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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
XYL icon
476
Xylem
XYL
$27.3B
$41M 0.03%
487,752
+13,708
+3% +$1.07M
PHG icon
477
Philips
PHG
$25.8B
$41M 0.03%
1,071,415
+29,921
+3% +$1.2M
FDS icon
478
Factset
FDS
$9.35B
$40.8M 0.03%
121,688
-8,623
-7% -$2.98M
CINF icon
479
Cincinnati Financial
CINF
$26.8B
$40.7M 0.03%
521,784
+30,907
+6% +$2.39M
JKHY icon
480
Jack Henry & Associates
JKHY
$11B
$40.7M 0.03%
250,109
-19,258
-7% -$3.34M
MTB icon
481
M&T Bank
MTB
$35.8B
$40.6M 0.03%
441,227
-13,576
-3% -$1.39M
ERIC icon
482
Ericsson
ERIC
$32.1B
$40.5M 0.03%
3,716,242
+53,579
+1% +$592K
UBS icon
483
UBS Group
UBS
$175B
$40.4M 0.03%
3,626,815
-167,244
-4% -$2M
STLD icon
484
Steel Dynamics
STLD
$36.2B
$40.3M 0.03%
1,407,883
+208,252
+17% +$5.98M
GAP
485
The Gap Inc
GAP
$7.34B
$40.3M 0.03%
2,363,919
+46,757
+2% +$697K
LBRDK icon
486
Liberty Broadband Class C
LBRDK
$4.79B
$40.2M 0.03%
281,042
-834
-0.3% -$115K
BKR icon
487
Baker Hughes
BKR
$59.5B
$40.1M 0.03%
3,020,577
+102,183
+4% +$1.56M
COO icon
488
Cooper Companies
COO
$14.2B
$40.1M 0.03%
476,040
+8,420
+2% +$646K
IPG
489
DELISTED
Interpublic Group of Companies
IPG
$40.1M 0.03%
2,406,176
-336,009
-12% -$6M
B
490
Barrick Mining
B
$63.2B
$40M 0.03%
1,423,694
-163,956
-10% -$4.67M
IVZ icon
491
Invesco
IVZ
$13B
$39.5M 0.03%
3,465,557
-378,078
-10% -$4.01M
NBIS
492
Nebius Group N.V.
NBIS
$47.8B
$39.3M 0.03%
601,998
-239,516
-28% -$14.3M
FHN icon
493
First Horizon
FHN
$12.1B
$39.1M 0.03%
4,143,624
+1,847,203
+80% +$17.4M
RVTY icon
494
Revvity
RVTY
$12.7B
$38.7M 0.03%
308,261
+15,686
+5% +$1.8M
WU icon
495
Western Union
WU
$2.4B
$38.5M 0.03%
1,795,898
-307,025
-15% -$6.97M
MDY icon
496
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$38.4M 0.03%
113,368
+48
+0% +$16.4K
MAN icon
497
ManpowerGroup
MAN
$2.41B
$38.4M 0.03%
523,758
+146,922
+39% +$10.6M
PXD
498
DELISTED
Pioneer Natural Resource Co.
PXD
$38.2M 0.03%
444,078
+114,002
+35% +$11.2M
VIGI icon
499
Vanguard International Dividend Appreciation ETF
VIGI
$9.15B
$37.9M 0.03%
526,672
-19,577
-4% -$1.4M
EMD
500
Western Asset Emerging Markets Debt Fund
EMD
$611M
$37.4M 0.03%
3,036,272
+38,237
+1% +$491K
18 19
20
21 22

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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.