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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
BSAC icon
1651
Banco Santander Chile
BSAC
$16.3B
$4.56M ﹤0.01%
329,206
-182,868
-36% -$2.91M
MRTX
1652
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$4.56M ﹤0.01%
27,455
+12,538
+84% +$1.72M
CNX icon
1653
CNX Resources
CNX
$5.3B
$4.55M ﹤0.01%
481,560
+2,475
+0.5% +$25.2K
QTWO icon
1654
Q2 Holdings
QTWO
$3.8B
$4.54M ﹤0.01%
49,770
-232
-0.5% -$21.6K
ESI icon
1655
Element Solutions
ESI
$8.95B
$4.54M ﹤0.01%
432,068
+107,139
+33% +$1.17M
ILPT
1656
Industrial Logistics Properties Trust
ILPT
$575M
$4.54M ﹤0.01%
207,477
+3,936
+2% +$83.8K
CRNC icon
1657
Cerence
CRNC
$385M
$4.53M ﹤0.01%
92,719
+8,327
+10% +$400K
MTX icon
1658
Minerals Technologies
MTX
$2.36B
$4.51M ﹤0.01%
88,225
-1,249
-1% -$61.8K
KRA
1659
DELISTED
Kraton Corporation
KRA
$4.51M ﹤0.01%
252,990
-32,726
-11% -$527K
SBS icon
1660
Sabesp
SBS
$19.1B
$4.5M ﹤0.01%
2,798,006
-1,170,799
-30% -$2.28M
GAM
1661
General American Investors Company
GAM
$1.56B
$4.49M ﹤0.01%
132,241
+20,270
+18% +$686K
CCXI
1662
DELISTED
ChemoCentryx, Inc.
CCXI
$4.49M ﹤0.01%
81,869
+2,320
+3% +$125K
HTLD icon
1663
Heartland Express
HTLD
$948M
$4.48M ﹤0.01%
241,066
+85,323
+55% +$1.74M
NUVA
1664
DELISTED
NuVasive, Inc.
NUVA
$4.47M ﹤0.01%
92,141
-25,865
-22% -$1.39M
OLN icon
1665
Olin
OLN
$2.11B
$4.46M ﹤0.01%
360,034
+36,081
+11% +$417K
NWS icon
1666
News Corp Class B
NWS
$16.9B
$4.45M ﹤0.01%
318,449
-46,822
-13% -$653K
MEI icon
1667
Methode Electronics
MEI
$496M
$4.43M ﹤0.01%
155,499
-10,212
-6% -$295K
ARCB icon
1668
ArcBest
ARCB
$3.23B
$4.42M ﹤0.01%
142,435
+350
+0.2% +$10.9K
NVRI icon
1669
Enviri
NVRI
$623M
$4.41M ﹤0.01%
316,900
+2,347
+0.7% +$33.9K
NWBI icon
1670
Northwest Bancshares
NWBI
$2.3B
$4.4M ﹤0.01%
477,907
+213,888
+81% +$2.11M
LBRDA icon
1671
Liberty Broadband Class A
LBRDA
$4.89B
$4.39M ﹤0.01%
30,993
+162
+0.5% +$21.9K
TRIP icon
1672
TripAdvisor
TRIP
$1.65B
$4.39M ﹤0.01%
224,234
-2,460
-1% -$51.7K
CENX icon
1673
Century Aluminum
CENX
$4.43B
$4.38M ﹤0.01%
615,424
+2,007
+0.3% +$17.5K
WMK icon
1674
Weis Markets
WMK
$1.91B
$4.37M ﹤0.01%
90,986
+14,523
+19% +$715K
CAE icon
1675
CAE Inc. Common Shares
CAE
$8.3B
$4.37M ﹤0.01%
298,622
-101,389
-25% -$1.53M
65 66
67
68 69

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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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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.