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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
DECK icon
751
Deckers Outdoor
DECK
$14.1B
$20.1M 0.01%
546,780
-6,024
-1% -$208K
WMS icon
752
Advanced Drainage Systems
WMS
$10.6B
$20M 0.01%
320,826
+23,963
+8% +$1.3M
MORN icon
753
Morningstar
MORN
$7.55B
$20M 0.01%
124,330
-1,577
-1% -$249K
KNBWY
754
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$19.9M 0.01%
1,058,243
+36,541
+4% +$689K
KB icon
755
KB Financial Group
KB
$40.6B
$19.9M 0.01%
620,326
-54,091
-8% -$1.68M
SEIC icon
756
SEI Investments
SEIC
$12.3B
$19.9M 0.01%
392,308
-5,381
-1% -$284K
ALSN icon
757
Allison Transmission
ALSN
$9.51B
$19.9M 0.01%
566,125
+6,644
+1% +$241K
IPGP icon
758
IPG Photonics
IPGP
$3.4B
$19.9M 0.01%
117,035
+5,937
+5% +$980K
USFD icon
759
US Foods
USFD
$22.5B
$19.9M 0.01%
894,975
+99,554
+13% +$2.24M
UDR icon
760
UDR
UDR
$12.8B
$19.9M 0.01%
608,803
-124,812
-17% -$4.38M
GNRC icon
761
Generac Holdings
GNRC
$11.5B
$19.8M 0.01%
102,322
-16,799
-14% -$2.76M
BNS icon
762
Scotiabank
BNS
$105B
$19.8M 0.01%
476,397
-38,155
-7% -$1.6M
BPOP icon
763
Popular Inc
BPOP
$11B
$19.7M 0.01%
544,443
+5,136
+1% +$190K
REG icon
764
Regency Centers
REG
$14.9B
$19.7M 0.01%
519,144
-45,479
-8% -$1.87M
REP
765
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$19.7M 0.01%
2,908,831
+428,652
+17% +$2.91M
UHS icon
766
Universal Health Services
UHS
$10.2B
$19.7M 0.01%
183,898
-4,804
-3% -$514K
DISH
767
DELISTED
DISH Network Corp.
DISH
$19.6M 0.01%
676,589
-3,594
-0.5% -$119K
LII icon
768
Lennox International
LII
$15B
$19.6M 0.01%
71,980
-619
-0.9% -$165K
ADX icon
769
Adams Diversified Equity Fund
ADX
$3.01B
$19.6M 0.01%
1,209,694
+112,496
+10% +$1.8M
IWD icon
770
iShares Russell 1000 Value ETF
IWD
$81.4B
$19.5M 0.01%
165,172
+153,900
+1,365% +$18.3M
XRX icon
771
Xerox
XRX
$345M
$19.5M 0.01%
1,038,226
+171,524
+20% +$3M
ON icon
772
ON Semiconductor
ON
$30.7B
$19.4M 0.01%
896,031
+44,929
+5% +$953K
HE icon
773
Hawaiian Electric Industries
HE
$2.26B
$19.4M 0.01%
582,679
+254,689
+78% +$8.93M
ISD
774
PGIM High Yield Bond Fund
ISD
$414M
$19.3M 0.01%
1,397,212
-21,326
-2% -$295K
GT icon
775
Goodyear
GT
$2.09B
$19.2M 0.01%
2,503,880
-43,406
-2% -$402K
29 30
31
32 33

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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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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.