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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
SWKS icon
301
Skyworks Solutions
SWKS
$9.73B
$74.8M 0.05%
513,907
+7,752
+2% +$1.08M
LULU icon
302
lululemon athletica
LULU
$13.7B
$74.4M 0.05%
225,894
-6,176
-3% -$2.06M
QRVO icon
303
Qorvo
QRVO
$8.09B
$74.3M 0.05%
576,218
+9,497
+2% +$1.18M
ZM icon
304
Zoom
ZM
$26.8B
$73.6M 0.05%
156,461
+77,246
+98% +$24.7M
TFX icon
305
Teleflex
TFX
$5.94B
$73.3M 0.05%
215,178
-248
-0.1% -$91.9K
MAR icon
306
Marriott International
MAR
$101B
$72.7M 0.05%
784,722
+18,808
+2% +$1.77M
GGG icon
307
Graco
GGG
$13.3B
$72.5M 0.05%
1,181,098
-52,046
-4% -$2.91M
UL icon
308
Unilever
UL
$144B
$72.5M 0.05%
1,044,242
+44,333
+4% +$2.96M
BWA icon
309
BorgWarner
BWA
$13B
$72.4M 0.05%
2,123,133
-22,671
-1% -$779K
HSY icon
310
Hershey
HSY
$37.2B
$72.1M 0.05%
503,100
-51,284
-9% -$7.27M
TEL icon
311
TE Connectivity
TEL
$62.1B
$72.1M 0.05%
737,434
+30,604
+4% +$2.82M
VFC icon
312
VF Corp
VFC
$7.16B
$72M 0.05%
1,024,722
-75,444
-7% -$4.87M
NXPI icon
313
NXP Semiconductors
NXPI
$65.4B
$71.8M 0.05%
575,494
-71,851
-11% -$8.77M
CMA
314
DELISTED
Comerica
CMA
$71M 0.05%
1,856,078
+148,557
+9% +$5.71M
DCM
315
DELISTED
NTT DOCOMO, Inc.
DCM
$71M 0.05%
1,935,186
-202,719
-9% -$7.44M
WELL icon
316
Welltower
WELL
$175B
$70.8M 0.05%
1,284,809
+86,954
+7% +$4.77M
WTW icon
317
Willis Towers Watson
WTW
$29.9B
$70.6M 0.05%
338,244
+9,325
+3% +$1.9M
ETR icon
318
Entergy
ETR
$52.4B
$69.7M 0.05%
1,415,044
-223,800
-14% -$11.1M
LUMN icon
319
Lumen
LUMN
$6.38B
$69.5M 0.05%
6,890,448
+1,476,174
+27% +$15.3M
EXPD icon
320
Expeditors International
EXPD
$22.4B
$69M 0.05%
762,310
-12,040
-2% -$1.03M
CSGP icon
321
CoStar Group
CSGP
$12.4B
$68.9M 0.05%
812,000
-9,700
-1% -$773K
RCL icon
322
Royal Caribbean
RCL
$86.5B
$68.2M 0.05%
1,053,786
-47,730
-4% -$2.81M
RMD icon
323
ResMed
RMD
$30.3B
$67.9M 0.05%
396,060
-10,274
-3% -$1.9M
GPC icon
324
Genuine Parts
GPC
$17.9B
$67.9M 0.05%
713,214
-61,381
-8% -$5.71M
EEM icon
325
iShares MSCI Emerging Markets ETF
EEM
$28B
$67.8M 0.05%
1,537,022
-103,783
-6% -$4.55M
11 12
13
14 15

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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.