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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
BRSL
1351
Brightstar Lottery PLC
BRSL
$1.83B
$7.03M 0.01%
631,664
-27,826
-4% -$298K
KTF
1352
DWS Municipal Income Trust
KTF
$346M
$6.99M 0.01%
631,093
+104,672
+20% +$1.17M
HR icon
1353
Healthcare Realty
HR
$7.34B
$6.99M 0.01%
268,924
-41,605
-13% -$1.09M
MEDP icon
1354
Medpace
MEDP
$15.9B
$6.99M 0.01%
62,532
-9,338
-13% -$1.08M
CPK icon
1355
Chesapeake Utilities
CPK
$3.17B
$6.97M 0.01%
82,710
-11,560
-12% -$954K
ITUB icon
1356
Itaú Unibanco
ITUB
$93.4B
$6.96M 0.01%
2,404,630
-464,914
-16% -$1.58M
ESLT icon
1357
Elbit Systems
ESLT
$37.8B
$6.94M 0.01%
57,712
-28,778
-33% -$3.8M
REZI icon
1358
Resideo Technologies
REZI
$5.13B
$6.93M 0.01%
630,246
+56,702
+10% +$718K
SC
1359
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$6.93M 0.01%
380,986
-68,484
-15% -$1.22M
BAND
1360
Bandwidth Inc
BAND
$1.24B
$6.93M 0.01%
39,687
+12,632
+47% +$1.87M
CPA icon
1361
Copa Holdings
CPA
$5.8B
$6.91M 0.01%
137,207
-43,240
-24% -$2.18M
HWC icon
1362
Hancock Whitney
HWC
$6.2B
$6.9M 0.01%
366,881
+42,973
+13% +$841K
AXON
1363
Axon Enterprise
AXON
$42.1B
$6.9M 0.01%
76,078
-33,841
-31% -$2.94M
CAR icon
1364
Avis
CAR
$4.86B
$6.9M 0.01%
262,056
-55,516
-17% -$1.67M
CHGG icon
1365
Chegg
CHGG
$113M
$6.9M 0.01%
96,544
-1,553
-2% -$114K
NWE icon
1366
NorthWestern Energy
NWE
$4.25B
$6.89M ﹤0.01%
141,718
-78,610
-36% -$4.17M
MUR icon
1367
Murphy Oil
MUR
$5.52B
$6.89M ﹤0.01%
772,592
+3,835
+0.5% +$49.2K
PRI icon
1368
Primerica
PRI
$10.1B
$6.86M ﹤0.01%
60,672
+460
+0.8% +$55.9K
PCTY icon
1369
Paylocity
PCTY
$7.29B
$6.86M ﹤0.01%
42,500
+1,076
+3% +$152K
TRNO icon
1370
Terreno Realty
TRNO
$7.6B
$6.86M ﹤0.01%
125,259
+2,753
+2% +$157K
CORE
1371
DELISTED
Core Mark Holding Co., Inc.
CORE
$6.85M ﹤0.01%
236,804
+42,808
+22% +$1.25M
BL icon
1372
BlackLine
BL
$1.83B
$6.85M ﹤0.01%
76,387
-80,489
-51% -$6.75M
WLY icon
1373
John Wiley & Sons Class A
WLY
$2.62B
$6.85M ﹤0.01%
215,914
-10,281
-5% -$349K
DEI icon
1374
Douglas Emmett
DEI
$1.99B
$6.84M ﹤0.01%
272,646
+22,334
+9% +$630K
TTEC icon
1375
TTEC Holdings
TTEC
$120M
$6.84M ﹤0.01%
125,417
+848
+0.7% +$44.7K
53 54
55
56 57

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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.