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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
OGS icon
976
ONE Gas
OGS
$4.9B
$13.2M 0.01%
191,769
+80,876
+73% +$5.96M
FND icon
977
Floor & Decor
FND
$5.98B
$13.2M 0.01%
176,738
+33,513
+23% +$2.3M
FNF icon
978
Fidelity National Financial
FNF
$14B
$13.2M 0.01%
438,039
-187,499
-30% -$5.87M
NOK icon
979
Nokia
NOK
$50.7B
$13.1M 0.01%
3,353,930
+53,811
+2% +$242K
MKTAY
980
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$13.1M 0.01%
271,824
-5,685
-2% -$274K
AGR
981
DELISTED
Avangrid, Inc.
AGR
$13.1M 0.01%
259,067
-24,736
-9% -$1.19M
FNV icon
982
Franco-Nevada
FNV
$42.7B
$13.1M 0.01%
93,517
-2,616
-3% -$389K
DNKN
983
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$13M 0.01%
159,135
+3,757
+2% +$271K
PLAY icon
984
Dave & Buster's
PLAY
$377M
$13M 0.01%
858,918
-33,847
-4% -$499K
WPM icon
985
Wheaton Precious Metals
WPM
$51.5B
$13M 0.01%
264,438
-69,190
-21% -$3.53M
GH icon
986
Guardant Health
GH
$20.2B
$13M 0.01%
115,918
-4,652
-4% -$426K
MMP
987
DELISTED
Magellan Midstream Partners, L.P.
MMP
$12.9M 0.01%
377,663
-285,108
-43% -$11.3M
CCOI icon
988
Cogent Communications
CCOI
$663M
$12.9M 0.01%
214,879
-30,737
-13% -$2.24M
BMO icon
989
Bank of Montreal
BMO
$125B
$12.9M 0.01%
220,731
-44,932
-17% -$2.6M
VALE icon
990
Vale
VALE
$63.8B
$12.9M 0.01%
1,218,249
-231,599
-16% -$2.6M
FSLY icon
991
Fastly Inc
FSLY
$3.37B
$12.9M 0.01%
137,486
-218,031
-61% -$18.9M
JEF icon
992
Jefferies Financial Group
JEF
$12.7B
$12.9M 0.01%
747,953
+43,983
+6% +$720K
BTZ icon
993
BlackRock Credit Allocation Income Trust
BTZ
$935M
$12.9M 0.01%
904,534
+100,401
+12% +$1.4M
BIG
994
DELISTED
Big Lots, Inc.
BIG
$12.9M 0.01%
288,175
+1,920
+0.7% +$86.3K
AXTA icon
995
Axalta
AXTA
$7.71B
$12.8M 0.01%
577,150
+64,750
+13% +$1.5M
SXT icon
996
Sensient Technologies
SXT
$5.28B
$12.7M 0.01%
220,123
+137,100
+165% +$7.56M
MHK icon
997
Mohawk Industries
MHK
$7.29B
$12.7M 0.01%
130,173
-642
-0.5% -$57.7K
KBH icon
998
KB Home
KBH
$3.45B
$12.7M 0.01%
329,754
+23,612
+8% +$825K
NWG icon
999
NatWest
NWG
$73.7B
$12.7M 0.01%
4,369,842
-2,133,893
-33% -$6.61M
AIV
1000
Aimco
AIV
$383M
$12.6M 0.01%
2,815,930
-500,058
-15% -$2.42M
38 39
40
41 42

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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.