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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
BOH icon
1451
Bank of Hawaii
BOH
$3.15B
$6.11M ﹤0.01%
120,921
-16,829
-12% -$940K
NTB icon
1452
Bank of N.T. Butterfield & Son
NTB
$2.43B
$6.08M ﹤0.01%
273,012
+18,419
+7% +$461K
NVCR icon
1453
NovoCure
NVCR
$1.73B
$6.07M ﹤0.01%
54,537
-4,009
-7% -$321K
SAH icon
1454
Sonic Automotive
SAH
$2.89B
$6.07M ﹤0.01%
151,010
+31,987
+27% +$1.3M
TDS icon
1455
Telephone and Data Systems
TDS
$3.82B
$6.04M ﹤0.01%
327,541
-260,756
-44% -$5.49M
SSTK icon
1456
Shutterstock
SSTK
$198M
$6.04M ﹤0.01%
116,043
+42,107
+57% +$2M
CDP icon
1457
COPT Defense Properties
CDP
$4.3B
$6.04M ﹤0.01%
254,523
-7,320
-3% -$183K
JQC icon
1458
Nuveen Credit Strategies Income Fund
JQC
$704M
$6.02M ﹤0.01%
1,018,555
+28,151
+3% +$169K
VG
1459
DELISTED
Vonage Holdings Corporation
VG
$5.99M ﹤0.01%
585,737
-234,221
-29% -$2.6M
HR
1460
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.97M ﹤0.01%
198,357
+870
+0.4% +$25K
ALV icon
1461
Autoliv
ALV
$9.02B
$5.96M ﹤0.01%
81,827
-6,401
-7% -$454K
TNET icon
1462
TriNet
TNET
$3.02B
$5.96M ﹤0.01%
100,533
+6,415
+7% +$412K
MIC
1463
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$5.96M ﹤0.01%
221,773
-16,641
-7% -$482K
AROC icon
1464
Archrock
AROC
$6.27B
$5.96M ﹤0.01%
1,106,965
-3,246
-0.3% -$21.2K
PEN icon
1465
Penumbra
PEN
$12.6B
$5.96M ﹤0.01%
30,634
+998
+3% +$210K
CVI icon
1466
CVR Energy
CVI
$3.58B
$5.95M ﹤0.01%
480,780
+59,125
+14% +$1M
FBC
1467
DELISTED
Flagstar Bancorp, Inc. New
FBC
$5.95M ﹤0.01%
200,752
+55,122
+38% +$1.66M
TREE icon
1468
LendingTree
TREE
$447M
$5.94M ﹤0.01%
19,366
-9,567
-33% -$3.04M
RAMP icon
1469
LiveRamp
RAMP
$2.3B
$5.93M ﹤0.01%
114,616
+25,221
+28% +$1.26M
AR icon
1470
Antero Resources
AR
$11.1B
$5.93M ﹤0.01%
2,156,938
-644,335
-23% -$2.04M
WES icon
1471
Western Midstream Partners
WES
$19.2B
$5.92M ﹤0.01%
740,341
-445,385
-38% -$4.02M
VRNS icon
1472
Varonis Systems
VRNS
$4.59B
$5.91M ﹤0.01%
153,540
+39,168
+34% +$1.46M
KEX icon
1473
Kirby Corp
KEX
$7.01B
$5.89M ﹤0.01%
162,805
-21,325
-12% -$940K
FBP icon
1474
First Bancorp
FBP
$4.42B
$5.88M ﹤0.01%
1,126,013
+65,816
+6% +$366K
OMF icon
1475
OneMain Financial
OMF
$7.23B
$5.88M ﹤0.01%
188,092
+13,308
+8% +$379K
57 58
59
60 61

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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.