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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
AZN icon
151
AstraZeneca
AZN
$263B
$158M 0.11%
1,441,295
-24,280
-2% -$2.7M
VNQ icon
152
Vanguard Real Estate ETF
VNQ
$39.8B
$157M 0.11%
1,986,091
+14,038
+0.7% +$1.13M
EXC icon
153
Exelon
EXC
$48.2B
$154M 0.11%
6,052,660
+83,945
+1% +$2.23M
EA icon
154
Electronic Arts
EA
$52.4B
$153M 0.11%
1,176,607
+95,805
+9% +$13.1M
ITOT icon
155
iShares Core S&P Total US Stock Market ETF
ITOT
$93.5B
$153M 0.11%
2,026,423
-124,155
-6% -$9.27M
SPY icon
156
State Street SPDR S&P 500 ETF Trust
SPY
$781B
$153M 0.11%
456,095
-147,693
-24% -$48.9M
USB icon
157
US Bancorp
USB
$98.9B
$152M 0.11%
4,235,768
+163,250
+4% +$5.97M
GPN icon
158
Global Payments
GPN
$23B
$152M 0.11%
854,526
+51,135
+6% +$8.85M
WM icon
159
Waste Management
WM
$95.5B
$151M 0.11%
1,332,328
-58,975
-4% -$6.52M
COP icon
160
ConocoPhillips
COP
$141B
$150M 0.11%
4,582,647
+994,068
+28% +$37.7M
BAX icon
161
Baxter International
BAX
$12.1B
$150M 0.11%
1,869,750
-53,735
-3% -$4.52M
TRV icon
162
Travelers Companies
TRV
$81.4B
$149M 0.11%
1,375,836
-17,150
-1% -$1.97M
ALL icon
163
Allstate
ALL
$67.3B
$148M 0.11%
1,573,077
-72,657
-4% -$6.78M
HCA icon
164
HCA Healthcare
HCA
$86.4B
$147M 0.11%
1,178,303
+69,148
+6% +$8.56M
GIS icon
165
General Mills
GIS
$19.5B
$146M 0.1%
2,365,459
+585
+0% +$36.6K
COF icon
166
Capital One
COF
$127B
$146M 0.1%
2,029,005
+62,573
+3% +$4.18M
EMR icon
167
Emerson Electric
EMR
$83.6B
$145M 0.1%
2,214,127
+88,653
+4% +$5.84M
REGN icon
168
Regeneron Pharmaceuticals
REGN
$69.9B
$145M 0.1%
258,706
+16,268
+7% +$9.86M
DD icon
169
DuPont de Nemours
DD
$18.9B
$142M 0.1%
2,044,152
+41,642
+2% +$2.92M
AON icon
170
Aon
AON
$78.4B
$142M 0.1%
688,730
-4,811
-0.7% -$961K
GE icon
171
GE Aerospace
GE
$375B
$139M 0.1%
4,481,949
+200,644
+5% +$6.52M
AMP icon
172
Ameriprise Financial
AMP
$47.6B
$138M 0.1%
892,863
-3,731
-0.4% -$575K
ROST icon
173
Ross Stores
ROST
$78.1B
$138M 0.1%
1,473,732
-54,127
-4% -$4.86M
MCHP icon
174
Microchip Technology
MCHP
$42.3B
$137M 0.1%
2,673,354
+252,326
+10% +$13.1M
MTD icon
175
Mettler-Toledo International
MTD
$27B
$137M 0.1%
141,902
-2,308
-2% -$2.14M
5 6
7
8 9

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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.