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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
VEU icon
2226
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$1.7M ﹤0.01%
33,761
-33,194
-50% -$1.68M
HNP
2227
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.7M ﹤0.01%
110,329
-710
-0.6% -$11.8K
STR
2228
DELISTED
Sitio Royalties
STR
$1.7M ﹤0.01%
174,234
+23,604
+16% +$265K
UMH
2229
UMH Properties
UMH
$1.29B
$1.7M ﹤0.01%
125,647
+4,117
+3% +$54.9K
NEWR
2230
DELISTED
New Relic, Inc.
NEWR
$1.7M ﹤0.01%
30,155
+3,795
+14% +$232K
FPE icon
2231
First Trust Preferred Securities and Income ETF
FPE
$6.32B
$1.7M ﹤0.01%
88,631
+714
+0.8% +$13.6K
CHMI
2232
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$1.7M ﹤0.01%
188,978
+5,376
+3% +$50.4K
SMAR
2233
DELISTED
Smartsheet Inc.
SMAR
$1.7M ﹤0.01%
34,303
+2,501
+8% +$121K
GPRE icon
2234
Green Plains
GPRE
$1.18B
$1.69M ﹤0.01%
109,356
-7,966
-7% -$109K
HOME
2235
DELISTED
At Home Group Inc.
HOME
$1.68M ﹤0.01%
113,356
+28,111
+33% +$372K
ZUMZ icon
2236
Zumiez
ZUMZ
$332M
$1.68M ﹤0.01%
60,399
+1,998
+3% +$52.2K
XLC icon
2237
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$1.68M ﹤0.01%
28,241
-6,448
-19% -$382K
RC
2238
Ready Capital
RC
$258M
$1.67M ﹤0.01%
149,076
+6,376
+4% +$60.7K
MYE icon
2239
Myers Industries
MYE
$1.29B
$1.67M ﹤0.01%
125,888
+6,008
+5% +$89.6K
EMLP icon
2240
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$1.66M ﹤0.01%
87,402
+476
+0.5% +$9.62K
LKFT
2241
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.78B
$1.66M ﹤0.01%
11,723
-6,909
-37% -$1.15M
MBIN icon
2242
Merchants Bancorp
MBIN
$2.53B
$1.66M ﹤0.01%
126,329
+4,808
+4% +$60.8K
NTGR icon
2243
NETGEAR
NTGR
$648M
$1.66M ﹤0.01%
53,826
+3,144
+6% +$95.4K
GES
2244
DELISTED
Guess Inc
GES
$1.66M ﹤0.01%
142,455
+9,179
+7% +$106K
UBA
2245
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.66M ﹤0.01%
179,899
+57,164
+47% +$566K
ICFI icon
2246
ICF International
ICFI
$1.46B
$1.65M ﹤0.01%
26,833
-29,405
-52% -$1.95M
NTUS
2247
DELISTED
Natus Medical Inc
NTUS
$1.65M ﹤0.01%
96,368
+23,003
+31% +$435K
CVA
2248
DELISTED
Covanta Holding Corporation
CVA
$1.64M ﹤0.01%
212,053
-14,289
-6% -$131K
RMR icon
2249
The RMR Group
RMR
$325M
$1.64M ﹤0.01%
59,746
+19,788
+50% +$574K
NNI icon
2250
Nelnet
NNI
$4.88B
$1.64M ﹤0.01%
27,201
-1,196
-4% -$73.2K
88 89
90
91 92

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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.