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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
ETSY icon
701
Etsy
ETSY
$8.12B
$22.6M 0.02%
185,448
+4,828
+3% +$565K
GFI icon
702
Gold Fields
GFI
$28.8B
$22.4M 0.02%
1,826,502
-407,544
-18% -$5.01M
VOD icon
703
Vodafone
VOD
$37.1B
$22.4M 0.02%
1,671,683
-514,239
-24% -$7.76M
EON
704
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$22.4M 0.02%
2,032,386
-49,670
-2% -$548K
ALNY icon
705
Alnylam Pharmaceuticals
ALNY
$38.3B
$22.4M 0.02%
153,574
-8,216
-5% -$1.17M
CNO icon
706
CNO Financial Group
CNO
$4.94B
$22.3M 0.02%
1,391,429
-118,005
-8% -$1.89M
CRWD icon
707
CrowdStrike
CRWD
$183B
$22.3M 0.02%
649,952
+247,240
+61% +$7.2M
NYT icon
708
New York Times
NYT
$12.6B
$22.3M 0.02%
521,464
+3,372
+0.7% +$148K
TRI icon
709
Thomson Reuters
TRI
$46.4B
$22.3M 0.02%
265,462
-51,000
-16% -$3.97M
THG icon
710
Hanover Insurance
THG
$8.13B
$22.3M 0.02%
239,430
+24,145
+11% +$2.4M
CF icon
711
CF Industries
CF
$19.6B
$22.3M 0.02%
725,399
-16,264
-2% -$518K
IRM icon
712
Iron Mountain
IRM
$35.9B
$22.2M 0.02%
829,563
+110,998
+15% +$3.16M
BURL icon
713
Burlington
BURL
$23.4B
$22.2M 0.02%
107,724
-11,776
-10% -$2.29M
SAN icon
714
Banco Santander
SAN
$191B
$22.1M 0.02%
12,464,091
+1,292,447
+12% +$2.78M
STMP
715
DELISTED
Stamps.com, Inc.
STMP
$22.1M 0.02%
91,542
-2,157
-2% -$515K
JBL icon
716
Jabil
JBL
$30.1B
$21.9M 0.02%
640,120
-4,848
-0.8% -$162K
VER
717
DELISTED
VEREIT, Inc.
VER
$21.9M 0.02%
674,742
-86,715
-11% -$2.86M
FNB icon
718
FNB Corp
FNB
$6.76B
$21.9M 0.02%
3,230,026
-9,426
-0.3% -$69.2K
DAR icon
719
Darling Ingredients
DAR
$9.32B
$21.9M 0.02%
607,633
-19,367
-3% -$593K
PC
720
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$21.8M 0.02%
2,544,516
+28,354
+1% +$243K
BBVA icon
721
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$21.8M 0.02%
7,950,791
+1,818,546
+30% +$5.65M
AKZOY
722
DELISTED
Akzo Nobel NV
AKZOY
$21.7M 0.02%
642,087
+5,500
+0.9% +$186K
ATR icon
723
AptarGroup
ATR
$8.69B
$21.7M 0.02%
191,496
+19,509
+11% +$2.28M
VE
724
DELISTED
VEOLIA ENVIRONNEMENT
VE
$21.7M 0.02%
998,751
-52,305
-5% -$1.13M
TLS
725
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$21.5M 0.02%
2,163,157
-609,188
-22% -$6.06M
27 28
29
30 31

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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.