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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
IT icon
576
Gartner
IT
$11.1B
$31.4M 0.02%
251,029
+14,921
+6% +$1.9M
FFIV icon
577
F5
FFIV
$22B
$31.3M 0.02%
255,224
-600
-0.2% -$80.7K
RHI icon
578
Robert Half
RHI
$4.11B
$31.1M 0.02%
586,620
-34,903
-6% -$1.86M
HOLX
579
DELISTED
Hologic
HOLX
$30.7M 0.02%
461,843
+18,332
+4% +$1.16M
HMC icon
580
Honda
HMC
$39.8B
$30.6M 0.02%
1,292,943
-222,444
-15% -$5.63M
BBWI icon
581
Bath & Body Works
BBWI
$3.97B
$30.5M 0.02%
1,185,052
+66,628
+6% +$1.36M
FICO icon
582
Fair Isaac
FICO
$31.8B
$30.4M 0.02%
71,580
+13,521
+23% +$5.74M
TEAM icon
583
Atlassian
TEAM
$26.5B
$30.3M 0.02%
166,847
-209
-0.1% -$37.3K
TAP icon
584
Molson Coors Class B
TAP
$8.02B
$30.3M 0.02%
903,415
-174,265
-16% -$6.29M
WAB icon
585
Wabtec
WAB
$49.3B
$30.2M 0.02%
487,442
+18,534
+4% +$1.19M
DOX icon
586
Amdocs
DOX
$6.03B
$30M 0.02%
523,113
-4,722
-0.9% -$282K
JAZZ icon
587
Jazz Pharmaceuticals
JAZZ
$16.1B
$30M 0.02%
210,555
+14,603
+7% +$1.81M
DT
588
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$30M 0.02%
1,780,348
-31,665
-2% -$534K
ULTA icon
589
Ulta Beauty
ULTA
$21.8B
$29.9M 0.02%
133,554
+5,914
+5% +$1.27M
CHE icon
590
Chemed
CHE
$7.16B
$29.9M 0.02%
62,202
-3,337
-5% -$1.64M
RGA icon
591
Reinsurance Group of America
RGA
$15.5B
$29.7M 0.02%
312,355
+12,469
+4% +$1.12M
TDOC icon
592
Teladoc Health
TDOC
$1.66B
$29.7M 0.02%
135,297
+45,309
+50% +$9.59M
CRH icon
593
CRH
CRH
$66.6B
$29.6M 0.02%
819,584
-1,118
-0.1% -$42.1K
EPAM icon
594
EPAM Systems
EPAM
$5.58B
$29.6M 0.02%
91,466
+613
+0.7% +$183K
IR icon
595
Ingersoll Rand
IR
$33.1B
$29.6M 0.02%
830,596
+7,145
+0.9% +$239K
ALK icon
596
Alaska Air
ALK
$5.11B
$29.5M 0.02%
805,074
+5,829
+0.7% +$218K
ALLY icon
597
Ally Financial
ALLY
$13.1B
$29.4M 0.02%
1,174,310
-216,461
-16% -$4.84M
MPT
598
Medical Properties Trust
MPT
$2.84B
$29.4M 0.02%
1,668,103
-283,381
-15% -$5.27M
TER icon
599
Teradyne
TER
$50B
$29.4M 0.02%
369,953
-37,086
-9% -$3.15M
TKR icon
600
Timken Company
TKR
$9.19B
$29.3M 0.02%
539,627
+39,625
+8% +$2.05M
22 23
24
25 26

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MCM
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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.