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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
STWD icon
851
Starwood Property Trust
STWD
$6.02B
$16.3M 0.01%
1,082,724
-87,411
-7% -$1.33M
FIVE icon
852
Five Below
FIVE
$12.1B
$16.3M 0.01%
128,301
+10,090
+9% +$1.15M
AAWW
853
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$16.2M 0.01%
266,632
-24,426
-8% -$1.34M
IHG icon
854
InterContinental Hotels
IHG
$24B
$16.2M 0.01%
308,462
+11,305
+4% +$590K
FLR icon
855
Fluor
FLR
$6.99B
$16.2M 0.01%
1,837,327
+450,786
+33% +$4.74M
AMED
856
DELISTED
Amedisys
AMED
$16.2M 0.01%
68,427
+203
+0.3% +$46.2K
TRGP icon
857
Targa Resources
TRGP
$57.6B
$16.1M 0.01%
1,151,073
-619,639
-35% -$10.9M
MUSA icon
858
Murphy USA
MUSA
$11.4B
$16.1M 0.01%
125,889
-1,959
-2% -$259K
SON icon
859
Sonoco
SON
$5.62B
$16M 0.01%
314,263
+16,597
+6% +$878K
SUI icon
860
Sun Communities
SUI
$15.3B
$16M 0.01%
114,058
-11,708
-9% -$1.68M
BMRN icon
861
BioMarin Pharmaceuticals
BMRN
$11.7B
$16M 0.01%
210,481
-76,372
-27% -$7.73M
IDA icon
862
Idacorp
IDA
$7.86B
$16M 0.01%
200,102
+6,409
+3% +$565K
BFAM icon
863
Bright Horizons
BFAM
$4.1B
$16M 0.01%
105,119
-19,100
-15% -$2.4M
ORI icon
864
Old Republic International
ORI
$10.6B
$16M 0.01%
1,082,442
+58,500
+6% +$935K
ENTG icon
865
Entegris
ENTG
$17.8B
$15.9M 0.01%
214,120
-23,700
-10% -$1.59M
AVLR
866
DELISTED
Avalara, Inc.
AVLR
$15.9M 0.01%
124,779
+31,251
+33% +$3.97M
OPTU
867
Optimum Communications Inc
OPTU
$290M
$15.8M 0.01%
607,934
-1,578
-0.3% -$41K
WBD icon
868
Warner Bros
WBD
$63.9B
$15.8M 0.01%
725,621
+49,772
+7% +$1.09M
SR icon
869
Spire
SR
$4.76B
$15.8M 0.01%
296,571
+133,494
+82% +$7.96M
LGND icon
870
Ligand Pharmaceuticals
LGND
$5.94B
$15.7M 0.01%
264,809
-9,889
-4% -$675K
CBT icon
871
Cabot Corp
CBT
$4.55B
$15.7M 0.01%
436,610
+30,697
+8% +$1.17M
LHCG
872
DELISTED
LHC Group LLC
LHCG
$15.7M 0.01%
73,806
-12,186
-14% -$2.4M
TGNA
873
DELISTED
TEGNA Inc
TGNA
$15.7M 0.01%
1,334,771
-127,927
-9% -$1.52M
ARDC
874
Are Dynamic Credit Allocation Fund
ARDC
$296M
$15.6M 0.01%
1,229,964
+25,438
+2% +$319K
ASH icon
875
Ashland
ASH
$3.33B
$15.6M 0.01%
219,605
-34
-0% -$2.52K
33 34
35
36 37

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.