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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
PFPT
1551
DELISTED
Proofpoint, Inc.
PFPT
$5.29M ﹤0.01%
50,167
-6,441
-11% -$718K
BXMT icon
1552
Blackstone Mortgage Trust
BXMT
$2.45B
$5.27M ﹤0.01%
239,882
-8,315
-3% -$195K
WSC icon
1553
WillScot Mobile Mini Holdings
WSC
$4.39B
$5.26M ﹤0.01%
315,456
+112,633
+56% +$1.8M
TU icon
1554
Telus
TU
$14.9B
$5.25M ﹤0.01%
297,953
-89,819
-23% -$1.59M
COOP
1555
DELISTED
Mr. Cooper
COOP
$5.23M ﹤0.01%
234,408
+94,112
+67% +$1.62M
SLAB icon
1556
Silicon Laboratories
SLAB
$7.17B
$5.23M ﹤0.01%
53,464
+944
+2% +$94.9K
UNFI icon
1557
United Natural Foods
UNFI
$3.08B
$5.22M ﹤0.01%
350,760
+71,341
+26% +$1.35M
CLDR
1558
DELISTED
Cloudera, Inc.
CLDR
$5.19M ﹤0.01%
476,759
-79,533
-14% -$922K
FHB icon
1559
First Hawaiian
FHB
$3.38B
$5.18M ﹤0.01%
358,093
-460,519
-56% -$7.57M
KFY icon
1560
Korn Ferry
KFY
$4.18B
$5.18M ﹤0.01%
178,509
+8,146
+5% +$241K
LYFT icon
1561
Lyft
LYFT
$6.02B
$5.17M ﹤0.01%
187,764
-26,428
-12% -$786K
APPS icon
1562
Digital Turbine
APPS
$975M
$5.17M ﹤0.01%
157,964
-84,375
-35% -$1.82M
CXP
1563
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$5.17M ﹤0.01%
473,990
+20,238
+4% +$241K
ITGR icon
1564
Integer Holdings
ITGR
$4.12B
$5.16M ﹤0.01%
87,385
-27,268
-24% -$1.82M
SNP
1565
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$5.15M ﹤0.01%
127,247
+70,868
+126% +$3.11M
DBRG icon
1566
DigitalBridge
DBRG
$2.93B
$5.13M ﹤0.01%
469,858
-112,062
-19% -$1.09M
TNDM icon
1567
Tandem Diabetes Care
TNDM
$1.34B
$5.12M ﹤0.01%
45,131
+7,410
+20% +$779K
CNA icon
1568
CNA Financial
CNA
$14.2B
$5.12M ﹤0.01%
170,669
-14,011
-8% -$452K
CALM icon
1569
Cal-Maine
CALM
$4.12B
$5.12M ﹤0.01%
133,321
+7,634
+6% +$323K
THRM icon
1570
Gentherm
THRM
$1.24B
$5.12M ﹤0.01%
125,093
-401
-0.3% -$16.8K
MAV
1571
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$5.11M ﹤0.01%
468,143
-3,979
-0.8% -$43.8K
ADAM
1572
Adamas Trust
ADAM
$815M
$5.11M ﹤0.01%
500,584
+53,243
+12% +$555K
H icon
1573
Hyatt Hotels
H
$16.4B
$5.11M ﹤0.01%
95,651
-1,210
-1% -$64.9K
SBNY
1574
DELISTED
Signature Bank
SBNY
$5.1M ﹤0.01%
61,479
-9,252
-13% -$921K
NTRA icon
1575
Natera
NTRA
$38.3B
$5.09M ﹤0.01%
70,497
+9,642
+16% +$548K
61 62
63
64 65

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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.