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
ABMD
501
DELISTED
Abiomed Inc
ABMD
$37.4M 0.03%
134,869
+4,748
+4% +$1.37M
GHY
502
PGIM Global High Yield Fund
GHY
$476M
$37.4M 0.03%
2,820,049
+47,174
+2% +$627K
ANET icon
503
Arista Networks
ANET
$199B
$37.3M 0.03%
2,886,544
-39,632
-1% -$544K
QGEN icon
504
Qiagen
QGEN
$8.63B
$37.3M 0.03%
673,338
+5,050
+0.8% +$262K
HUN icon
505
Huntsman Corp
HUN
$2.1B
$37.3M 0.03%
1,678,115
+12,654
+0.8% +$261K
CDW icon
506
CDW
CDW
$18.9B
$37M 0.03%
309,399
+4,967
+2% +$568K
WRB icon
507
W.R. Berkley
WRB
$28.1B
$36.9M 0.03%
1,356,406
-21,890
-2% -$600K
J icon
508
Jacobs Solutions
J
$16B
$36.8M 0.03%
479,282
+3,657
+0.8% +$267K
RACE icon
509
Ferrari
RACE
$67.8B
$36.7M 0.03%
199,485
-1,169
-0.6% -$217K
HLT icon
510
Hilton Worldwide
HLT
$72.5B
$36.7M 0.03%
430,133
-911
-0.2% -$76.1K
BCE icon
511
BCE
BCE
$20.8B
$36.6M 0.03%
882,585
-162,582
-16% -$6.88M
FANG icon
512
Diamondback Energy
FANG
$56B
$36.4M 0.03%
1,209,306
+89,482
+8% +$3.41M
RS icon
513
Reliance Steel & Aluminium
RS
$20.6B
$36.4M 0.03%
356,488
+15,192
+4% +$1.55M
BG icon
514
Bunge Global
BG
$20.9B
$36.2M 0.03%
792,336
+41,367
+6% +$1.85M
GL icon
515
Globe Life
GL
$13.9B
$36.1M 0.03%
452,191
-22,845
-5% -$1.82M
PNW icon
516
Pinnacle West Capital
PNW
$12.4B
$36M 0.03%
483,051
+1,615
+0.3% +$124K
SGEN
517
DELISTED
Seagen Inc. Common Stock
SGEN
$36M 0.03%
183,986
-18,335
-9% -$3.07M
EQR icon
518
Equity Residential
EQR
$25.8B
$35.9M 0.03%
700,301
-44,665
-6% -$2.47M
WRK
519
DELISTED
WestRock Company
WRK
$35.8M 0.03%
1,031,866
-104,553
-9% -$3.23M
IFF icon
520
International Flavors & Fragrances
IFF
$20.3B
$35.8M 0.03%
292,051
-6,181
-2% -$769K
UGI icon
521
UGI
UGI
$7.87B
$35.7M 0.03%
1,082,244
+367,171
+51% +$12.2M
WAT icon
522
Waters Corp
WAT
$37.3B
$35.5M 0.03%
181,562
-8,337
-4% -$1.73M
KSS icon
523
Kohl's
KSS
$2.16B
$35.5M 0.03%
1,917,075
+176,894
+10% +$3.74M
RDS.A
524
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$35.5M 0.03%
1,408,751
-96,093
-6% -$2.91M
VEA icon
525
Vanguard FTSE Developed Markets ETF
VEA
$223B
$35.4M 0.03%
865,378
+5,021
+0.6% +$206K
19 20
21
22 23

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.