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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
MFG icon
426
Mizuho Financial
MFG
$121B
$46M 0.03%
18,049,024
+888,363
+5% +$2.33M
AJG icon
427
Arthur J. Gallagher & Co
AJG
$69B
$46M 0.03%
435,577
-9,443
-2% -$979K
INCY icon
428
Incyte
INCY
$25.6B
$45.7M 0.03%
509,567
-14,955
-3% -$1.44M
OKTA icon
429
Okta
OKTA
$23.5B
$45.7M 0.03%
213,696
+3,572
+2% +$745K
NTRS icon
430
Northern Trust
NTRS
$22B
$45.7M 0.03%
585,741
+83,734
+17% +$6.72M
PKG icon
431
Packaging Corp of America
PKG
$22.1B
$45.1M 0.03%
413,385
-16,421
-4% -$1.68M
MKTX icon
432
MarketAxess Holdings
MKTX
$4.44B
$45M 0.03%
93,416
-5,248
-5% -$2.59M
HYG icon
433
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$45M 0.03%
+535,850
New +$45.1M
O icon
434
Realty Income
O
$61.2B
$44.9M 0.03%
763,248
+16,493
+2% +$975K
DPZ icon
435
Domino's
DPZ
$12B
$44.8M 0.03%
105,257
+4,193
+4% +$1.67M
NDAQ icon
436
Nasdaq
NDAQ
$53.9B
$44.8M 0.03%
1,094,304
-44,640
-4% -$1.9M
ING icon
437
ING
ING
$93.4B
$44.7M 0.03%
6,317,548
+272,512
+5% +$2.08M
ETFC
438
DELISTED
E*Trade Financial Corporation
ETFC
$44.7M 0.03%
893,654
+34,179
+4% +$1.78M
DLTR icon
439
Dollar Tree
DLTR
$24.8B
$44.7M 0.03%
489,399
+29,410
+6% +$2.77M
MAA icon
440
Mid-America Apartment Communities
MAA
$16B
$44.7M 0.03%
385,433
+1,026
+0.3% +$118K
DXC icon
441
DXC Technology
DXC
$1.89B
$44.6M 0.03%
2,496,955
+471,150
+23% +$8.6M
LNT icon
442
Alliant Energy
LNT
$18.8B
$44.5M 0.03%
861,119
+28,973
+3% +$1.51M
DINO icon
443
HF Sinclair
DINO
$16.2B
$44.4M 0.03%
2,250,555
+296,961
+15% +$7.4M
CNP icon
444
CenterPoint Energy
CNP
$28.7B
$44M 0.03%
2,276,217
+71,814
+3% +$1.41M
HAL icon
445
Halliburton
HAL
$26.1B
$43.8M 0.03%
3,637,314
-570,871
-14% -$8.27M
HBAN icon
446
Huntington Bancshares
HBAN
$34.4B
$43.6M 0.03%
4,749,503
+263,534
+6% +$2.45M
NAB
447
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$43.5M 0.03%
6,750,063
+1,031,697
+18% +$6.65M
CP icon
448
Canadian Pacific Kansas City
CP
$80.7B
$43.3M 0.03%
710,675
-15,470
-2% -$883K
HIT
449
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$43.2M 0.03%
637,481
-10,473
-2% -$710K
EG icon
450
Everest Group
EG
$15.6B
$43.1M 0.03%
217,961
-18,975
-8% -$4.06M
16 17
18
19 20

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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.