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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
AMGN icon
26
Amgen
AMGN
$203B
$757M 0.54%
2,977,908
+202,017
+7% +$50M
CRM icon
27
Salesforce
CRM
$134B
$731M 0.52%
2,906,688
+31,318
+1% +$6.86M
CMCSA icon
28
Comcast
CMCSA
$79.1B
$728M 0.52%
15,742,534
-135,490
-0.9% -$5.89M
DIS icon
29
Walt Disney
DIS
$165B
$692M 0.5%
5,573,838
-39,779
-0.7% -$4.97M
NFLX icon
30
Netflix
NFLX
$292B
$686M 0.49%
13,711,030
+275,360
+2% +$13.7M
ABT icon
31
Abbott
ABT
$180B
$674M 0.48%
6,191,241
-412,513
-6% -$41.8M
CSCO icon
32
Cisco
CSCO
$450B
$652M 0.47%
16,549,526
-446,847
-3% -$19.5M
ORCL icon
33
Oracle
ORCL
$331B
$650M 0.47%
10,885,051
-182,059
-2% -$10.3M
NKE icon
34
Nike
NKE
$61.9B
$637M 0.46%
5,074,411
+4,891
+0.1% +$525K
T icon
35
AT&T
T
$165B
$620M 0.45%
28,788,546
-2,141,459
-7% -$47.9M
ABBV icon
36
AbbVie
ABBV
$458B
$613M 0.44%
6,998,239
+580,593
+9% +$54.7M
KO icon
37
Coca-Cola
KO
$354B
$608M 0.44%
12,324,406
+286,795
+2% +$13.8M
BAC icon
38
Bank of America
BAC
$435B
$605M 0.43%
25,107,932
-843,686
-3% -$21M
TMO icon
39
Thermo Fisher Scientific
TMO
$211B
$582M 0.42%
1,318,516
+21,899
+2% +$9.05M
LOW icon
40
Lowe's Companies
LOW
$116B
$577M 0.41%
3,477,841
-3,128
-0.1% -$482K
MCD icon
41
McDonald's
MCD
$188B
$567M 0.41%
2,582,953
-1,549
-0.1% -$318K
COST icon
42
Costco
COST
$415B
$563M 0.4%
1,586,814
-18,431
-1% -$6.19M
QCOM icon
43
Qualcomm
QCOM
$176B
$558M 0.4%
4,744,081
+140,846
+3% +$15M
NEE icon
44
NextEra Energy
NEE
$187B
$537M 0.39%
7,735,080
+32,788
+0.4% +$2.26M
TXN icon
45
Texas Instruments
TXN
$255B
$531M 0.38%
3,717,280
+23,495
+0.6% +$3.19M
UNP icon
46
Union Pacific
UNP
$183B
$530M 0.38%
2,690,945
+19,744
+0.7% +$3.67M
BMY icon
47
Bristol-Myers Squibb
BMY
$127B
$524M 0.38%
8,687,354
-4,247
-0% -$256K
DHR icon
48
Danaher
DHR
$135B
$508M 0.36%
2,661,095
+16,404
+0.6% +$2.92M
ACN icon
49
Accenture
ACN
$89.9B
$493M 0.35%
2,183,362
-62,115
-3% -$14.2M
LLY icon
50
Eli Lilly
LLY
$1.07T
$442M 0.32%
2,987,036
-48,249
-2% -$7.47M
1
2
3 4 5

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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.