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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
MSFT icon
1
Microsoft
MSFT
$2.83T
$6.66B 4.78%
31,671,571
+101,533
+0.3% +$21.3M
AAPL icon
2
Apple
AAPL
$4.7T
$6.36B 4.56%
54,877,420
-1,715,944
-3% -$187M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$969B
$4.47B 3.21%
14,523,965
+477,134
+3% +$145M
AMZN icon
4
Amazon
AMZN
$2.52T
$4.13B 2.96%
26,213,820
+249,920
+1% +$39.4M
META icon
5
Meta Platforms (Facebook)
META
$1.53T
$2.29B 1.65%
8,756,159
+122,498
+1% +$31.6M
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$3.91T
$1.59B 1.14%
21,653,220
-154,640
-0.7% -$11.8M
JNJ icon
7
Johnson & Johnson
JNJ
$621B
$1.56B 1.12%
10,447,470
-153,850
-1% -$22.8M
V icon
8
Visa
V
$666B
$1.31B 0.94%
6,567,883
+33,189
+0.5% +$6.63M
PG icon
9
Procter & Gamble
PG
$341B
$1.23B 0.88%
8,829,912
-38,417
-0.4% -$5.1M
GOOG icon
10
Alphabet (Google) Class C
GOOG
$3.91T
$1.21B 0.87%
16,446,600
+40,680
+0.2% +$3.1M
UNH icon
11
UnitedHealth
UNH
$383B
$1.14B 0.82%
3,663,774
-5,384
-0.1% -$1.65M
MA icon
12
Mastercard
MA
$466B
$1.09B 0.78%
3,211,676
-30,893
-1% -$10M
IVV icon
13
iShares Core S&P 500 ETF
IVV
$876B
$1.08B 0.77%
3,210,165
-907,109
-22% -$302M
BRK.B icon
14
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.08B 0.77%
5,060,006
+136,741
+3% +$28M
HD icon
15
Home Depot
HD
$325B
$1.06B 0.76%
3,832,295
-6,841
-0.2% -$1.85M
JPM icon
16
JPMorgan Chase
JPM
$925B
$1.03B 0.74%
10,649,332
-381,841
-3% -$37.5M
NVDA icon
17
NVIDIA
NVDA
$5.08T
$996M 0.72%
73,614,160
+1,170,040
+2% +$13.6M
ADBE icon
18
Adobe
ADBE
$84.7B
$974M 0.7%
1,986,100
-1,124
-0.1% -$523K
VZ icon
19
Verizon
VZ
$184B
$927M 0.67%
15,575,764
+21,890
+0.1% +$1.27M
MRK icon
20
Merck
MRK
$323B
$894M 0.64%
11,298,393
-23,445
-0.2% -$1.84M
INTC icon
21
Intel
INTC
$513B
$849M 0.61%
16,394,751
-1,370,243
-8% -$71.2M
PEP icon
22
PepsiCo
PEP
$184B
$823M 0.59%
5,939,662
+26,032
+0.4% +$3.54M
PFE icon
23
Pfizer
PFE
$142B
$815M 0.59%
23,411,526
+1,798,060
+8% +$63M
PYPL icon
24
PayPal
PYPL
$49.2B
$794M 0.57%
4,027,432
+43,051
+1% +$8.11M
WMT icon
25
Walmart Inc
WMT
$859B
$790M 0.57%
16,936,212
-468,126
-3% -$20.8M
1
2 3 4 5

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MCM
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PSUF
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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.