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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
BWIN
2051
Baldwin Insurance Group
BWIN
$2.69B
$2.32M ﹤0.01%
93,282
+47,845
+105% +$1.04M
OLP
2052
One Liberty Properties
OLP
$530M
$2.32M ﹤0.01%
141,928
+7,885
+6% +$141K
PTCT icon
2053
PTC Therapeutics
PTCT
$5.68B
$2.32M ﹤0.01%
49,641
+5,480
+12% +$270K
XRN
2054
Chiron Real Estate Inc
XRN
$514M
$2.31M ﹤0.01%
34,255
+919
+3% +$57.6K
WT icon
2055
WisdomTree
WT
$2.96B
$2.31M ﹤0.01%
722,435
-3,685
-0.5% -$13.3K
KOP icon
2056
Koppers
KOP
$943M
$2.31M ﹤0.01%
110,526
+21,735
+24% +$494K
WHD icon
2057
Cactus
WHD
$5.21B
$2.31M ﹤0.01%
120,426
+13,593
+13% +$295K
CACC icon
2058
Credit Acceptance
CACC
$5.95B
$2.3M ﹤0.01%
6,792
-258
-4% -$109K
ATNI icon
2059
ATN International
ATNI
$366M
$2.3M ﹤0.01%
45,850
-5,341
-10% -$305K
DBD
2060
DELISTED
Diebold Nixdorf Incorporated
DBD
$2.3M ﹤0.01%
300,680
+11,310
+4% +$83.2K
AY
2061
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.3M ﹤0.01%
80,249
-2,458
-3% -$71.9K
NTNX icon
2062
Nutanix
NTNX
$16B
$2.29M ﹤0.01%
103,184
+1,244
+1% +$28.4K
COTY icon
2063
Coty
COTY
$2.42B
$2.29M ﹤0.01%
846,227
-269,360
-24% -$1.02M
MQY icon
2064
BlackRock MuniYield Quality Fund
MQY
$805M
$2.29M ﹤0.01%
142,745
-58,497
-29% -$940K
GMS
2065
DELISTED
GMS Inc
GMS
$2.28M ﹤0.01%
94,608
+993
+1% +$24.3K
AUY
2066
DELISTED
Yamana Gold, Inc.
AUY
$2.28M ﹤0.01%
401,207
+15,339
+4% +$92K
BWG
2067
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$2.28M ﹤0.01%
197,953
-37,385
-16% -$460K
CHRS icon
2068
Coherus Oncology
CHRS
$217M
$2.27M ﹤0.01%
123,917
+49,954
+68% +$929K
VBTX
2069
DELISTED
Veritex Holdings
VBTX
$2.27M ﹤0.01%
133,350
+4,413
+3% +$76.3K
BE icon
2070
Bloom Energy
BE
$60.6B
$2.27M ﹤0.01%
126,347
+75,417
+148% +$1.13M
GTES icon
2071
Gates Industrial Corporation Ltd.
GTES
$7.08B
$2.27M ﹤0.01%
203,925
-16,422
-7% -$183K
DFIN icon
2072
Donnelley Financial Solutions
DFIN
$1.16B
$2.27M ﹤0.01%
169,674
-16,377
-9% -$170K
XLI icon
2073
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$2.27M ﹤0.01%
29,425
-1,518
-5% -$114K
TWST icon
2074
Twist Bioscience
TWST
$5.7B
$2.26M ﹤0.01%
29,756
+21,992
+283% +$1.37M
CSTL icon
2075
Castle Biosciences
CSTL
$855M
$2.25M ﹤0.01%
43,761
+6,310
+17% +$281K
81 82
83
84 85

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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.