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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
UMPQ
676
DELISTED
Umpqua Holdings Corp
UMPQ
$24.2M 0.02%
2,277,256
+216,913
+11% +$2.39M
BWXT icon
677
BWX Technologies
BWXT
$14.4B
$24.2M 0.02%
428,980
+25,638
+6% +$1.44M
LKQ icon
678
LKQ Corp
LKQ
$6.72B
$24.1M 0.02%
869,792
+43,007
+5% +$1.27M
TREX icon
679
Trex
TREX
$4.4B
$24M 0.02%
335,395
+12,917
+4% +$894K
LNG icon
680
Cheniere Energy
LNG
$54.2B
$23.9M 0.02%
517,024
+23,070
+5% +$1.17M
LAD icon
681
Lithia Motors
LAD
$9.75B
$23.8M 0.02%
104,276
-44,144
-30% -$9.93M
CS
682
DELISTED
Credit Suisse Group
CS
$23.7M 0.02%
2,376,916
+30,349
+1% +$325K
WCC
683
WESCO International
WCC
$15.1B
$23.6M 0.02%
536,120
-8,285
-2% -$354K
MANH icon
684
Manhattan Associates
MANH
$12.1B
$23.5M 0.02%
246,233
+7,646
+3% +$724K
UTHR icon
685
United Therapeutics
UTHR
$26.1B
$23.4M 0.02%
231,656
+11,444
+5% +$1.26M
TTD icon
686
Trade Desk
TTD
$8.97B
$23.4M 0.02%
450,440
+92,240
+26% +$4.21M
HSIC icon
687
Henry Schein
HSIC
$9.78B
$23.3M 0.02%
396,397
-5,900
-1% -$378K
COUP
688
DELISTED
Coupa Software Incorporated
COUP
$23.3M 0.02%
84,831
-17,307
-17% -$5.05M
GTLS
689
DELISTED
Chart Industries
GTLS
$23.2M 0.02%
330,638
-48,573
-13% -$3.16M
SKM icon
690
SK Telecom
SKM
$11.4B
$23.2M 0.02%
628,881
-308,852
-33% -$10.9M
BBL
691
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$23.1M 0.02%
541,231
+62,709
+13% +$2.8M
KUB
692
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$23M 0.02%
255,187
+9,250
+4% +$833K
HBI
693
DELISTED
Hanesbrands
HBI
$22.9M 0.02%
1,453,350
+513,302
+55% +$7.54M
WIX icon
694
WIX.com
WIX
$2.56B
$22.9M 0.02%
89,691
-8,110
-8% -$2.24M
AVK
695
Advent Convertible and Income Fund
AVK
$528M
$22.8M 0.02%
1,694,762
+53,596
+3% +$725K
M icon
696
Macy's
M
$6.51B
$22.7M 0.02%
3,990,933
+401,905
+11% +$2.68M
BNL
697
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$22.7M 0.02%
701,445
-587
-0.1% -$19K
ACIW icon
698
ACI Worldwide
ACIW
$6.12B
$22.6M 0.02%
865,951
-15,585
-2% -$431K
NCLH icon
699
Norwegian Cruise Line
NCLH
$9.53B
$22.6M 0.02%
1,319,499
+153,276
+13% +$2.43M
MRNA icon
700
Moderna
MRNA
$21.6B
$22.6M 0.02%
318,948
+38,824
+14% +$2.71M
26 27
28
29 30

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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.