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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
NUE icon
401
Nucor
NUE
$58.4B
$50.4M 0.04%
1,124,367
+59,132
+6% +$2.62M
RELX icon
402
RELX
RELX
$67B
$50.2M 0.04%
2,242,494
-301,513
-12% -$6.81M
XYZ
403
Block Inc
XYZ
$49B
$50.1M 0.04%
308,074
+40,189
+15% +$5.67M
K
404
DELISTED
Kellanova
K
$49.9M 0.04%
822,335
-151,413
-16% -$9.6M
NRG icon
405
NRG Energy
NRG
$26.3B
$49.8M 0.04%
1,621,341
-9,188
-0.6% -$304K
GRMN
406
Garmin
GRMN
$57.3B
$49.7M 0.04%
524,285
+41,307
+9% +$4.13M
OKE icon
407
Oneok
OKE
$57.1B
$49.7M 0.04%
1,913,277
+290,545
+18% +$8.09M
IEX icon
408
IDEX
IEX
$16.9B
$49.5M 0.04%
271,315
+9,938
+4% +$1.72M
HIG icon
409
Hartford Financial Services
HIG
$39.8B
$49M 0.04%
1,330,536
-152,815
-10% -$6.09M
YUMC icon
410
Yum China
YUMC
$15.9B
$48.8M 0.04%
922,459
-22,583
-2% -$1.2M
WST icon
411
West Pharmaceutical
WST
$23.5B
$48.8M 0.04%
177,576
-7,662
-4% -$2.03M
SIVB
412
DELISTED
SVB Financial Group
SIVB
$48.5M 0.03%
201,533
+3,009
+2% +$708K
FBIN icon
413
Fortune Brands Innovations
FBIN
$5.79B
$48.2M 0.03%
651,166
-14,085
-2% -$942K
NTT
414
DELISTED
Nippon Telegraph & Telephone
NTT
$48.1M 0.03%
2,327,926
-388,592
-14% -$8.03M
JBHT icon
415
JB Hunt Transport Services
JBHT
$25.5B
$47.9M 0.03%
379,389
-17,429
-4% -$2.32M
CBRE icon
416
CBRE Group
CBRE
$43.9B
$47.2M 0.03%
1,003,970
-7,967
-0.8% -$364K
XRAY icon
417
Dentsply Sirona
XRAY
$2.76B
$47.1M 0.03%
1,076,090
+14,415
+1% +$637K
TWLO icon
418
Twilio
TWLO
$28.5B
$47M 0.03%
190,286
+11,525
+6% +$2.84M
TXT icon
419
Textron
TXT
$15B
$46.9M 0.03%
1,300,376
+79,687
+7% +$2.89M
MTCH icon
420
Match Group
MTCH
$9.27B
$46.9M 0.03%
423,732
+317,984
+301% +$33.7M
BBBY
421
DELISTED
Bed Bath & Beyond Inc
BBBY
$46.4M 0.03%
3,100,658
+823,101
+36% +$9.51M
NJ
422
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$46.3M 0.03%
1,977,600
+94,950
+5% +$2.22M
KMX icon
423
CarMax
KMX
$8.63B
$46.3M 0.03%
503,674
+520
+0.1% +$51.9K
AXA
424
DELISTED
AXA ADS (1 ORD SHS)
AXA
$46.3M 0.03%
2,497,964
+156,194
+7% +$2.89M
MUI
425
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$46.2M 0.03%
3,291,639
+132,203
+4% +$1.87M
15 16
17
18 19

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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.