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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
MSI icon
201
Motorola Solutions
MSI
$70.3B
$116M 0.08%
741,667
-3,618
-0.5% -$528K
VRSN icon
202
VeriSign
VRSN
$24.8B
$116M 0.08%
566,334
-46,143
-8% -$9.53M
DOW icon
203
Dow Inc
DOW
$20.8B
$115M 0.08%
2,437,092
+81,317
+3% +$3.65M
XEL icon
204
Xcel Energy
XEL
$50.4B
$114M 0.08%
1,658,564
+68,037
+4% +$4.64M
ILMN icon
205
Illumina
ILMN
$28.7B
$114M 0.08%
380,080
-11,757
-3% -$4.05M
SWK icon
206
Stanley Black & Decker
SWK
$14.6B
$114M 0.08%
703,947
-3,578
-0.5% -$557K
JCI icon
207
Johnson Controls International
JCI
$87.5B
$113M 0.08%
2,772,064
+36,334
+1% +$1.42M
APH icon
208
Amphenol
APH
$184B
$112M 0.08%
4,146,764
+194,852
+5% +$5.13M
ED icon
209
Consolidated Edison
ED
$41.1B
$112M 0.08%
1,439,165
+188,240
+15% +$13.9M
GWW icon
210
W.W. Grainger
GWW
$66B
$111M 0.08%
312,425
-2,954
-0.9% -$1.02M
WMB icon
211
Williams Companies
WMB
$86.6B
$111M 0.08%
5,667,664
+728,656
+15% +$14.8M
DFS
212
DELISTED
Discover Financial Services
DFS
$111M 0.08%
1,912,963
-7,221
-0.4% -$378K
DHI icon
213
D.R. Horton
DHI
$41.3B
$110M 0.08%
1,455,969
-92,829
-6% -$6.34M
CTXS
214
DELISTED
Citrix Systems Inc
CTXS
$110M 0.08%
797,033
+27,067
+4% +$3.87M
SONY icon
215
Sony
SONY
$131B
$110M 0.08%
7,135,935
+202,895
+3% +$3.16M
STT icon
216
State Street
STT
$50.7B
$108M 0.08%
1,817,446
-62,089
-3% -$4.03M
A icon
217
Agilent Technologies
A
$38.9B
$108M 0.08%
1,066,806
+28,957
+3% +$2.8M
IUSG icon
218
iShares Core S&P US Growth ETF
IUSG
$31.1B
$107M 0.08%
1,339,665
-12,979
-1% -$1.02M
GM icon
219
General Motors
GM
$78.7B
$107M 0.08%
3,617,735
-228,183
-6% -$6.41M
CTSH icon
220
Cognizant
CTSH
$22.3B
$107M 0.08%
1,541,469
+77,565
+5% +$5.05M
COR icon
221
Cencora
COR
$60.5B
$107M 0.08%
1,099,343
+64,959
+6% +$6.46M
LYB icon
222
LyondellBasell Industries
LYB
$18.9B
$106M 0.08%
1,501,618
+61,691
+4% +$4.26M
HPQ icon
223
HP
HPQ
$24.3B
$106M 0.08%
5,559,230
+283,576
+5% +$5.17M
DLR icon
224
Digital Realty Trust
DLR
$72.4B
$105M 0.08%
717,838
+35,574
+5% +$5.33M
FITB
225
Fifth Third Bancorp
FITB
$51.7B
$105M 0.08%
4,939,650
-185,405
-4% -$3.73M
7 8
9
10 11

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MCM
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PSUF
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IA
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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.