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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
MDT icon
51
Medtronic
MDT
$108B
$441M 0.32%
4,247,926
+323,874
+8% +$32.5M
TGT icon
52
Target
TGT
$63.7B
$440M 0.32%
2,795,924
-59,630
-2% -$8.18M
TSLA icon
53
Tesla
TSLA
$1.22T
$434M 0.31%
3,035,031
+223,071
+8% +$26.3M
AVGO icon
54
Broadcom
AVGO
$1.82T
$420M 0.3%
11,539,970
+422,950
+4% +$14.2M
INTU icon
55
Intuit
INTU
$83.1B
$412M 0.3%
1,262,536
-14,896
-1% -$4.66M
HON icon
56
Honeywell
HON
$77.9B
$405M 0.29%
2,609,334
-4,747
-0.2% -$705K
IEFA icon
57
iShares Core MSCI EAFE ETF
IEFA
$188B
$402M 0.29%
6,665,621
-729,150
-10% -$44M
AMT icon
58
American Tower
AMT
$77.7B
$400M 0.29%
1,654,352
-41,471
-2% -$10.5M
LIN icon
59
Linde
LIN
$234B
$385M 0.28%
1,614,943
-47,718
-3% -$11.6M
SPGI icon
60
S&P Global
SPGI
$130B
$379M 0.27%
1,051,769
+7,271
+0.7% +$2.57M
GILD icon
61
Gilead Sciences
GILD
$162B
$374M 0.27%
5,926,440
+153,979
+3% +$10.7M
IBM icon
62
IBM
IBM
$204B
$374M 0.27%
3,215,149
-1,125
-0% -$132K
PM icon
63
Philip Morris
PM
$305B
$366M 0.26%
4,883,090
+404,175
+9% +$31.2M
MMM icon
64
3M
MMM
$91.9B
$350M 0.25%
2,617,037
+64,481
+3% +$8.67M
SBUX icon
65
Starbucks
SBUX
$118B
$349M 0.25%
4,066,468
-83,871
-2% -$6.69M
CVX icon
66
Chevron
CVX
$378B
$336M 0.24%
4,669,225
-1,078,472
-19% -$90.7M
CHTR icon
67
Charter Communications
CHTR
$15.7B
$335M 0.24%
536,113
-8,699
-2% -$5.13M
LMT icon
68
Lockheed Martin
LMT
$134B
$331M 0.24%
864,669
-19,496
-2% -$7.44M
UPS icon
69
United Parcel Service
UPS
$96B
$329M 0.24%
1,972,584
+37,286
+2% +$5.43M
BABA icon
70
Alibaba
BABA
$276B
$325M 0.23%
1,105,263
-167,026
-13% -$44M
CVS icon
71
CVS Health
CVS
$137B
$312M 0.22%
5,339,915
-428,927
-7% -$26.7M
MDLZ icon
72
Mondelez International
MDLZ
$77.9B
$306M 0.22%
5,327,533
+66,246
+1% +$3.69M
KR icon
73
Kroger
KR
$35.5B
$304M 0.22%
8,976,655
+806,023
+10% +$27.8M
FIS icon
74
Fidelity National Information Services
FIS
$22.3B
$299M 0.21%
2,029,901
-11,235
-0.6% -$1.62M
MCO icon
75
Moody's
MCO
$84.2B
$297M 0.21%
1,024,847
+13,557
+1% +$3.87M
1 2
3
4 5

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MCM
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PSUF
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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.