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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
MCK icon
176
McKesson
MCK
$99.5B
$137M 0.1%
919,481
-500
-0.1% -$75.9K
SBAC icon
177
SBA Communications
SBAC
$18.3B
$136M 0.1%
426,807
-3,193
-0.7% -$976K
AZO icon
178
AutoZone
AZO
$50.2B
$135M 0.1%
114,643
-4,341
-4% -$5.13M
ORLY icon
179
O'Reilly Automotive
ORLY
$75.1B
$135M 0.1%
4,388,805
-123,375
-3% -$3.75M
AEP icon
180
American Electric Power
AEP
$72.7B
$133M 0.1%
1,633,059
-179,536
-10% -$14.8M
MSCI icon
181
MSCI
MSCI
$41.5B
$127M 0.09%
356,724
-6,771
-2% -$2.46M
TM icon
182
Toyota
TM
$216B
$127M 0.09%
958,595
-32,945
-3% -$4.28M
SCHW
183
Charles Schwab
SCHW
$181B
$126M 0.09%
3,491,479
+186,377
+6% +$6.48M
NVO
184
Novo Nordisk
NVO
$220B
$126M 0.09%
3,635,154
-284,556
-7% -$9.49M
PARA
185
DELISTED
Paramount Global Class B
PARA
$126M 0.09%
4,496,471
+3,297
+0.1% +$88.3K
GLW icon
186
Corning
GLW
$123B
$125M 0.09%
3,870,602
+40,434
+1% +$1.25M
IDXX icon
187
Idexx Laboratories
IDXX
$43.9B
$125M 0.09%
318,794
-12,675
-4% -$4.69M
SI
188
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$125M 0.09%
1,790,377
-1,128
-0.1% -$78.6K
WEC icon
189
WEC Energy
WEC
$37.1B
$124M 0.09%
1,284,662
-3,392
-0.3% -$316K
TROW icon
190
T. Rowe Price
TROW
$25.5B
$123M 0.09%
962,859
-10,542
-1% -$1.39M
SYY icon
191
Sysco
SYY
$40.2B
$123M 0.09%
1,980,941
+249,369
+14% +$14.5M
PSX icon
192
Phillips 66
PSX
$83.3B
$123M 0.09%
2,371,180
+281,485
+13% +$17.2M
CLX icon
193
Clorox
CLX
$11.8B
$123M 0.09%
582,974
-26,539
-4% -$5.91M
CB icon
194
Chubb
CB
$139B
$122M 0.09%
1,051,860
-21,846
-2% -$2.74M
PCAR icon
195
PACCAR
PCAR
$70.2B
$121M 0.09%
2,134,061
+65,007
+3% +$3.65M
PRU icon
196
Prudential Financial
PRU
$42.3B
$120M 0.09%
1,891,288
+39,166
+2% +$2.57M
LHX icon
197
L3Harris
LHX
$56.5B
$120M 0.09%
704,351
-51,569
-7% -$9.05M
MNST icon
198
Monster Beverage
MNST
$93.2B
$119M 0.09%
2,973,980
+41,888
+1% +$1.65M
TDG icon
199
TransDigm Group
TDG
$71.9B
$119M 0.09%
250,643
+16,359
+7% +$7.69M
DEO icon
200
Diageo
DEO
$47.3B
$116M 0.08%
845,735
-7,962
-0.9% -$1.1M
6 7
8
9 10

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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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ACI
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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.