We are live on ! Find out more
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
APTV icon
376
Aptiv
APTV
$12.6B
$54.3M 0.04%
592,397
-5,319
-0.9% -$446K
CNI icon
377
Canadian National Railway
CNI
$78.3B
$54M 0.04%
506,854
-33,672
-6% -$3.38M
VIG icon
378
Vanguard Dividend Appreciation ETF
VIG
$113B
$53.7M 0.04%
417,675
-27,577
-6% -$3.47M
IUSV icon
379
iShares Core S&P US Value ETF
IUSV
$27.5B
$53.5M 0.04%
984,604
+356,078
+57% +$19.5M
SYF icon
380
Synchrony
SYF
$25.1B
$53.4M 0.04%
2,039,514
-12,209
-0.6% -$297K
LUV icon
381
Southwest Airlines
LUV
$22.7B
$53.3M 0.04%
1,422,219
+182,164
+15% +$6.47M
SHOP icon
382
Shopify
SHOP
$169B
$53.3M 0.04%
521,340
+9,730
+2% +$967K
DRI icon
383
Darden Restaurants
DRI
$23.7B
$53.3M 0.04%
529,229
-77,265
-13% -$6.42M
FTNT icon
384
Fortinet
FTNT
$110B
$53.3M 0.04%
2,260,420
+78,050
+4% +$2.02M
DAL icon
385
Delta Air Lines
DAL
$58.8B
$53.1M 0.04%
1,737,619
+105,529
+6% +$3.04M
BR icon
386
Broadridge
BR
$18.3B
$53.1M 0.04%
401,913
-2,615
-0.6% -$350K
UNM icon
387
Unum
UNM
$14B
$52.9M 0.04%
3,144,710
+199,171
+7% +$3.54M
VMC icon
388
Vulcan Materials
VMC
$37.4B
$52.9M 0.04%
390,110
+55,630
+17% +$6.99M
NICE icon
389
Nice
NICE
$5.94B
$52.5M 0.04%
231,256
-19,103
-8% -$4.06M
FE icon
390
FirstEnergy
FE
$28.7B
$52M 0.04%
1,810,619
-168,209
-9% -$5.28M
CTRA
391
DELISTED
Coterra Energy
CTRA
$52M 0.04%
2,993,739
+107,434
+4% +$2.01M
TTWO icon
392
Take-Two Interactive
TTWO
$46.3B
$51.9M 0.04%
314,019
+13,170
+4% +$2.14M
VTR icon
393
Ventas
VTR
$47.7B
$51.8M 0.04%
1,234,680
+26,924
+2% +$1.08M
AES icon
394
AES
AES
$10.6B
$51.5M 0.04%
2,842,664
+46,676
+2% +$780K
WY icon
395
Weyerhaeuser
WY
$17.7B
$50.9M 0.04%
1,784,853
+94,596
+6% +$2.6M
WDC icon
396
Western Digital
WDC
$160B
$50.8M 0.04%
1,840,540
-208,479
-10% -$6.2M
HRL icon
397
Hormel Foods
HRL
$14.1B
$50.8M 0.04%
1,039,115
+54,877
+6% +$2.75M
AVY icon
398
Avery Dennison
AVY
$12.9B
$50.8M 0.04%
397,271
-12,220
-3% -$1.44M
SMFG icon
399
Sumitomo Mitsui Financial
SMFG
$163B
$50.8M 0.04%
9,081,227
-19,267
-0.2% -$110K
DOCU
400
DocuSign
DOCU
$10.7B
$50.6M 0.04%
235,082
-26,292
-10% -$5.46M
14 15
16
17 18

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.