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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
AFL icon
226
Aflac
AFL
$65.9B
$105M 0.08%
2,888,472
-115,277
-4% -$4.2M
SNY icon
227
Sanofi
SNY
$109B
$105M 0.08%
2,087,373
-113,777
-5% -$5.86M
SPYG icon
228
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.4B
$105M 0.08%
2,089,266
+844,360
+68% +$41.4M
YUM icon
229
Yum! Brands
YUM
$41.4B
$104M 0.07%
1,141,976
-17,172
-1% -$1.58M
GD icon
230
General Dynamics
GD
$106B
$103M 0.07%
747,049
-5,544
-0.7% -$819K
PHM icon
231
Pultegroup
PHM
$25.7B
$103M 0.07%
2,231,864
-22,672
-1% -$970K
ES icon
232
Eversource Energy
ES
$28.4B
$103M 0.07%
1,234,658
-45,022
-4% -$3.85M
CHD icon
233
Church & Dwight Co
CHD
$23.7B
$103M 0.07%
1,098,996
-89,313
-8% -$8.11M
ADM icon
234
Archer Daniels Midland
ADM
$40.1B
$103M 0.07%
2,211,280
-3,409
-0.2% -$149K
CAG icon
235
Conagra Brands
CAG
$7.38B
$102M 0.07%
2,862,643
+17,491
+0.6% +$641K
KLAC icon
236
KLA
KLAC
$249B
$102M 0.07%
5,275,510
-177,080
-3% -$3.5M
CTAS icon
237
Cintas
CTAS
$86B
$102M 0.07%
1,223,288
-15,368
-1% -$1.19M
DXCM icon
238
DexCom
DXCM
$28.9B
$102M 0.07%
986,272
+88,936
+10% +$9.29M
PH icon
239
Parker-Hannifin
PH
$125B
$101M 0.07%
500,462
+5,396
+1% +$1.06M
FAST icon
240
Fastenal
FAST
$55.2B
$100M 0.07%
4,449,328
-34,238
-0.8% -$787K
PEG icon
241
Public Service Enterprise Group
PEG
$39.3B
$99.8M 0.07%
1,817,002
+86,110
+5% +$4.56M
CNC icon
242
Centene
CNC
$31.6B
$99.3M 0.07%
1,701,591
-146,542
-8% -$9.1M
MET icon
243
MetLife
MET
$62.7B
$97.9M 0.07%
2,632,968
+193,983
+8% +$7.36M
KHC icon
244
Kraft Heinz
KHC
$32.4B
$97.8M 0.07%
3,265,679
+70,242
+2% +$2.34M
F icon
245
Ford
F
$59.6B
$97.4M 0.07%
14,624,781
-699,696
-5% -$4.74M
AIG icon
246
American International
AIG
$42.9B
$97.4M 0.07%
3,537,450
-147,655
-4% -$4.4M
STZ icon
247
Constellation Brands
STZ
$22.5B
$97.3M 0.07%
513,633
+1,748
+0.3% +$319K
VLO icon
248
Valero Energy
VLO
$88.7B
$97.2M 0.07%
2,243,240
+171,635
+8% +$8.99M
MKC icon
249
McCormick & Company Non-Voting
MKC
$13.9B
$96.9M 0.07%
998,616
+21,046
+2% +$2.06M
TT icon
250
Trane Technologies
TT
$104B
$95.1M 0.07%
784,697
-26,266
-3% -$2.95M
8 9
10
11 12

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MCM
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PSUF
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IA
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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.