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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
ATO icon
551
Atmos Energy
ATO
$29.7B
$33.2M 0.02%
347,378
+12,929
+4% +$1.29M
BAY
552
DELISTED
BAYER AG SPONS ADR
BAY
$33.1M 0.02%
2,215,038
-103,215
-4% -$1.54M
VTRS icon
553
Viatris
VTRS
$20.8B
$33.1M 0.02%
2,231,635
+69,246
+3% +$1.11M
AMCR icon
554
Amcor
AMCR
$21.2B
$32.8M 0.02%
593,448
+20,590
+4% +$1.12M
BUD icon
555
AB InBev
BUD
$164B
$32.7M 0.02%
607,199
+108,122
+22% +$5.99M
AIZ icon
556
Assurant
AIZ
$13.9B
$32.7M 0.02%
269,493
-4,959
-2% -$570K
HDB icon
557
HDFC Bank
HDB
$123B
$32.6M 0.02%
1,306,804
-86,818
-6% -$2.11M
POOL icon
558
Pool Corp
POOL
$7.05B
$32.6M 0.02%
97,331
-4,205
-4% -$1.3M
STM icon
559
STMicroelectronics
STM
$43.1B
$32.5M 0.02%
1,059,715
-2,256
-0.2% -$66.4K
MPWR icon
560
Monolithic Power Systems
MPWR
$61.4B
$32.4M 0.02%
115,803
-9,497
-8% -$2.47M
CHKP icon
561
Check Point Software Technologies
CHKP
$14.3B
$32.4M 0.02%
269,062
-35,348
-12% -$4.31M
PWR icon
562
Quanta Services
PWR
$84.2B
$32.3M 0.02%
610,951
+65,911
+12% +$3.07M
STE icon
563
Steris
STE
$22.9B
$32.2M 0.02%
182,980
-8,409
-4% -$1.34M
NTES icon
564
NetEase
NTES
$83B
$32.1M 0.02%
352,840
-4,955
-1% -$466K
MITSY
565
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$32M 0.02%
92,916
-2,452
-3% -$845K
DRE
566
DELISTED
Duke Realty Corp.
DRE
$32M 0.02%
867,196
+24,363
+3% +$917K
RNR icon
567
RenaissanceRe
RNR
$13.8B
$32M 0.02%
188,513
-5,320
-3% -$941K
AV
568
DELISTED
Aviva Plc
AV
$31.9M 0.02%
4,182,148
+719,303
+21% +$5.48M
CCEP icon
569
Coca-Cola Europacific Partners
CCEP
$49.1B
$31.8M 0.02%
818,242
+109,856
+16% +$4.5M
IX icon
570
ORIX
IX
$42.7B
$31.7M 0.02%
2,534,675
-182,215
-7% -$2.24M
OXY icon
571
Occidental Petroleum
OXY
$55.7B
$31.4M 0.02%
3,141,213
-832,585
-21% -$11.7M
CCK icon
572
Crown Holdings
CCK
$13B
$31.4M 0.02%
409,005
+7,828
+2% +$573K
HII icon
573
Huntington Ingalls Industries
HII
$11B
$31.4M 0.02%
223,145
-3,995
-2% -$643K
FUJI
574
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$31.4M 0.02%
634,874
-53,360
-8% -$2.64M
NLY icon
575
Annaly Capital Management
NLY
$17.3B
$31.4M 0.02%
1,102,054
+45,251
+4% +$1.31M
21 22
23
24 25

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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.