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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
IEMG icon
126
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$192M 0.14%
3,644,583
-1,759,382
-33% -$92.2M
BKNG icon
127
Booking.com
BKNG
$145B
$191M 0.14%
2,785,650
-19,425
-0.7% -$1.36M
NOC icon
128
Northrop Grumman
NOC
$77.8B
$191M 0.14%
604,181
-14,521
-2% -$4.73M
CSX icon
129
CSX Corp
CSX
$96B
$190M 0.14%
7,330,815
+90,819
+1% +$2.24M
TMUS icon
130
T-Mobile US
TMUS
$190B
$189M 0.14%
1,653,195
+214,980
+15% +$23.8M
PGR icon
131
Progressive
PGR
$125B
$188M 0.14%
1,990,184
-25,383
-1% -$2.28M
BBY icon
132
Best Buy
BBY
$18.6B
$187M 0.13%
1,682,451
+100,229
+6% +$10.2M
CI icon
133
Cigna
CI
$77B
$185M 0.13%
1,093,400
-105,438
-9% -$18.6M
ROP icon
134
Roper Technologies
ROP
$37.1B
$183M 0.13%
463,936
-2,486
-0.5% -$1.03M
SO icon
135
Southern Company
SO
$109B
$181M 0.13%
3,334,914
+726
+0% +$38.8K
CMI icon
136
Cummins
CMI
$91.3B
$179M 0.13%
848,355
-11,568
-1% -$2.3M
FISV
137
Fiserv Inc
FISV
$27.9B
$179M 0.13%
1,738,092
-9,420
-0.5% -$938K
TFC icon
138
Truist Financial
TFC
$63.7B
$178M 0.13%
4,672,544
+12,620
+0.3% +$475K
ADSK icon
139
Autodesk
ADSK
$47.7B
$177M 0.13%
766,199
+8,220
+1% +$1.95M
MU icon
140
Micron Technology
MU
$1.02T
$174M 0.13%
3,710,043
+62,221
+2% +$3.01M
EL icon
141
Estee Lauder
EL
$30.1B
$173M 0.12%
791,161
-18,267
-2% -$3.76M
NSC icon
142
Norfolk Southern
NSC
$77.1B
$172M 0.12%
803,235
-8,644
-1% -$1.74M
PNC icon
143
PNC Financial Services
PNC
$99.6B
$171M 0.12%
1,557,651
+9,139
+0.6% +$983K
BSX icon
144
Boston Scientific
BSX
$67.6B
$169M 0.12%
4,410,175
+240,597
+6% +$9.27M
UN
145
DELISTED
Unilever NV New York Registry Shares
UN
$168M 0.12%
2,779,326
-42,498
-2% -$2.46M
ASML icon
146
ASML
ASML
$636B
$167M 0.12%
452,986
-130
-0% -$48.6K
AGG icon
147
iShares Core US Aggregate Bond ETF
AGG
$138B
$167M 0.12%
1,413,190
+704,708
+99% +$83.6M
EW icon
148
Edwards Lifesciences
EW
$47.8B
$166M 0.12%
2,082,827
+3,309
+0.2% +$258K
ADI icon
149
Analog Devices
ADI
$181B
$164M 0.12%
1,403,195
+29,959
+2% +$3.51M
TSM icon
150
TSMC
TSM
$2.07T
$161M 0.12%
1,981,399
-714,423
-27% -$54.3M
4 5
6
7 8

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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.