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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
TOL icon
1051
Toll Brothers
TOL
$14B
$11.7M 0.01%
241,224
+31,240
+15% +$1.26M
PBH icon
1052
Prestige Consumer Healthcare
PBH
$2.37B
$11.7M 0.01%
321,779
+8,306
+3% +$309K
SPSC icon
1053
SPS Commerce
SPSC
$2.42B
$11.7M 0.01%
150,301
+2,435
+2% +$185K
FSLR icon
1054
First Solar
FSLR
$22.1B
$11.6M 0.01%
175,967
-2,319
-1% -$154K
REXR icon
1055
Rexford Industrial Realty
REXR
$8.56B
$11.6M 0.01%
254,065
+39,011
+18% +$1.77M
PUB
1056
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$11.6M 0.01%
1,442,400
-9,055
-0.6% -$73K
KNSL icon
1057
Kinsale Capital Group
KNSL
$8.11B
$11.6M 0.01%
61,028
+1,927
+3% +$354K
SRCL
1058
DELISTED
Stericycle Inc
SRCL
$11.6M 0.01%
184,023
+5,829
+3% +$358K
DCI icon
1059
Donaldson
DCI
$10.7B
$11.6M 0.01%
249,505
-8,746
-3% -$425K
NATI
1060
DELISTED
National Instruments Corp
NATI
$11.6M 0.01%
323,724
+17,911
+6% +$651K
CBSH icon
1061
Commerce Bancshares
CBSH
$8.55B
$11.5M 0.01%
274,379
-8,585
-3% -$369K
FR icon
1062
First Industrial Realty Trust
FR
$8.75B
$11.5M 0.01%
289,494
-26,610
-8% -$1.1M
SIRI icon
1063
SiriusXM
SIRI
$10.4B
$11.5M 0.01%
214,508
-21,460
-9% -$1.23M
HRC
1064
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$11.5M 0.01%
137,388
-19,972
-13% -$1.95M
OLED icon
1065
Universal Display
OLED
$3.76B
$11.5M 0.01%
63,401
+1,316
+2% +$225K
FLEX icon
1066
Flex
FLEX
$41B
$11.5M 0.01%
1,364,087
+9,443
+0.7% +$77K
VVR icon
1067
Invesco Senior Income Trust
VVR
$459M
$11.4M 0.01%
3,124,699
+243,035
+8% +$867K
KGC icon
1068
Kinross Gold
KGC
$28.2B
$11.4M 0.01%
1,295,960
-215,977
-14% -$1.87M
CC icon
1069
Chemours
CC
$2.57B
$11.4M 0.01%
545,796
+228,857
+72% +$4.42M
ICUI icon
1070
ICU Medical
ICUI
$4.21B
$11.4M 0.01%
62,407
-2,454
-4% -$462K
KT icon
1071
KT
KT
$8.8B
$11.4M 0.01%
1,186,355
-356,307
-23% -$3.55M
NUS icon
1072
Nu Skin
NUS
$254M
$11.4M 0.01%
227,388
+31,020
+16% +$1.47M
SEDG icon
1073
SolarEdge
SEDG
$2.54B
$11.4M 0.01%
47,783
+5,670
+13% +$1.09M
AWP
1074
abrdn Global Premier Properties Fund
AWP
$375M
$11.4M 0.01%
822,387
+55,966
+7% +$802K
FOX icon
1075
Fox Class B
FOX
$22B
$11.4M 0.01%
406,248
+9,785
+2% +$260K
41 42
43
44 45

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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.