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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
CMS icon
251
CMS Energy
CMS
$23B
$94.3M 0.07%
1,535,494
-36,781
-2% -$2.25M
BHP icon
252
BHP
BHP
$213B
$92.6M 0.07%
2,007,023
-8,849
-0.4% -$426K
LEN icon
253
Lennar Class A
LEN
$21.1B
$92.2M 0.07%
1,166,106
-28,106
-2% -$2M
XLNX
254
DELISTED
Xilinx Inc
XLNX
$92.1M 0.07%
883,355
+53,769
+6% +$5.52M
BNY
255
Bank of New York Mellon
BNY
$106B
$91.6M 0.07%
2,667,222
-70,319
-3% -$2.56M
PPL
256
PPL Corp
PPL
$27.3B
$91M 0.07%
3,342,748
+385,809
+13% +$10.4M
FTV icon
257
Fortive
FTV
$19.5B
$90.4M 0.06%
1,880,850
+133,534
+8% +$6.09M
SRE icon
258
Sempra
SRE
$59.2B
$90.3M 0.06%
1,525,630
+97,508
+7% +$6M
GSK icon
259
GSK
GSK
$108B
$90.2M 0.06%
1,916,725
-88,804
-4% -$4.45M
PPG icon
260
PPG Industries
PPG
$26.5B
$89.4M 0.06%
732,105
+2,156
+0.3% +$252K
ROK icon
261
Rockwell Automation
ROK
$52.4B
$89.2M 0.06%
404,262
+18,977
+5% +$4.24M
VRSK icon
262
Verisk Analytics
VRSK
$27.8B
$88.3M 0.06%
476,368
+9,720
+2% +$1.78M
CDNS icon
263
Cadence Design Systems
CDNS
$95.1B
$87.9M 0.06%
823,941
-12,720
-2% -$1.34M
CFG icon
264
Citizens Financial Group
CFG
$30.8B
$87.8M 0.06%
3,473,365
-4,682
-0.1% -$119K
FRC
265
DELISTED
First Republic Bank
FRC
$87.5M 0.06%
802,682
-3,360
-0.4% -$373K
SLB icon
266
SLB Ltd
SLB
$74.2B
$87M 0.06%
5,592,502
+780,250
+16% +$14.5M
DOC icon
267
Healthpeak Properties
DOC
$15.7B
$86.8M 0.06%
3,195,581
-26,931
-0.8% -$738K
EMN icon
268
Eastman Chemical
EMN
$7.79B
$86.7M 0.06%
1,110,021
-30,104
-3% -$2.27M
TSN icon
269
Tyson Foods
TSN
$21.5B
$85.8M 0.06%
1,441,857
+44,970
+3% +$2.77M
ALGN icon
270
Align Technology
ALGN
$12.6B
$85.1M 0.06%
259,967
+23,411
+10% +$7.15M
ZBH icon
271
Zimmer Biomet
ZBH
$18.5B
$84.9M 0.06%
642,096
+17,752
+3% +$2.32M
BALL icon
272
Ball Corp
BALL
$17.8B
$84.9M 0.06%
1,020,980
-25,325
-2% -$1.95M
PAYX icon
273
Paychex
PAYX
$42.3B
$84.5M 0.06%
1,059,722
-1,898
-0.2% -$143K
RF icon
274
Regions Financial
RF
$26.7B
$84.2M 0.06%
7,305,830
+98,713
+1% +$1.1M
CARR icon
275
Carrier Global
CARR
$52.5B
$84.1M 0.06%
2,753,921
+342,804
+14% +$9.7M
9 10
11
12 13

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MCM
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PSUF
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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.