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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
FCX icon
351
Freeport-McMoran
FCX
$87.3B
$60.8M 0.04%
3,887,916
+59,914
+2% +$864K
BEN icon
352
Franklin Resources
BEN
$17B
$60.2M 0.04%
2,959,117
+570,852
+24% +$12M
CHRW icon
353
C.H. Robinson
CHRW
$20.2B
$60M 0.04%
587,071
-12,968
-2% -$1.22M
MRVL icon
354
Marvell Technology
MRVL
$155B
$59.6M 0.04%
1,501,820
-4,362
-0.3% -$160K
MAS icon
355
Masco
MAS
$14.6B
$59.3M 0.04%
1,075,411
+10,390
+1% +$582K
WBK
356
DELISTED
Westpac Banking Corporation
WBK
$59M 0.04%
4,897,101
+221,931
+5% +$2.76M
VAR
357
DELISTED
Varian Medical Systems, Inc.
VAR
$58.9M 0.04%
342,684
-75,451
-18% -$11.9M
VXUS icon
358
Vanguard Total International Stock ETF
VXUS
$153B
$58.9M 0.04%
1,129,663
+1,213
+0.1% +$63.6K
VEEV icon
359
Veeva Systems
VEEV
$33.7B
$57.8M 0.04%
205,504
+4,945
+2% +$1.3M
CPAY icon
360
Corpay
CPAY
$25.7B
$57.6M 0.04%
241,990
-3,742
-2% -$925K
DOV icon
361
Dover
DOV
$26.8B
$57.6M 0.04%
531,430
+2,325
+0.4% +$249K
PFG icon
362
Principal Financial Group
PFG
$24.5B
$56.8M 0.04%
1,411,071
+16,796
+1% +$716K
INFY icon
363
Infosys
INFY
$50.8B
$56.4M 0.04%
4,085,507
-919,030
-18% -$11.5M
EIX icon
364
Edison International
EIX
$30.3B
$56.4M 0.04%
1,109,540
-204,296
-16% -$10.9M
CE icon
365
Celanese
CE
$4.8B
$56.2M 0.04%
523,217
+19,882
+4% +$1.98M
EFX icon
366
Equifax
EFX
$22B
$56.2M 0.04%
358,237
-2,471
-0.7% -$405K
LH icon
367
Labcorp
LH
$25.4B
$56.1M 0.04%
346,689
+3,972
+1% +$630K
DVA icon
368
DaVita
DVA
$15.4B
$56M 0.04%
654,352
+70,957
+12% +$6.06M
ABB
369
DELISTED
ABB Ltd
ABB
$55.6M 0.04%
2,183,559
-13,617
-0.6% -$348K
BRK.A icon
370
Berkshire Hathaway Class A
BRK.A
$1.1T
$55.4M 0.04%
173
– –
LDOS icon
371
Leidos
LDOS
$14.4B
$55.2M 0.04%
619,622
-71,901
-10% -$6.5M
GEN icon
372
Gen Digital
GEN
$16.6B
$55.2M 0.04%
2,649,016
+196,234
+8% +$4.25M
DVN icon
373
Devon Energy
DVN
$51.1B
$55.2M 0.04%
5,832,572
+236,249
+4% +$2.49M
CCL icon
374
Carnival Corporation Ltd
CCL
$38.5B
$54.9M 0.04%
3,613,760
-264,430
-7% -$4.09M
JD icon
375
JD.com
JD
$43.7B
$54.3M 0.04%
699,930
+7,725
+1% +$537K
13 14
15
16 17

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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.