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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
CIM
1701
Chimera Investment
CIM
$1.04B
$4.2M ﹤0.01%
170,873
+17,156
+11% +$457K
FOXF icon
1702
Fox Factory Holding Corp
FOXF
$755M
$4.2M ﹤0.01%
56,549
-35,030
-38% -$3.15M
ALRM icon
1703
Alarm.com
ALRM
$2.71B
$4.2M ﹤0.01%
76,022
-3,764
-5% -$233K
NG icon
1704
NovaGold Resources
NG
$2.56B
$4.2M ﹤0.01%
353,078
-11,634
-3% -$113K
GIL icon
1705
Gildan
GIL
$10.3B
$4.19M ﹤0.01%
213,111
+21,962
+11% +$406K
TCBI icon
1706
Texas Capital Bancshares
TCBI
$4.3B
$4.19M ﹤0.01%
134,460
+15,631
+13% +$493K
PAG icon
1707
Penske Automotive Group
PAG
$14.3B
$4.18M ﹤0.01%
87,690
+613
+0.7% +$28.5K
ATHM icon
1708
Autohome
ATHM
$2.67B
$4.17M ﹤0.01%
43,486
-10,282
-19% -$894K
PRA
1709
DELISTED
ProAssurance
PRA
$4.17M ﹤0.01%
266,824
+69,299
+35% +$1.03M
FCPT icon
1710
Four Corners Property Trust
FCPT
$2.81B
$4.17M ﹤0.01%
162,793
+16,710
+11% +$413K
FWRD icon
1711
Forward Air
FWRD
$444M
$4.16M ﹤0.01%
72,561
+10,616
+17% +$583K
ADPT icon
1712
Adaptive Biotechnologies
ADPT
$3.59B
$4.16M ﹤0.01%
85,439
+20,551
+32% +$864K
MODN
1713
DELISTED
MODEL N, INC.
MODN
$4.13M ﹤0.01%
117,089
-9,592
-8% -$362K
BSBR icon
1714
Santander
BSBR
$42.5B
$4.13M ﹤0.01%
872,448
-194,016
-18% -$1M
NBR icon
1715
Nabors Industries
NBR
$1.27B
$4.12M ﹤0.01%
168,380
+78,469
+87% +$2.88M
ARWR icon
1716
Arrowhead Research
ARWR
$11.9B
$4.11M ﹤0.01%
95,441
-20,460
-18% -$883K
APO icon
1717
Apollo Global Management
APO
$72.4B
$4.11M ﹤0.01%
91,803
-19,174
-17% -$922K
ZWS icon
1718
Zurn Elkay Water Solutions
ZWS
$8.38B
$4.1M ﹤0.01%
285,097
+55,550
+24% +$793K
VGT icon
1719
Vanguard Information Technology ETF
VGT
$139B
$4.08M ﹤0.01%
104,848
-8,272
-7% -$311K
MGEE icon
1720
MGE Energy Inc
MGEE
$3B
$4.08M ﹤0.01%
65,070
-990
-1% -$64.1K
QLYS icon
1721
Qualys
QLYS
$5.1B
$4.07M ﹤0.01%
41,483
-11,753
-22% -$1.26M
FFBC icon
1722
First Financial Bancorp
FFBC
$3.55B
$4.07M ﹤0.01%
338,619
+92,338
+37% +$1.25M
KRG icon
1723
Kite Realty
KRG
$5.81B
$4.05M ﹤0.01%
349,513
-846
-0.2% -$9.31K
CUB
1724
DELISTED
Cubic Corporation
CUB
$4.04M ﹤0.01%
69,543
+4,024
+6% +$189K
ENV
1725
DELISTED
ENVESTNET, INC.
ENV
$4.04M ﹤0.01%
52,314
+2,174
+4% +$174K
67 68
69
70 71

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MCM
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PSUF
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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.