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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
CLH icon
1201
Clean Harbors
CLH
$16.7B
$9.04M 0.01%
161,271
+6,671
+4% +$395K
AZTA icon
1202
Azenta
AZTA
$1.33B
$9.02M 0.01%
194,931
+22,571
+13% +$1.09M
EFA icon
1203
iShares MSCI EAFE ETF
EFA
$78.5B
$9.01M 0.01%
141,625
-136,017
-49% -$8.7M
KAMN
1204
DELISTED
Kaman Corp
KAMN
$8.99M 0.01%
230,772
+30,338
+15% +$1.3M
COHR icon
1205
Coherent
COHR
$48.7B
$8.98M 0.01%
221,419
-58,366
-21% -$2.57M
PAA icon
1206
Plains All American Pipeline
PAA
$17.5B
$8.95M 0.01%
1,497,380
-1,032,346
-41% -$7.7M
MD icon
1207
Pediatrix Medical
MD
$2.17B
$8.95M 0.01%
549,753
-99,900
-15% -$1.86M
ESNT icon
1208
Essent Group
ESNT
$6.12B
$8.95M 0.01%
241,745
+23,121
+11% +$826K
ORAN
1209
DELISTED
Orange
ORAN
$8.91M 0.01%
858,698
-67,141
-7% -$777K
PTEN icon
1210
Patterson-UTI
PTEN
$3.74B
$8.87M 0.01%
3,110,446
+588,412
+23% +$2.16M
ELAN icon
1211
Elanco Animal Health
ELAN
$13.2B
$8.83M 0.01%
316,250
+13,034
+4% +$330K
BERY
1212
DELISTED
Berry Global Group, Inc.
BERY
$8.82M 0.01%
198,714
+51,304
+35% +$2.35M
BRX icon
1213
Brixmor Property Group
BRX
$9.67B
$8.81M 0.01%
753,582
-97,060
-11% -$1.17M
VVV icon
1214
Valvoline
VVV
$4.9B
$8.79M 0.01%
461,774
+62,969
+16% +$1.3M
OPLN
1215
Openlane
OPLN
$4.29B
$8.78M 0.01%
609,767
-22,532
-4% -$352K
URBN icon
1216
Urban Outfitters
URBN
$6.49B
$8.77M 0.01%
421,560
-3,017
-0.7% -$59.2K
EXLS icon
1217
EXL Service
EXLS
$5.21B
$8.76M 0.01%
663,785
-27,530
-4% -$353K
INOV
1218
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$8.75M 0.01%
330,689
-367,263
-53% -$8.6M
MC icon
1219
Moelis & Co
MC
$5.06B
$8.74M 0.01%
248,738
+198,239
+393% +$6.27M
OZK icon
1220
Bank OZK
OZK
$5.57B
$8.71M 0.01%
408,444
+31,715
+8% +$739K
THC icon
1221
Tenet Healthcare
THC
$20.3B
$8.7M 0.01%
354,925
-140,055
-28% -$3.58M
PCG icon
1222
PG&E
PCG
$39.2B
$8.68M 0.01%
924,756
+554,318
+150% +$5.14M
HAE icon
1223
Haemonetics
HAE
$3.85B
$8.68M 0.01%
99,424
+564
+0.6% +$49.3K
TELN
1224
DELISTED
TELENOR ASA
TELN
$8.65M 0.01%
514,696
-204,792
-28% -$3.44M
QTS
1225
DELISTED
QTS REALTY TRUST, INC.
QTS
$8.63M 0.01%
136,931
-8,007
-6% -$534K
47 48
49
50 51

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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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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.