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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
RMBS icon
1601
Rambus
RMBS
$9.87B
$4.95M ﹤0.01%
361,294
+7,001
+2% +$99.4K
SHEN icon
1602
Shenandoah Telecom
SHEN
$664M
$4.94M ﹤0.01%
111,264
+22,245
+25% +$1.13M
TY icon
1603
TRI-Continental Corp
TY
$1.86B
$4.94M ﹤0.01%
190,677
-28,158
-13% -$733K
NSA
1604
DELISTED
National Storage Affiliates Trust
NSA
$4.92M ﹤0.01%
150,436
-10,128
-6% -$325K
LSCC icon
1605
Lattice Semiconductor
LSCC
$17.6B
$4.92M ﹤0.01%
169,826
-46,282
-21% -$1.36M
ROG icon
1606
Rogers Corp
ROG
$2.21B
$4.92M ﹤0.01%
50,134
+9,804
+24% +$1.15M
AMX icon
1607
America Movil
AMX
$76.1B
$4.91M ﹤0.01%
393,462
-299,361
-43% -$3.8M
HASI icon
1608
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.84B
$4.91M ﹤0.01%
116,218
+15,069
+15% +$562K
P
1609
Everpure Inc
P
$25.7B
$4.91M ﹤0.01%
318,995
-42,504
-12% -$695K
ONB icon
1610
Old National Bancorp
ONB
$10.2B
$4.89M ﹤0.01%
389,075
+38,027
+11% +$522K
CADE
1611
DELISTED
Cadence Bancorporation
CADE
$4.88M ﹤0.01%
568,483
-25,276
-4% -$218K
MIK
1612
DELISTED
Michaels Stores, Inc
MIK
$4.87M ﹤0.01%
504,445
+114,761
+29% +$996K
PLMR icon
1613
Palomar
PLMR
$3.55B
$4.87M ﹤0.01%
46,707
+12,156
+35% +$1.19M
LSXMA
1614
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$4.86M ﹤0.01%
199,450
+6,071
+3% +$156K
ADNT icon
1615
Adient
ADNT
$1.65B
$4.85M ﹤0.01%
279,871
-22,925
-8% -$399K
EPRT icon
1616
Essential Properties Realty Trust
EPRT
$6.77B
$4.85M ﹤0.01%
264,536
+38,822
+17% +$658K
WOR icon
1617
Worthington Enterprises
WOR
$2.77B
$4.83M ﹤0.01%
192,257
+4,632
+2% +$113K
BUSE icon
1618
First Busey Corp
BUSE
$2.57B
$4.83M ﹤0.01%
303,853
+52,375
+21% +$911K
UNVR
1619
DELISTED
Univar Solutions Inc.
UNVR
$4.81M ﹤0.01%
285,195
+32,323
+13% +$572K
PSMT icon
1620
Pricesmart
PSMT
$5.98B
$4.81M ﹤0.01%
72,415
+547
+0.8% +$36.1K
TCP
1621
DELISTED
TC Pipelines LP
TCP
$4.8M ﹤0.01%
187,756
-122,611
-40% -$3.73M
PEGA icon
1622
Pegasystems
PEGA
$5.02B
$4.79M ﹤0.01%
79,134
+7,276
+10% +$418K
CNS icon
1623
Cohen & Steers
CNS
$4.23B
$4.79M ﹤0.01%
85,879
+7,937
+10% +$490K
CSGS
1624
DELISTED
CSG Systems International
CSGS
$4.78M ﹤0.01%
116,808
+2,828
+2% +$118K
NPO icon
1625
Enpro
NPO
$6.63B
$4.78M ﹤0.01%
84,766
+2,939
+4% +$158K
63 64
65
66 67

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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.