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
DELL icon
801
Dell
DELL
$239B
$18M 0.01%
525,929
+23,412
+5% +$730K
MOH icon
802
Molina Healthcare
MOH
$10.4B
$18M 0.01%
98,491
+461
+0.5% +$83.9K
RRC icon
803
Range Resources
RRC
$9.33B
$18M 0.01%
2,717,914
+175,475
+7% +$1.27M
ALB icon
804
Albemarle
ALB
$13.4B
$17.9M 0.01%
199,983
+6,377
+3% +$565K
PPLI
805
People Inc
PPLI
$3.12B
$17.9M 0.01%
273,050
-554,511
-67% -$38M
NBIX icon
806
Neurocrine Biosciences
NBIX
$18.2B
$17.8M 0.01%
185,352
+6,689
+4% +$774K
ZEN
807
DELISTED
ZENDESK INC
ZEN
$17.8M 0.01%
173,136
-8,217
-5% -$769K
MDC
808
DELISTED
M.D.C. Holdings, Inc.
MDC
$17.8M 0.01%
408,532
+185,460
+83% +$7.39M
IAA
809
DELISTED
IAA, Inc. Common Stock
IAA
$17.8M 0.01%
341,286
-50,468
-13% -$2.35M
RDS.B
810
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$17.7M 0.01%
731,130
-114,758
-14% -$3.29M
FIVN icon
811
FIVE9
FIVN
$2.08B
$17.7M 0.01%
136,543
-10,868
-7% -$1.31M
CABO icon
812
Cable One
CABO
$237M
$17.7M 0.01%
9,389
-438
-4% -$794K
SLG icon
813
SL Green Realty
SLG
$3.83B
$17.6M 0.01%
392,822
-9,613
-2% -$446K
BOE icon
814
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$17.6M 0.01%
1,841,513
-6,994
-0.4% -$67.8K
ENOV icon
815
Enovis
ENOV
$1.74B
$17.6M 0.01%
326,351
-11,489
-3% -$631K
FMS icon
816
Fresenius Medical Care
FMS
$13.4B
$17.5M 0.01%
412,756
+24,900
+6% +$1.07M
MMS icon
817
Maximus
MMS
$3.32B
$17.5M 0.01%
256,077
+64,715
+34% +$4.76M
QDEL icon
818
QuidelOrtho
QDEL
$1.13B
$17.5M 0.01%
79,801
+7,138
+10% +$1.59M
VMW
819
DELISTED
VMware, Inc
VMW
$17.5M 0.01%
121,520
+1,729
+1% +$246K
PKX icon
820
POSCO
PKX
$14.7B
$17.4M 0.01%
416,710
-136,206
-25% -$5.51M
XEC
821
DELISTED
CIMAREX ENERGY CO
XEC
$17.4M 0.01%
715,713
+45,090
+7% +$1.19M
INVH icon
822
Invitation Homes
INVH
$17.9B
$17.3M 0.01%
619,609
-111,150
-15% -$3.17M
SPR
823
DELISTED
Spirit AeroSystems
SPR
$17.3M 0.01%
914,654
+389,541
+74% +$8.22M
VB icon
824
Vanguard Morningstar Small-Cap ETF
VB
$78.9B
$17.2M 0.01%
112,048
-6,959
-6% -$1.07M
EBS icon
825
Emergent Biosolutions
EBS
$379M
$17.2M 0.01%
166,248
-11,490
-6% -$1.24M
31 32
33
34 35

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.