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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
NVR icon
651
NVR
NVR
$17.1B
$26.3M 0.02%
6,453
-102
-2% -$394K
SCM
652
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$26.3M 0.02%
494,826
-18,597
-4% -$989K
TD icon
653
Toronto Dominion Bank
TD
$193B
$26.3M 0.02%
568,462
-85,286
-13% -$3.97M
TECH icon
654
Bio-Techne
TECH
$11.2B
$26.2M 0.02%
423,348
+11,880
+3% +$773K
UMC icon
655
United Microelectronic
UMC
$42.9B
$26.2M 0.02%
5,473,753
-1,383,178
-20% -$5.13M
VNO icon
656
Vornado Realty Trust
VNO
$7.65B
$26.2M 0.02%
777,480
-5,575
-0.7% -$199K
HOG icon
657
Harley-Davidson
HOG
$2.61B
$26.1M 0.02%
1,062,658
-64,916
-6% -$1.75M
SAM icon
658
Boston Beer
SAM
$1.95B
$26M 0.02%
29,469
-2,392
-8% -$1.89M
SLGN icon
659
Silgan Holdings
SLGN
$4.51B
$26M 0.02%
707,651
+14,686
+2% +$538K
TDY icon
660
Teledyne Technologies
TDY
$29.2B
$25.7M 0.02%
82,742
+438
+0.5% +$138K
GLPI icon
661
Gaming and Leisure Properties
GLPI
$13B
$25.6M 0.02%
692,165
-2,448
-0.4% -$89.1K
LSTR icon
662
Landstar System
LSTR
$6.03B
$25.4M 0.02%
202,046
+61,021
+43% +$7.68M
MIDD icon
663
Middleby
MIDD
$6.01B
$25.1M 0.02%
279,475
+11,415
+4% +$1.03M
NWL icon
664
Newell Brands
NWL
$2.21B
$25.1M 0.02%
1,460,935
+245,977
+20% +$4.1M
CBOE icon
665
Cboe Global Markets
CBOE
$32.2B
$25M 0.02%
285,131
-26,874
-9% -$2.42M
HST icon
666
Host Hotels & Resorts
HST
$17.5B
$25M 0.02%
2,318,006
-297,689
-11% -$3.29M
CGNX icon
667
Cognex
CGNX
$9.62B
$24.9M 0.02%
383,059
-19,754
-5% -$1.28M
EQNR icon
668
Equinor
EQNR
$97.3B
$24.9M 0.02%
1,773,069
+345,005
+24% +$5.33M
XPO icon
669
XPO
XPO
$23.4B
$24.8M 0.02%
847,543
+144,119
+20% +$4.15M
EAT icon
670
Brinker International
EAT
$8.82B
$24.8M 0.02%
580,649
-65,345
-10% -$2.28M
PBCT
671
DELISTED
People's United Financial Inc
PBCT
$24.7M 0.02%
2,400,528
+174,183
+8% +$1.89M
STLA icon
672
Stellantis
STLA
$17.4B
$24.7M 0.02%
2,022,997
-96,152
-5% -$1.07M
BN icon
673
Brookfield
BN
$102B
$24.6M 0.02%
1,392,194
-39,481
-3% -$706K
ONC
674
BeOne Medicines Ltd
ONC
$33.9B
$24.5M 0.02%
85,532
+6,164
+8% +$1.45M
WPP icon
675
WPP
WPP
$4.67B
$24.2M 0.02%
617,777
+44,867
+8% +$1.77M
25 26
27
28 29

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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.