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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
RNG icon
451
RingCentral
RNG
$4.83B
$43M 0.03%
156,627
+19,913
+15% +$5.53M
ODFL icon
452
Old Dominion Freight Line
ODFL
$46.3B
$43M 0.03%
475,168
-6,900
-1% -$648K
TIF
453
DELISTED
Tiffany & Co.
TIF
$42.9M 0.03%
370,550
-51,859
-12% -$6.3M
EXPE icon
454
Expedia Group
EXPE
$36.5B
$42.9M 0.03%
467,802
+16,735
+4% +$1.51M
VWO icon
455
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$42.8M 0.03%
990,512
-60,674
-6% -$2.64M
MUFG icon
456
Mitsubishi UFJ Financial
MUFG
$247B
$42.4M 0.03%
10,567,721
+1,581,186
+18% +$6.38M
NGG icon
457
National Grid
NGG
$79.3B
$42.3M 0.03%
828,519
-101,083
-11% -$5.08M
INGR icon
458
Ingredion
INGR
$6.42B
$42.3M 0.03%
559,068
+37,397
+7% +$3.04M
ARE icon
459
Alexandria Real Estate Equities
ARE
$9.37B
$42.2M 0.03%
263,944
-25,975
-9% -$4.34M
ANZ
460
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$42.2M 0.03%
3,386,457
+324,006
+11% +$4.04M
BIDU icon
461
Baidu
BIDU
$35.7B
$42M 0.03%
331,713
-40,781
-11% -$5.05M
DASTY
462
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$42M 0.03%
223,818
-14,740
-6% -$2.76M
JNPR
463
DELISTED
Juniper Networks
JNPR
$41.9M 0.03%
1,949,135
+380,891
+24% +$9.03M
IWM icon
464
iShares Russell 2000 ETF
IWM
$79.1B
$41.9M 0.03%
279,567
-622
-0.2% -$93.6K
JHX icon
465
James Hardie Industries
JHX
$15.2B
$41.9M 0.03%
1,758,715
-32,174
-2% -$693K
IFX
466
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$41.8M 0.03%
1,479,361
-8,964
-0.6% -$253K
MKL icon
467
Markel Group
MKL
$25.2B
$41.7M 0.03%
42,848
+6
+0% +$6.09K
OMC icon
468
Omnicom Group
OMC
$23.5B
$41.7M 0.03%
842,306
-174,453
-17% -$9.34M
MRO
469
DELISTED
Marathon Oil Corporation
MRO
$41.7M 0.03%
10,193,439
+2,018,400
+25% +$10.7M
DKS icon
470
Dick's Sporting Goods
DKS
$18.4B
$41.5M 0.03%
716,701
-74,099
-9% -$3.61M
MXIM
471
DELISTED
Maxim Integrated Products
MXIM
$41.4M 0.03%
612,887
+40,051
+7% +$2.71M
AVB icon
472
AvalonBay Communities
AVB
$27.5B
$41.4M 0.03%
277,437
-30,228
-10% -$4.63M
PUK icon
473
Prudential
PUK
$36.4B
$41.4M 0.03%
1,491,839
+30,855
+2% +$923K
MLM icon
474
Martin Marietta Materials
MLM
$34.2B
$41.2M 0.03%
175,131
+1,394
+0.8% +$302K
BF
475
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$41.1M 0.03%
2,686,645
-325,634
-11% -$4.98M
17 18
19
20 21

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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.