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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
AKAM icon
326
Akamai
AKAM
$16.3B
$67.6M 0.05%
611,388
-12,384
-2% -$1.37M
TWTR
327
DELISTED
Twitter, Inc.
TWTR
$66.8M 0.05%
1,500,566
+143,918
+11% +$5.52M
OTIS icon
328
Otis Worldwide
OTIS
$28B
$66.5M 0.05%
1,064,818
+78,294
+8% +$4.79M
FMC icon
329
FMC
FMC
$1.37B
$66.4M 0.05%
627,186
+3,384
+0.5% +$362K
URI icon
330
United Rentals
URI
$67.9B
$66M 0.05%
378,448
-3,045
-0.8% -$512K
IQV icon
331
IQVIA
IQV
$40B
$66M 0.05%
418,570
+26,163
+7% +$4.1M
ZION icon
332
Zions Bancorporation
ZION
$10.1B
$65.8M 0.05%
2,252,733
+86,245
+4% +$2.78M
GLD icon
333
SPDR Gold Trust
GLD
$131B
$65.7M 0.05%
370,659
-572,742
-61% -$103M
UBER icon
334
Uber
UBER
$144B
$65.1M 0.05%
1,784,068
+142,730
+9% +$4.71M
KEYS icon
335
Keysight
KEYS
$52.2B
$64.9M 0.05%
656,790
-41,415
-6% -$4.07M
TSCO icon
336
Tractor Supply
TSCO
$16.5B
$64.9M 0.05%
2,262,210
-27,095
-1% -$779K
TTE icon
337
TotalEnergies
TTE
$187B
$64.8M 0.05%
1,888,265
-8,105
-0.4% -$309K
CPRT icon
338
Copart
CPRT
$28.4B
$64.6M 0.05%
2,456,096
+5,448
+0.2% +$132K
AEE icon
339
Ameren
AEE
$31.1B
$64.4M 0.05%
814,185
-6,668
-0.8% -$523K
NTAP icon
340
NetApp
NTAP
$34.2B
$64.2M 0.05%
1,465,168
+496,707
+51% +$21.7M
KMI icon
341
Kinder Morgan
KMI
$70.3B
$63.9M 0.05%
5,183,730
-331,636
-6% -$4.62M
TAK icon
342
Takeda Pharmaceutical
TAK
$56B
$63.8M 0.05%
3,575,505
+81,293
+2% +$1.48M
VOYA icon
343
Voya Financial
VOYA
$9.07B
$63.7M 0.05%
1,329,611
+29,874
+2% +$1.47M
NAD icon
344
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$62.8M 0.05%
4,322,850
+77,764
+2% +$1.13M
CAH icon
345
Cardinal Health
CAH
$54.5B
$62.5M 0.04%
1,331,437
-51,325
-4% -$2.63M
DGX icon
346
Quest Diagnostics
DGX
$26B
$61.9M 0.04%
540,655
-48,261
-8% -$5.7M
RSG icon
347
Republic Services
RSG
$66.6B
$61.7M 0.04%
661,027
-73,578
-10% -$6.58M
NEA icon
348
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$61.5M 0.04%
4,291,333
+7,501
+0.2% +$108K
HPE icon
349
Hewlett Packard
HPE
$60.4B
$61.3M 0.04%
6,542,787
+260,697
+4% +$2.49M
EOG icon
350
EOG Resources
EOG
$74.4B
$61.1M 0.04%
1,700,254
+317,660
+23% +$14.3M
12 13
14
15 16

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AF
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MCM
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PSUF
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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.