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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
ANSS
276
DELISTED
Ansys
ANSS
$83.4M 0.06%
254,925
-5,206
-2% -$1.63M
RIO icon
277
Rio Tinto
RIO
$149B
$83.1M 0.06%
1,376,197
-138,269
-9% -$8.48M
SJM icon
278
J.M. Smucker
SJM
$13.2B
$82.9M 0.06%
717,489
-15,313
-2% -$1.71M
CMG icon
279
Chipotle Mexican Grill
CMG
$43B
$82.8M 0.06%
3,329,650
+128,200
+4% +$3.09M
AME icon
280
Ametek
AME
$55.3B
$82.8M 0.06%
832,914
+13,601
+2% +$1.31M
WBA
281
DELISTED
Walgreens Boots Alliance
WBA
$82.1M 0.06%
2,285,611
-296,000
-11% -$11.6M
IP icon
282
International Paper
IP
$23.3B
$81.9M 0.06%
2,134,540
+73,575
+4% +$2.6M
MPC icon
283
Marathon Petroleum
MPC
$89.3B
$81.5M 0.06%
2,776,774
-19,166
-0.7% -$673K
STX icon
284
Seagate
STX
$169B
$79.4M 0.06%
1,611,120
-53,359
-3% -$2.51M
DTE icon
285
DTE Energy
DTE
$30.4B
$79.3M 0.06%
809,924
-57,966
-7% -$5.66M
SPG icon
286
Simon Property Group
SPG
$76.8B
$78.5M 0.06%
1,214,257
+153,103
+14% +$10M
BF.B icon
287
Brown-Forman Class B
BF.B
$13.3B
$78.4M 0.06%
1,040,851
-12,725
-1% -$911K
KSU
288
DELISTED
Kansas City Southern
KSU
$78.3M 0.06%
432,744
+13,498
+3% +$2.34M
WHR icon
289
Whirlpool
WHR
$2.49B
$78.2M 0.06%
425,022
+24,496
+6% +$4.07M
LNC icon
290
Lincoln National
LNC
$8.19B
$78.1M 0.06%
2,493,429
-106,021
-4% -$3.78M
AWK icon
291
American Water Works
AWK
$27B
$78M 0.06%
538,703
+13,649
+3% +$1.93M
KEY icon
292
KeyCorp
KEY
$24.3B
$77.3M 0.06%
6,477,301
+335,146
+5% +$4.08M
SNPS icon
293
Synopsys
SNPS
$73.5B
$76.9M 0.06%
359,367
+3,529
+1% +$718K
ALXN
294
DELISTED
Alexion Pharmaceuticals
ALXN
$76.6M 0.06%
669,598
+97,636
+17% +$10.5M
PSA icon
295
Public Storage
PSA
$61.7B
$76.5M 0.06%
343,699
+8,699
+3% +$1.78M
MELI icon
296
Mercado Libre
MELI
$94.4B
$75.8M 0.05%
70,070
-6,303
-8% -$6.84M
CERN
297
DELISTED
Cerner Corp
CERN
$75.8M 0.05%
1,048,677
+100,324
+11% +$7.15M
CTVA icon
298
Corteva
CTVA
$59.5B
$75.8M 0.05%
2,630,928
+130,254
+5% +$3.67M
INFO
299
DELISTED
IHS Markit Ltd. Common Shares
INFO
$75.7M 0.05%
964,337
+11,581
+1% +$922K
BTI icon
300
British American Tobacco
BTI
$134B
$74.8M 0.05%
2,068,525
-44,666
-2% -$1.56M
10 11
12
13 14

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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.