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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
PEB icon
1426
Pebblebrook Hotel Trust
PEB
$2.15B
$6.37M ﹤0.01%
508,172
-20,946
-4% -$251K
SBRA icon
1427
Sabra Healthcare REIT
SBRA
$5.35B
$6.36M ﹤0.01%
461,047
+36,278
+9% +$533K
TRUP icon
1428
Trupanion
TRUP
$1.07B
$6.35M ﹤0.01%
80,532
+72,689
+927% +$4.36M
TWOU
1429
DELISTED
2U Inc
TWOU
$6.35M ﹤0.01%
6,255
-960
-13% -$1.14M
ENS icon
1430
EnerSys
ENS
$6.78B
$6.35M ﹤0.01%
94,580
+8,824
+10% +$607K
YETI icon
1431
Yeti Holdings
YETI
$3.71B
$6.34M ﹤0.01%
140,014
+23,914
+21% +$1.13M
PRFT
1432
DELISTED
Perficient Inc
PRFT
$6.33M ﹤0.01%
148,045
-24,186
-14% -$974K
ELUX
1433
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$6.33M ﹤0.01%
135,116
+17,823
+15% +$834K
FELE icon
1434
Franklin Electric
FELE
$4.63B
$6.32M ﹤0.01%
107,500
+6,572
+7% +$373K
IRBT
1435
DELISTED
iRobot
IRBT
$6.3M ﹤0.01%
83,042
+16,674
+25% +$1.28M
ACAD icon
1436
Acadia Pharmaceuticals
ACAD
$4.43B
$6.28M ﹤0.01%
152,193
-53,922
-26% -$2.33M
EVTC icon
1437
Evertec
EVTC
$1.88B
$6.27M ﹤0.01%
180,582
+9,785
+6% +$315K
SWN
1438
DELISTED
Southwestern Energy Company
SWN
$6.26M ﹤0.01%
2,665,887
+284,894
+12% +$758K
IBP icon
1439
Installed Building Products
IBP
$6B
$6.25M ﹤0.01%
61,452
+8,925
+17% +$765K
FORM icon
1440
FormFactor
FORM
$8.28B
$6.25M ﹤0.01%
250,656
-24,117
-9% -$672K
BTG icon
1441
B2Gold
BTG
$5B
$6.25M ﹤0.01%
957,991
+7,860
+0.8% +$51.1K
NKTR icon
1442
Nektar Therapeutics
NKTR
$2.39B
$6.24M ﹤0.01%
25,055
-606
-2% -$191K
RLJ icon
1443
RLJ Lodging Trust
RLJ
$1.87B
$6.22M ﹤0.01%
718,427
+58,289
+9% +$523K
KWR icon
1444
Quaker Houghton
KWR
$2.78B
$6.22M ﹤0.01%
34,605
+483
+1% +$92.7K
IMO icon
1445
Imperial Oil
IMO
$62.5B
$6.19M ﹤0.01%
517,833
-52,852
-9% -$828K
CNMD icon
1446
CONMED
CNMD
$1.39B
$6.17M ﹤0.01%
78,409
-40
-0.1% -$3.26K
ARNC
1447
DELISTED
Arconic Corporation
ARNC
$6.16M ﹤0.01%
323,376
+5,684
+2% +$109K
EXP icon
1448
Eagle Materials
EXP
$6.3B
$6.14M ﹤0.01%
71,091
+2,496
+4% +$202K
HIW icon
1449
Highwoods Properties
HIW
$3.65B
$6.13M ﹤0.01%
182,673
-32,538
-15% -$1.2M
WTFC icon
1450
Wintrust Financial
WTFC
$10.8B
$6.11M ﹤0.01%
152,606
-15,799
-9% -$676K
56 57
58
59 60

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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.