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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
HT
1976
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$2.65M ﹤0.01%
478,374
+3,433
+0.7% +$20.2K
CTS icon
1977
CTS Corp
CTS
$1.83B
$2.65M ﹤0.01%
120,068
+51,659
+76% +$1.08M
SSB icon
1978
SouthState Bank Corp
SSB
$10.2B
$2.64M ﹤0.01%
54,835
+2,079
+4% +$107K
CWEN.A
1979
DELISTED
Clearway Energy Class A
CWEN.A
$2.64M ﹤0.01%
106,799
+6,192
+6% +$143K
CRVL icon
1980
CorVel
CRVL
$3.06B
$2.63M ﹤0.01%
92,523
-1,782
-2% -$47.8K
CSR
1981
Centerspace
CSR
$921M
$2.63M ﹤0.01%
40,432
+1,479
+4% +$104K
LYG icon
1982
Lloyds Banking Group
LYG
$89.5B
$2.63M ﹤0.01%
2,025,792
-3,176,842
-61% -$4.45M
EHTH icon
1983
eHealth
EHTH
$42.2M
$2.63M ﹤0.01%
33,269
-10,902
-25% -$884K
QIWI
1984
DELISTED
QIWI PLC
QIWI
$2.63M ﹤0.01%
151,467
+29,050
+24% +$524K
INDB icon
1985
Independent Bank
INDB
$3.99B
$2.62M ﹤0.01%
50,078
-20,822
-29% -$1.29M
SHOO icon
1986
Steven Madden
SHOO
$3.37B
$2.62M ﹤0.01%
134,216
-23,319
-15% -$501K
HIBB
1987
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.61M ﹤0.01%
66,630
-3,509
-5% -$102K
RAVN
1988
DELISTED
Raven Industries Inc
RAVN
$2.6M ﹤0.01%
121,031
+25,744
+27% +$594K
KAI icon
1989
Kadant
KAI
$3.63B
$2.6M ﹤0.01%
23,746
-4,930
-17% -$559K
MODV
1990
DELISTED
ModivCare
MODV
$2.6M ﹤0.01%
27,973
+2,234
+9% +$193K
WAFD icon
1991
WaFd
WAFD
$2.72B
$2.6M ﹤0.01%
124,570
-60,764
-33% -$1.43M
GLUU
1992
DELISTED
Glu Mobile Inc.
GLUU
$2.6M ﹤0.01%
338,357
+37,340
+12% +$314K
CCS icon
1993
Century Communities
CCS
$1.91B
$2.6M ﹤0.01%
61,301
+6,300
+11% +$230K
INSM icon
1994
Insmed
INSM
$21.4B
$2.59M ﹤0.01%
80,557
-347
-0.4% -$9.97K
PTR
1995
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.59M ﹤0.01%
87,902
+10,739
+14% +$367K
HURN icon
1996
Huron Consulting
HURN
$2.41B
$2.58M ﹤0.01%
65,573
-5,593
-8% -$244K
DLPH
1997
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$2.58M ﹤0.01%
154,244
+14,296
+10% +$236K
CNDT icon
1998
Conduent
CNDT
$244M
$2.58M ﹤0.01%
809,948
+227,601
+39% +$674K
SWAV
1999
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$2.57M ﹤0.01%
33,852
+21,683
+178% +$1.23M
KRO icon
2000
KRONOS Worldwide
KRO
$693M
$2.56M ﹤0.01%
199,298
-4,662
-2% -$55.8K
78 79
80
81 82

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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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.