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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
CCJ icon
1226
Cameco
CCJ
$38.4B
$8.62M 0.01%
853,400
+36,456
+4% +$395K
TECK icon
1227
Teck Resources
TECK
$30.7B
$8.62M 0.01%
619,115
-11,104
-2% -$132K
DBX icon
1228
Dropbox
DBX
$7.49B
$8.6M 0.01%
446,528
-24,142
-5% -$503K
SAIA icon
1229
Saia
SAIA
$9.33B
$8.58M 0.01%
67,989
-7,219
-10% -$921K
VKQ icon
1230
Invesco Municipal Trust
VKQ
$541M
$8.57M 0.01%
713,712
-14,442
-2% -$177K
WWD icon
1231
Woodward
WWD
$21.2B
$8.57M 0.01%
106,901
-36,973
-26% -$2.97M
ST icon
1232
Sensata Technologies
ST
$6.98B
$8.57M 0.01%
198,596
-6,279
-3% -$255K
MMSI icon
1233
Merit Medical Systems
MMSI
$4.97B
$8.53M 0.01%
196,011
+4,354
+2% +$197K
PII icon
1234
Polaris
PII
$3.88B
$8.51M 0.01%
90,244
+1,331
+1% +$131K
GATX icon
1235
GATX Corp
GATX
$6.45B
$8.51M 0.01%
133,428
+18,201
+16% +$1.16M
SKYW icon
1236
Skywest
SKYW
$4.29B
$8.49M 0.01%
284,474
+21,549
+8% +$671K
CHDN icon
1237
Churchill Downs
CHDN
$5.76B
$8.49M 0.01%
103,632
+26,914
+35% +$2.09M
EVR icon
1238
Evercore
EVR
$12.1B
$8.47M 0.01%
129,384
+14,761
+13% +$896K
FTDR icon
1239
Frontdoor
FTDR
$5.16B
$8.45M 0.01%
217,255
-21,196
-9% -$905K
KPN
1240
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$8.38M 0.01%
3,536,876
-316,146
-8% -$749K
PTON icon
1241
Peloton Interactive
PTON
$2.76B
$8.37M 0.01%
84,373
+9,210
+12% +$678K
SJI
1242
DELISTED
South Jersey Industries, Inc.
SJI
$8.34M 0.01%
432,848
+246,884
+133% +$5.53M
AIMC
1243
DELISTED
Altra Industrial Motion Corp
AIMC
$8.33M 0.01%
225,397
+12,600
+6% +$463K
TI
1244
DELISTED
Telecom Italia
TI
$8.31M 0.01%
2,109,254
+223,260
+12% +$880K
FWONK icon
1245
Liberty Media Series C
FWONK
$25.1B
$8.26M 0.01%
235,585
-984
-0.4% -$34.6K
WING icon
1246
Wingstop
WING
$3.66B
$8.24M 0.01%
60,338
-18,054
-23% -$2.65M
EC icon
1247
Ecopetrol
EC
$35B
$8.23M 0.01%
836,279
-130,529
-14% -$1.48M
BYND icon
1248
Beyond Meat
BYND
$286M
$8.23M 0.01%
49,546
+16,791
+51% +$2.27M
NEO icon
1249
NeoGenomics
NEO
$2.04B
$8.22M 0.01%
222,750
-73,437
-25% -$2.73M
PK icon
1250
Park Hotels & Resorts
PK
$3.03B
$8.21M 0.01%
821,340
-27,248
-3% -$258K
48 49
50
51 52

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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.