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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
RCM
1476
DELISTED
R1 RCM Inc. Common Stock
RCM
$5.88M ﹤0.01%
342,764
+67,712
+25% +$989K
UBSI icon
1477
United Bankshares
UBSI
$6.63B
$5.86M ﹤0.01%
273,040
-39,715
-13% -$1.03M
GLOB icon
1478
Globant
GLOB
$1.58B
$5.84M ﹤0.01%
32,616
-2,712
-8% -$467K
AMKR icon
1479
Amkor Technology
AMKR
$12.4B
$5.83M ﹤0.01%
520,868
+19,769
+4% +$245K
JWN
1480
DELISTED
Nordstrom
JWN
$5.83M ﹤0.01%
488,837
-71,739
-13% -$1.08M
GNL icon
1481
Global Net Lease
GNL
$1.84B
$5.83M ﹤0.01%
366,425
+37,146
+11% +$628K
RBA icon
1482
RB Global
RBA
$20.4B
$5.83M ﹤0.01%
98,314
+16,524
+20% +$872K
CYBR
1483
DELISTED
CyberArk
CYBR
$5.82M ﹤0.01%
56,295
+3,821
+7% +$412K
MDB icon
1484
MongoDB
MDB
$27.1B
$5.82M ﹤0.01%
25,118
+4,132
+20% +$896K
DORM icon
1485
Dorman Products
DORM
$3.98B
$5.8M ﹤0.01%
64,173
+2,696
+4% +$215K
BRC icon
1486
Brady Corp
BRC
$4.44B
$5.79M ﹤0.01%
144,599
-4,973
-3% -$228K
IJR icon
1487
iShares Core S&P Small-Cap ETF
IJR
$109B
$5.78M ﹤0.01%
82,334
-369
-0.4% -$26.4K
APLE icon
1488
Apple Hospitality REIT
APLE
$3.9B
$5.77M ﹤0.01%
600,878
+23,744
+4% +$229K
CTB
1489
DELISTED
Cooper Tire & Rubber Co.
CTB
$5.77M ﹤0.01%
182,054
+48,181
+36% +$1.57M
HQY icon
1490
HealthEquity
HQY
$8.41B
$5.76M ﹤0.01%
112,141
-11,459
-9% -$629K
GTY
1491
Getty Realty Corp
GTY
$2.11B
$5.76M ﹤0.01%
221,283
-1,622
-0.7% -$46.9K
GWB
1492
DELISTED
Great Western Bancorp, Inc.
GWB
$5.75M ﹤0.01%
462,181
+15,846
+4% +$215K
SJR
1493
DELISTED
Shaw Communications Inc.
SJR
$5.75M ﹤0.01%
315,210
-178,394
-36% -$3.25M
MRTN icon
1494
Marten Transport
MRTN
$1.21B
$5.75M ﹤0.01%
352,287
+114,793
+48% +$2.03M
IIPR icon
1495
Innovative Industrial Properties
IIPR
$1.71B
$5.75M ﹤0.01%
46,304
+14,765
+47% +$1.65M
UI icon
1496
Ubiquiti
UI
$33.7B
$5.72M ﹤0.01%
34,299
-3,847
-10% -$678K
FLOW
1497
DELISTED
SPX FLOW, Inc.
FLOW
$5.71M ﹤0.01%
133,359
+171
+0.1% +$7.13K
MCR
1498
DELISTED
MFS Charter Income Trust
MCR
$5.7M ﹤0.01%
711,414
-27,384
-4% -$229K
TSE
1499
DELISTED
Trinseo
TSE
$5.7M ﹤0.01%
222,095
+23,961
+12% +$597K
FN icon
1500
Fabrinet
FN
$15.6B
$5.69M ﹤0.01%
90,247
+369
+0.4% +$24.8K
58 59
60
61 62

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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.