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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
DOC
1251
DELISTED
PHYSICIANS REALTY TRUST
DOC
$8.2M 0.01%
457,884
+66,345
+17% +$1.18M
WOLF icon
1252
Wolfspeed
WOLF
$1.24B
$8.17M 0.01%
128,228
+3,435
+3% +$222K
SMTC icon
1253
Semtech
SMTC
$10.7B
$8.17M 0.01%
154,260
-20,132
-12% -$1.13M
STL
1254
DELISTED
Sterling Bancorp
STL
$8.16M 0.01%
776,089
+138,187
+22% +$1.57M
ROCK icon
1255
Gibraltar Industries
ROCK
$1.27B
$8.14M 0.01%
124,977
+21,234
+20% +$1.25M
CRI icon
1256
Carter's
CRI
$1.39B
$8.13M 0.01%
93,860
-105
-0.1% -$8.74K
FCF icon
1257
First Commonwealth Financial
FCF
$2.18B
$8.12M 0.01%
1,049,611
+147,053
+16% +$1.17M
ABM icon
1258
ABM Industries
ABM
$2.79B
$8.1M 0.01%
220,807
+45,116
+26% +$1.65M
WEN icon
1259
Wendy's
WEN
$1.4B
$8.09M 0.01%
362,847
-114,249
-24% -$2.52M
SYKE
1260
DELISTED
SYKES Enterprises Inc
SYKE
$8.07M 0.01%
235,966
+25,605
+12% +$792K
AEIS icon
1261
Advanced Energy
AEIS
$11B
$8.05M 0.01%
127,835
+11,923
+10% +$833K
BDN
1262
Brandywine Realty Trust
BDN
$525M
$8.04M 0.01%
777,188
+220,080
+40% +$2.38M
WLK icon
1263
Westlake Corp
WLK
$9.19B
$8.04M 0.01%
127,097
-7,123
-5% -$421K
SCL icon
1264
Stepan Co
SCL
$1.48B
$8.03M 0.01%
73,669
+13,828
+23% +$1.51M
UNF icon
1265
Unifirst Corp
UNF
$5.31B
$8.03M 0.01%
42,388
+8,675
+26% +$1.62M
WDR
1266
DELISTED
Waddell & Reed Financial, Inc.
WDR
$7.99M 0.01%
538,188
+176,583
+49% +$2.69M
ITRI icon
1267
Itron
ITRI
$4.33B
$7.99M 0.01%
131,529
-12,537
-9% -$797K
NGVT icon
1268
Ingevity
NGVT
$2.44B
$7.99M 0.01%
161,566
+3,968
+3% +$224K
LCII icon
1269
LCI Industries
LCII
$2.5B
$7.96M 0.01%
74,879
-739
-1% -$86K
POST icon
1270
Post Holdings
POST
$4.21B
$7.93M 0.01%
140,924
+9,249
+7% +$528K
DDS icon
1271
Dillards
DDS
$9.41B
$7.93M 0.01%
217,101
+60,695
+39% +$1.7M
SGI
1272
Somnigroup International
SGI
$14.1B
$7.92M 0.01%
355,164
-4,568
-1% -$94.4K
LSI
1273
DELISTED
Life Storage, Inc.
LSI
$7.89M 0.01%
112,427
+3,179
+3% +$215K
LPSN icon
1274
LivePerson
LPSN
$22M
$7.88M 0.01%
10,106
+1,651
+20% +$1.24M
CUK
1275
DELISTED
Carnival PLC
CUK
$7.86M 0.01%
608,066
-502,304
-45% -$6.44M
49 50
51
52 53

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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.