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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
AWF
876
AllianceBernstein Global High Income Fund
AWF
$872M
$15.6M 0.01%
1,480,752
+81,691
+6% +$866K
VTIP icon
877
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$15.5M 0.01%
304,677
-2,895
-0.9% -$147K
EGP icon
878
EastGroup Properties
EGP
$11.3B
$15.4M 0.01%
119,319
-2,385
-2% -$308K
WTRG icon
879
Essential Utilities
WTRG
$11.4B
$15.4M 0.01%
383,051
-5,747
-1% -$247K
ACGL icon
880
Arch Capital
ACGL
$34.5B
$15.3M 0.01%
524,560
+43,835
+9% +$1.34M
KDP icon
881
Keurig Dr Pepper
KDP
$43B
$15.3M 0.01%
553,891
+63,302
+13% +$1.85M
CACI icon
882
CACI
CACI
$10.5B
$15.2M 0.01%
71,508
-5,835
-8% -$1.26M
PAGS icon
883
PagSeguro Digital
PAGS
$2.75B
$15.2M 0.01%
403,536
-7,535
-2% -$293K
IGR
884
CBRE Global Real Estate Income Fund
IGR
$718M
$15.2M 0.01%
2,537,084
+29,139
+1% +$177K
CASY icon
885
Casey's General Stores
CASY
$32.1B
$15.2M 0.01%
85,363
+1,982
+2% +$335K
EXPO icon
886
Exponent
EXPO
$3.13B
$15.1M 0.01%
210,114
+5,374
+3% +$427K
HRB icon
887
H&R Block
HRB
$5.61B
$15.1M 0.01%
925,172
+311,018
+51% +$4.57M
DDOG icon
888
Datadog
DDOG
$95.6B
$15.1M 0.01%
147,322
-64,005
-30% -$5.57M
TNL icon
889
Travel + Leisure Co
TNL
$4.61B
$15M 0.01%
488,939
-31,795
-6% -$949K
HP icon
890
Helmerich & Payne
HP
$3.37B
$15M 0.01%
1,023,683
-81,294
-7% -$1.42M
NUAN
891
DELISTED
Nuance Communications, Inc.
NUAN
$15M 0.01%
451,028
-35,391
-7% -$1.03M
FL
892
DELISTED
Foot Locker
FL
$15M 0.01%
452,918
+22,977
+5% +$700K
HUBS icon
893
HubSpot
HUBS
$11.9B
$14.9M 0.01%
51,121
+1,403
+3% +$368K
SNAP icon
894
Snap
SNAP
$7.89B
$14.9M 0.01%
572,082
-9,847
-2% -$229K
ENSG icon
895
The Ensign Group
ENSG
$10.4B
$14.9M 0.01%
261,530
+16,996
+7% +$878K
BLMN icon
896
Bloomin' Brands
BLMN
$759M
$14.9M 0.01%
976,890
-282,787
-22% -$3.66M
CVNA icon
897
Carvana
CVNA
$44B
$14.9M 0.01%
334,365
-24,660
-7% -$874K
SMG icon
898
ScottsMiracle-Gro
SMG
$3.97B
$14.9M 0.01%
97,532
+5,467
+6% +$845K
FLS icon
899
Flowserve
FLS
$9.63B
$14.9M 0.01%
545,184
+38,360
+8% +$1.12M
ZTO icon
900
ZTO Express
ZTO
$18.1B
$14.8M 0.01%
496,284
-122,819
-20% -$4.19M
34 35
36
37 38

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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.