance Municipal Bond Fund
EIM
$494M
$9.78M 0.01%
742,460
-101,120
-12% -$1.33M
QSR icon
1160
Restaurant Brands International
QSR
$25.8B
$9.77M 0.01%
169,918
+6,431
+4% +$359K
SKX
1161
DELISTED
Skechers
SKX
$9.75M 0.01%
322,631
-11,328
-3% -$338K
AUO
1162
DELISTED
AU Optronics Corp
AUO
$9.73M 0.01%
2,600,576
-755,221
-23% -$2.82M
PRG icon
1163
PROG Holdings
PRG
$1.71B
$9.72M 0.01%
+202,285
New +$9.03M
RL icon
1164
Ralph Lauren
RL
$23B
$9.68M 0.01%
142,436
+5,704
+4% +$406K
OMCL icon
1165
Omnicell
OMCL
$1.69B
$9.68M 0.01%
129,626
+17,333
+15% +$1.2M
PRLB icon
1166
Protolabs
PRLB
$1.79B
$9.67M 0.01%
74,662
-5,725
-7% -$753K
CW icon
1167
Curtiss-Wright
CW
$26.5B
$9.67M 0.01%
103,663
+3,368
+3% +$323K
GDS icon
1168
GDS Holdings
GDS
$6.41B
$9.64M 0.01%
117,831
-13,897
-11% -$1.11M
SFM icon
1169
Sprouts Farmers Market
SFM
$8.1B
$9.62M 0.01%
459,405
-3,553
-0.8% -$85.1K
LAMR icon
1170
Lamar Advertising Co
LAMR
$16.3B
$9.59M 0.01%
144,911
-1,895
-1% -$126K
SIGI icon
1171
Selective Insurance
SIGI
$5.64B
$9.57M 0.01%
185,834
+4,386
+2% +$242K
CLR
1172
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$9.55M 0.01%
777,712
-21,278
-3% -$346K
CZR icon
1173
Caesars Entertainment
CZR
$6.03B
$9.53M 0.01%
170,070
+83,548
+97% +$3.67M
JJSF icon
1174
J&J Snack Foods
JJSF
$1.44B
$9.53M 0.01%
73,065
+1,002
+1% +$130K
CUZ icon
1175
Cousins Properties
CUZ
$5.25B
$9.51M 0.01%
332,442
+1,714
+0.5% +$51.1K
45 46
47
48 49

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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.