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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
BLUE
1376
DELISTED
bluebird bio
BLUE
$6.84M ﹤0.01%
9,785
+4,099
+72% +$3.2M
CHL
1377
DELISTED
China Mobile Limited
CHL
$6.82M ﹤0.01%
212,152
+19,628
+10% +$689K
HEI.A icon
1378
HEICO Corp Class A
HEI.A
$36.1B
$6.82M ﹤0.01%
76,879
-4,010
-5% -$338K
SAFM
1379
DELISTED
Sanderson Farms Inc
SAFM
$6.82M ﹤0.01%
57,776
-3,153
-5% -$369K
STAY
1380
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$6.82M ﹤0.01%
570,307
-561,335
-50% -$6.73M
KMPR icon
1381
Kemper
KMPR
$1.68B
$6.81M ﹤0.01%
101,964
+11,298
+12% +$858K
PZZA icon
1382
Papa John's
PZZA
$986M
$6.8M ﹤0.01%
82,596
+3,232
+4% +$297K
CBU icon
1383
Community Bank
CBU
$3.4B
$6.79M ﹤0.01%
124,745
+14,997
+14% +$864K
IWR icon
1384
iShares Russell Mid-Cap ETF
IWR
$56.1B
$6.77M ﹤0.01%
117,919
-6,941
-6% -$395K
SBH icon
1385
Sally Beauty Holdings
SBH
$1.45B
$6.76M ﹤0.01%
778,208
-163,403
-17% -$1.97M
UAA icon
1386
Under Armour
UAA
$2.85B
$6.76M ﹤0.01%
602,252
+38,015
+7% +$400K
AYI icon
1387
Acuity Brands
AYI
$9.91B
$6.76M ﹤0.01%
66,070
+2,356
+4% +$242K
FUL icon
1388
H.B. Fuller
FUL
$2.94B
$6.76M ﹤0.01%
147,570
+11,164
+8% +$527K
TFSL icon
1389
TFS Financial
TFSL
$5.19B
$6.73M ﹤0.01%
458,401
+740
+0.2% +$10.8K
GHC icon
1390
Graham Holdings Company
GHC
$5.2B
$6.71M ﹤0.01%
16,608
-11,103
-40% -$4.45M
CALY
1391
Callaway Golf Company
CALY
$3.34B
$6.7M ﹤0.01%
350,207
-46,963
-12% -$882K
TDC icon
1392
Teradata
TDC
$2.92B
$6.64M ﹤0.01%
292,733
-48,422
-14% -$1.08M
PBR icon
1393
Petrobras
PBR
$125B
$6.64M ﹤0.01%
932,272
-152,317
-14% -$1.29M
TENB icon
1394
Tenable Holdings
TENB
$3.66B
$6.63M ﹤0.01%
175,598
+99,937
+132% +$3.43M
ANF icon
1395
Abercrombie & Fitch
ANF
$4.47B
$6.62M ﹤0.01%
474,944
+162,028
+52% +$1.89M
UHAL icon
1396
U-Haul Holding Co
UHAL
$13.8B
$6.61M ﹤0.01%
185,620
-38,620
-17% -$1.32M
PBA icon
1397
Pembina Pipeline
PBA
$28.6B
$6.61M ﹤0.01%
311,159
+19,863
+7% +$488K
PSXP
1398
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$6.59M ﹤0.01%
286,190
-93,485
-25% -$2.58M
TXRH icon
1399
Texas Roadhouse
TXRH
$13.6B
$6.59M ﹤0.01%
108,458
+5,598
+5% +$328K
BCC icon
1400
Boise Cascade
BCC
$2.67B
$6.58M ﹤0.01%
164,812
+20,267
+14% +$879K
54 55
56
57 58

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MCM
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PSUF
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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.