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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
CNK icon
1326
Cinemark Holdings
CNK
$4.16B
$7.31M 0.01%
731,387
+286,352
+64% +$3.57M
VONG icon
1327
Vanguard Russell 1000 Growth ETF
VONG
$42.4B
$7.31M 0.01%
131,208
+11,448
+10% +$620K
BHC icon
1328
Bausch Health
BHC
$2.45B
$7.3M 0.01%
469,946
-12,103
-3% -$208K
RARE icon
1329
Ultragenyx Pharmaceutical
RARE
$2.43B
$7.27M 0.01%
88,473
+45,539
+106% +$3.77M
NVT icon
1330
nVent Electric
NVT
$24.9B
$7.27M 0.01%
410,775
+90,980
+28% +$1.7M
RDN icon
1331
Radian Group
RDN
$5.17B
$7.26M 0.01%
496,973
-38,268
-7% -$570K
ACC
1332
DELISTED
American Campus Communities, Inc.
ACC
$7.25M 0.01%
207,642
-14,762
-7% -$509K
ESE icon
1333
ESCO Technologies
ESE
$8.14B
$7.25M 0.01%
89,939
+185
+0.2% +$16K
GPK icon
1334
Graphic Packaging
GPK
$3.17B
$7.24M 0.01%
513,646
+23,317
+5% +$331K
FCN icon
1335
FTI Consulting
FCN
$4.5B
$7.22M 0.01%
68,162
-12,930
-16% -$1.47M
WPX
1336
DELISTED
WPX Energy, Inc.
WPX
$7.21M 0.01%
1,470,946
-180,978
-11% -$1M
PFSI icon
1337
PennyMac Financial
PFSI
$3.92B
$7.19M 0.01%
123,676
-6,092
-5% -$302K
ARGO
1338
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$7.17M 0.01%
208,231
+153,564
+281% +$5.36M
CATY icon
1339
Cathay General Bancorp
CATY
$4.2B
$7.15M 0.01%
329,856
+18,889
+6% +$462K
ODP
1340
DELISTED
ODP
ODP
$7.13M 0.01%
366,577
-44,626
-11% -$954K
KMT icon
1341
Kennametal
KMT
$2.57B
$7.11M 0.01%
245,814
+6,635
+3% +$192K
ADC icon
1342
Agree Realty
ADC
$9.35B
$7.11M 0.01%
111,674
-18,044
-14% -$1.19M
SAIC icon
1343
Saic
SAIC
$4.93B
$7.1M 0.01%
90,561
-14,269
-14% -$1.12M
GNW icon
1344
Genworth Financial
GNW
$3.78B
$7.1M 0.01%
2,118,274
+55,020
+3% +$147K
MAT icon
1345
Mattel
MAT
$4.38B
$7.09M 0.01%
606,421
-113,826
-16% -$1.26M
PPC icon
1346
Pilgrim's Pride
PPC
$6.6B
$7.09M 0.01%
473,807
+46,332
+11% +$740K
DAN icon
1347
Dana Inc
DAN
$2.85B
$7.08M 0.01%
575,037
+54,554
+10% +$709K
GDOT icon
1348
Green Dot
GDOT
$744M
$7.07M 0.01%
139,592
+4,721
+4% +$242K
SEM
1349
DELISTED
Select Medical
SEM
$7.04M 0.01%
627,393
-72,145
-10% -$710K
DEA
1350
Easterly Government Properties
DEA
$1.14B
$7.03M 0.01%
125,482
-1,923
-2% -$114K
52 53
54
55 56

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MCM
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PSUF
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IA
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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.