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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
BMI icon
1501
Badger Meter
BMI
$3.89B
$5.69M ﹤0.01%
86,999
+5,068
+6% +$324K
WWW icon
1502
Wolverine World Wide
WWW
$1.61B
$5.68M ﹤0.01%
219,951
+19,338
+10% +$473K
SYNA icon
1503
Synaptics
SYNA
$4.19B
$5.68M ﹤0.01%
70,666
+6,337
+10% +$501K
ARNA
1504
DELISTED
Arena Pharmaceuticals Inc
ARNA
$5.68M ﹤0.01%
75,968
-1,100
-1% -$73.3K
AYX
1505
DELISTED
Alteryx Inc
AYX
$5.68M ﹤0.01%
50,035
-55,230
-52% -$7.52M
RYN icon
1506
Rayonier
RYN
$6.55B
$5.67M ﹤0.01%
236,406
+21,036
+10% +$524K
LZB icon
1507
La-Z-Boy
LZB
$1.58B
$5.67M ﹤0.01%
179,255
+28,364
+19% +$862K
WKC icon
1508
World Kinect Corp
WKC
$2.04B
$5.67M ﹤0.01%
267,417
-29,834
-10% -$730K
PRAH
1509
DELISTED
PRA Health Sciences, Inc.
PRAH
$5.67M ﹤0.01%
55,857
-1,311
-2% -$134K
KBR icon
1510
KBR
KBR
$4.64B
$5.64M ﹤0.01%
252,406
+9,471
+4% +$220K
INN
1511
Summit Hotel Properties
INN
$746M
$5.64M ﹤0.01%
1,089,450
-28,146
-3% -$159K
ARI
1512
Apollo Commercial Real Estate
ARI
$867M
$5.64M ﹤0.01%
626,051
+31,326
+5% +$288K
PLNT icon
1513
Planet Fitness
PLNT
$4.42B
$5.64M ﹤0.01%
91,469
-6,263
-6% -$360K
MMT
1514
Aberdeen Multi-Market Income Fund
MMT
$236M
$5.61M ﹤0.01%
998,327
+8,769
+0.9% +$51K
TEX icon
1515
Terex
TEX
$7.18B
$5.61M ﹤0.01%
289,750
-3,595
-1% -$70.3K
GMED icon
1516
Globus Medical
GMED
$10.7B
$5.61M ﹤0.01%
113,227
-10,109
-8% -$521K
MAC icon
1517
Macerich
MAC
$7.33B
$5.6M ﹤0.01%
825,275
+100,246
+14% +$788K
UVV icon
1518
Universal Corp
UVV
$1.31B
$5.6M ﹤0.01%
133,659
+25,138
+23% +$1.08M
MHO icon
1519
M/I Homes
MHO
$3.74B
$5.59M ﹤0.01%
121,370
+41,003
+51% +$1.71M
MOG.A icon
1520
Moog Inc Class A
MOG.A
$12.4B
$5.59M ﹤0.01%
87,972
+9,001
+11% +$519K
WRI
1521
DELISTED
Weingarten Realty Investors
WRI
$5.59M ﹤0.01%
329,399
-147,387
-31% -$2.6M
EFOR
1522
Everforth Inc
EFOR
$1.17B
$5.57M ﹤0.01%
87,651
-13,422
-13% -$924K
WNS
1523
DELISTED
WNS Holdings
WNS
$5.57M ﹤0.01%
87,108
+27,383
+46% +$1.73M
MBT
1524
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.57M ﹤0.01%
637,851
-271,241
-30% -$2.46M
MSGS icon
1525
Madison Square Garden
MSGS
$9.48B
$5.56M ﹤0.01%
36,930
-6,866
-16% -$1.08M
59 60
61
62 63

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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.