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
C icon
76
Citigroup
C
$223B
$293M 0.21%
6,803,779
-638,142
-9% -$31.8M
IWF icon
77
iShares Russell 1000 Growth ETF
IWF
$120B
$288M 0.21%
5,310,676
-35,892
-0.7% -$1.89M
XOM icon
78
ExxonMobil
XOM
$642B
$281M 0.2%
8,181,403
-3,026,031
-27% -$124M
ISRG icon
79
Intuitive Surgical
ISRG
$128B
$279M 0.2%
1,180,611
+27,717
+2% +$6.22M
DG icon
80
Dollar General
DG
$27.2B
$279M 0.2%
1,331,292
-30,920
-2% -$6.08M
AMD icon
81
Advanced Micro Devices
AMD
$807B
$278M 0.2%
3,386,089
+129,699
+4% +$9.63M
HUM icon
82
Humana
HUM
$45.8B
$274M 0.2%
661,968
+16,321
+3% +$6.56M
BLK icon
83
Blackrock
BLK
$165B
$272M 0.2%
483,377
+7,935
+2% +$4.53M
NOW icon
84
ServiceNow
NOW
$109B
$271M 0.19%
2,789,250
+175,880
+7% +$15.7M
SHW icon
85
Sherwin-Williams
SHW
$80.7B
$269M 0.19%
1,160,382
-25,617
-2% -$5.59M
ITW icon
86
Illinois Tool Works
ITW
$81.9B
$266M 0.19%
1,377,695
-120,111
-8% -$22.8M
VTI icon
87
Vanguard Total Stock Market ETF
VTI
$655B
$264M 0.19%
1,550,106
-44,549
-3% -$7.49M
TJX icon
88
TJX Companies
TJX
$173B
$263M 0.19%
4,727,898
-222,916
-5% -$12M
ZTS icon
89
Zoetis
ZTS
$32.2B
$263M 0.19%
1,589,982
+24,001
+2% +$3.69M
AMAT icon
90
Applied Materials
AMAT
$410B
$263M 0.19%
4,418,147
-10,887
-0.2% -$673K
MO icon
91
Altria Group
MO
$122B
$258M 0.19%
6,671,762
+292,480
+5% +$12.2M
CCI icon
92
Crown Castle
CCI
$32.4B
$252M 0.18%
1,510,984
-17,397
-1% -$2.87M
VRTX icon
93
Vertex Pharmaceuticals
VRTX
$122B
$251M 0.18%
922,116
-6,930
-0.7% -$1.91M
APD icon
94
Air Products & Chemicals
APD
$65.2B
$250M 0.18%
837,844
-2,031
-0.2% -$584K
ADP icon
95
Automatic Data Processing
ADP
$102B
$247M 0.18%
1,767,290
+23,590
+1% +$3.31M
CAT icon
96
Caterpillar
CAT
$402B
$246M 0.18%
1,650,747
+53,534
+3% +$7.52M
ELV icon
97
Elevance Health
ELV
$82.1B
$245M 0.18%
912,197
-2,854
-0.3% -$768K
KMB icon
98
Kimberly-Clark
KMB
$37B
$241M 0.17%
1,634,086
-7,401
-0.5% -$1.11M
PLD icon
99
Prologis
PLD
$137B
$240M 0.17%
2,388,847
+15,327
+0.6% +$1.54M
BDX icon
100
Becton Dickinson
BDX
$43.8B
$239M 0.17%
1,053,588
-22,564
-2% -$5.54M
2 3
4
5 6

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.