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
AAP icon
526
Advance Auto Parts
AAP
$3.53B
$35.4M 0.03%
230,327
-38,760
-14% -$5.84M
LEA icon
527
Lear
LEA
$7.39B
$35.3M 0.03%
506,907
-16,298
-3% -$1.86M
SPLK
528
DELISTED
Splunk Inc
SPLK
$35.2M 0.03%
187,138
+4,416
+2% +$880K
BP icon
529
BP
BP
$112B
$35.2M 0.03%
2,014,618
-641,321
-24% -$13.9M
BIO icon
530
Bio-Rad Laboratories Class A
BIO
$8.76B
$35.1M 0.03%
68,103
+1,342
+2% +$680K
RY icon
531
Royal Bank of Canada
RY
$287B
$35.1M 0.03%
500,467
-68,385
-12% -$4.92M
AOD
532
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$35M 0.03%
4,411,930
+155,728
+4% +$1.24M
BCS icon
533
Barclays
BCS
$87.8B
$35M 0.03%
6,982,996
-30,677
-0.4% -$169K
PAYC icon
534
Paycom
PAYC
$7.88B
$35M 0.03%
112,380
+2,734
+2% +$799K
AOS icon
535
A.O. Smith
AOS
$8.55B
$34.9M 0.03%
661,916
+108,597
+20% +$5.42M
BAH icon
536
Booz Allen Hamilton
BAH
$8.44B
$34.7M 0.02%
417,857
-19,366
-4% -$1.59M
ALC icon
537
Alcon
ALC
$34B
$34.6M 0.02%
606,849
-17,999
-3% -$1.06M
HAS icon
538
Hasbro
HAS
$13.5B
$34.5M 0.02%
417,522
+85,336
+26% +$6.61M
LVS icon
539
Las Vegas Sands
LVS
$32.2B
$34.4M 0.02%
737,172
-82,860
-10% -$3.96M
WDAY icon
540
Workday
WDAY
$41.5B
$34.4M 0.02%
159,780
+3,593
+2% +$711K
TEVA icon
541
Teva Pharmaceuticals
TEVA
$40.4B
$33.9M 0.02%
3,767,656
+875,630
+30% +$9.26M
SCCO icon
542
Southern Copper
SCCO
$138B
$33.9M 0.02%
807,086
-276,255
-26% -$11.5M
SNN icon
543
Smith & Nephew
SNN
$13.7B
$33.8M 0.02%
863,377
-27,606
-3% -$1.11M
FOXA icon
544
Fox Class A
FOXA
$24.8B
$33.8M 0.02%
1,212,942
+24,369
+2% +$645K
UAL icon
545
United Airlines
UAL
$38.8B
$33.8M 0.02%
971,232
+71,428
+8% +$2.47M
HZNP
546
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$33.7M 0.02%
434,144
-2,498
-0.6% -$172K
SPOT icon
547
Spotify
SPOT
$108B
$33.5M 0.02%
137,899
-9,186
-6% -$2.37M
XOP icon
548
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$33.4M 0.02%
795,006
+6,950
+0.9% +$350K
ZBRA icon
549
Zebra Technologies
ZBRA
$13.5B
$33.3M 0.02%
131,751
+5,931
+5% +$1.6M
MOS icon
550
The Mosaic Company
MOS
$7.19B
$33.2M 0.02%
1,819,375
+4,550
+0.3% +$74K
20 21
22
23 24

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.