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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
RTX icon
101
RTX Corp
RTX
$294B
$238M 0.17%
4,138,848
-218,116
-5% -$13.3M
MS icon
102
Morgan Stanley
MS
$337B
$237M 0.17%
4,894,838
+180,200
+4% +$9.08M
EQIX icon
103
Equinix
EQIX
$103B
$226M 0.16%
297,448
+6,288
+2% +$4.76M
DUK icon
104
Duke Energy
DUK
$100B
$226M 0.16%
2,546,925
-153,696
-6% -$12.7M
CL icon
105
Colgate-Palmolive
CL
$73.6B
$219M 0.16%
2,837,109
-64,818
-2% -$4.94M
AXP icon
106
American Express
AXP
$229B
$217M 0.16%
2,160,703
-38,473
-2% -$3.78M
MRSH
107
Marsh
MRSH
$87.5B
$216M 0.16%
1,887,502
-20,212
-1% -$2.32M
NVS icon
108
Novartis
NVS
$297B
$216M 0.16%
2,485,784
-63,880
-3% -$5.53M
WFC icon
109
Wells Fargo
WFC
$264B
$216M 0.15%
9,178,517
-662,284
-7% -$16.3M
SYK icon
110
Stryker
SYK
$129B
$215M 0.15%
1,030,148
+5,484
+0.5% +$1.07M
ICE icon
111
Intercontinental Exchange
ICE
$84.1B
$214M 0.15%
2,136,732
-45,851
-2% -$4.52M
D icon
112
Dominion Energy
D
$61.8B
$213M 0.15%
2,700,602
-76,791
-3% -$6.03M
ECL icon
113
Ecolab
ECL
$76.4B
$212M 0.15%
1,060,003
-75,532
-7% -$15.1M
NEM icon
114
Newmont
NEM
$98.5B
$211M 0.15%
3,320,610
-1,308
-0% -$85.3K
EBAY icon
115
eBay
EBAY
$50.3B
$210M 0.15%
4,024,656
+149,341
+4% +$8.23M
GS icon
116
Goldman Sachs
GS
$309B
$209M 0.15%
1,040,384
-9,150
-0.9% -$1.86M
ATVI
117
DELISTED
Activision Blizzard
ATVI
$207M 0.15%
2,554,249
+144,553
+6% +$11.7M
BA icon
118
Boeing
BA
$167B
$205M 0.15%
1,240,742
-16,259
-1% -$2.77M
BIIB icon
119
Biogen
BIIB
$29.5B
$203M 0.15%
714,663
+42,364
+6% +$11.8M
DE icon
120
Deere & Co
DE
$169B
$202M 0.15%
911,987
+12,873
+1% +$2.49M
ETN icon
121
Eaton
ETN
$155B
$201M 0.14%
1,971,778
-38,035
-2% -$3.72M
SAP icon
122
SAP
SAP
$200B
$201M 0.14%
1,290,333
+20,681
+2% +$3.28M
FDX icon
123
FedEx
FDX
$73.5B
$197M 0.14%
781,785
+34,773
+5% +$6.95M
CME icon
124
CME Group
CME
$92.3B
$194M 0.14%
1,159,459
-32,987
-3% -$5.56M
LRCX icon
125
Lam Research
LRCX
$365B
$194M 0.14%
5,842,150
-250,810
-4% -$8.64M
3 4
5
6 7

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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.