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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
L icon
626
Loews
L
$24.5B
$28.1M 0.02%
808,165
+68,002
+9% +$2.44M
ZD icon
627
Ziff Davis
ZD
$2B
$28M 0.02%
465,644
+176,756
+61% +$10M
MGM icon
628
MGM Resorts International
MGM
$11.7B
$27.9M 0.02%
1,284,025
+66,808
+5% +$1.32M
HES
629
DELISTED
Hess
HES
$27.9M 0.02%
681,581
-5,748
-0.8% -$273K
CRL icon
630
Charles River Laboratories
CRL
$11.3B
$27.9M 0.02%
123,124
-6,316
-5% -$1.31M
BXP icon
631
Boston Properties
BXP
$11.6B
$27.8M 0.02%
346,671
+63,636
+22% +$5.55M
PINS icon
632
Pinterest
PINS
$13.7B
$27.8M 0.02%
670,645
+345,686
+106% +$11.3M
NFJ
633
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$27.8M 0.02%
2,352,079
-136,106
-5% -$1.63M
LBTYK icon
634
Liberty Global Class C
LBTYK
$3.5B
$27.7M 0.02%
1,351,177
+108,068
+9% +$2.38M
ROL icon
635
Rollins
ROL
$18.6B
$27.7M 0.02%
767,366
-29,385
-4% -$1.02M
ESS icon
636
Essex Property Trust
ESS
$19.1B
$27.6M 0.02%
137,406
-24,129
-15% -$5.26M
NDSN icon
637
Nordson
NDSN
$16.4B
$27.5M 0.02%
143,326
+11,958
+9% +$2.3M
NBL
638
DELISTED
Noble Energy, Inc.
NBL
$27.4M 0.02%
3,207,856
+163,038
+5% +$1.59M
ARW icon
639
Arrow Electronics
ARW
$10.5B
$27.4M 0.02%
348,639
+54,306
+18% +$4.01M
LEG icon
640
Leggett & Platt
LEG
$1.4B
$27.1M 0.02%
657,786
+60,294
+10% +$2.39M
NI icon
641
NiSource
NI
$21.5B
$27.1M 0.02%
1,230,417
-39,540
-3% -$918K
MGA icon
642
Magna International
MGA
$18.8B
$27M 0.02%
590,102
-51,661
-8% -$2.49M
AAL icon
643
American Airlines Group
AAL
$9.82B
$26.9M 0.02%
2,187,354
-159,487
-7% -$2M
PNR icon
644
Pentair
PNR
$10.8B
$26.8M 0.02%
586,166
-17,683
-3% -$770K
AFB
645
AllianceBernstein National Municipal Income Fund
AFB
$315M
$26.7M 0.02%
1,912,476
+2,037
+0.1% +$27.9K
SEE
646
DELISTED
Sealed Air
SEE
$26.6M 0.02%
686,389
-60,774
-8% -$2.31M
TRMB icon
647
Trimble
TRMB
$13.6B
$26.5M 0.02%
544,720
+14,582
+3% +$697K
EVRG icon
648
Evergy
EVRG
$19.4B
$26.4M 0.02%
520,383
-224,842
-30% -$12.6M
BLD
649
DELISTED
TopBuild
BLD
$26.4M 0.02%
154,927
-16,129
-9% -$2.32M
CTLT
650
DELISTED
CATALENT, INC.
CTLT
$26.4M 0.02%
308,651
+29,669
+11% +$2.51M
24 25
26
27 28

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AF
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MCM
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PSUF
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IA
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SCC
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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.