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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
HHH icon
1276
Howard Hughes
HHH
$3.8B
$7.83M 0.01%
142,666
+31,747
+29% +$1.7M
MSA icon
1277
Mine Safety
MSA
$7.32B
$7.83M 0.01%
58,330
+2,302
+4% +$282K
ICL icon
1278
ICL Group
ICL
$6.54B
$7.82M 0.01%
2,240,930
-328,550
-13% -$1.13M
CRUS icon
1279
Cirrus Logic
CRUS
$6.56B
$7.82M 0.01%
115,933
-22,276
-16% -$1.4M
MRCY icon
1280
Mercury Systems
MRCY
$5.72B
$7.81M 0.01%
100,858
-14,077
-12% -$1.07M
JACK icon
1281
Jack in the Box
JACK
$310M
$7.8M 0.01%
98,397
+3,459
+4% +$278K
SQM icon
1282
Sociedad Química y Minera de Chile
SQM
$19.1B
$7.79M 0.01%
240,379
-88,488
-27% -$2.76M
ALGT icon
1283
Allegiant Air
ALGT
$2.64B
$7.79M 0.01%
64,992
+3,117
+5% +$376K
CEO
1284
DELISTED
CNOOC Limited
CEO
$7.79M 0.01%
81,050
-9,350
-10% -$1.03M
SWX icon
1285
Southwest Gas
SWX
$6.51B
$7.76M 0.01%
123,021
-13,641
-10% -$912K
MYOK
1286
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$7.76M 0.01%
56,936
+9,988
+21% +$1.06M
HLI icon
1287
Houlihan Lokey
HLI
$8.9B
$7.75M 0.01%
131,307
+77,377
+143% +$4.43M
CCMP
1288
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$7.71M 0.01%
54,009
+1,928
+4% +$288K
ENPH icon
1289
Enphase Energy
ENPH
$4.86B
$7.67M 0.01%
92,896
+1,460
+2% +$97.8K
WBS icon
1290
Webster Financial
WBS
$12.5B
$7.67M 0.01%
290,459
+10,644
+4% +$288K
LVGO
1291
DELISTED
Livongo Health, Inc. Common Stock
LVGO
$7.65M 0.01%
54,641
+10,878
+25% +$1.33M
BRKR icon
1292
Bruker
BRKR
$9.53B
$7.64M 0.01%
192,283
-1,688
-0.9% -$70.4K
LOPE icon
1293
Grand Canyon Education
LOPE
$3.96B
$7.64M 0.01%
95,575
-756
-0.8% -$68.4K
LBTYA icon
1294
Liberty Global Class A
LBTYA
$3.55B
$7.62M 0.01%
362,878
+17,082
+5% +$384K
SRC
1295
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$7.61M 0.01%
225,380
+3,298
+1% +$115K
PLUG icon
1296
Plug Power
PLUG
$2.86B
$7.59M 0.01%
566,235
+330
+0.1% +$3.64K
GPI icon
1297
Group 1 Automotive
GPI
$3.38B
$7.58M 0.01%
85,762
+4,900
+6% +$417K
CROX icon
1298
Crocs
CROX
$6.1B
$7.58M 0.01%
177,289
+5,675
+3% +$219K
PSO icon
1299
Pearson
PSO
$10.2B
$7.57M 0.01%
1,064,888
-7,660
-0.7% -$55.2K
PDD icon
1300
Pinduoduo
PDD
$124B
$7.57M 0.01%
102,075
-17,327
-15% -$1.49M
50 51
52
53 54

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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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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.