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
CXT icon
1076
Crane NXT
CXT
$2.97B
$11.4M 0.01%
652,214
+40,815
+7% +$806K
MNTA
1077
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$11.3M 0.01%
216,130
-59,155
-21% -$2.45M
EXAS
1078
DELISTED
Exact Sciences
EXAS
$11.3M 0.01%
110,902
+974
+0.9% +$84.1K
OI icon
1079
O-I Glass
OI
$1.13B
$11.3M 0.01%
1,067,028
+101,574
+11% +$1.09M
BLDR icon
1080
Builders FirstSource
BLDR
$7.1B
$11.3M 0.01%
346,280
+93,724
+37% +$2.54M
MSM icon
1081
MSC Industrial Direct
MSM
$6.78B
$11.3M 0.01%
178,006
+5,113
+3% +$339K
BKI
1082
DELISTED
Black Knight, Inc. Common Stock
BKI
$11.2M 0.01%
128,751
-2,584
-2% -$203K
SU icon
1083
Suncor Energy
SU
$78.8B
$11.2M 0.01%
916,040
-109,724
-11% -$1.72M
PCRX icon
1084
Pacira BioSciences
PCRX
$1.06B
$11.2M 0.01%
186,315
+13,499
+8% +$784K
HI
1085
DELISTED
Hillenbrand
HI
$11.2M 0.01%
394,333
+39,715
+11% +$1.17M
AER icon
1086
AerCap
AER
$24.1B
$11.1M 0.01%
442,405
-46,548
-10% -$1.35M
FAF icon
1087
First American
FAF
$7.71B
$11.1M 0.01%
218,129
+3,135
+1% +$162K
PE
1088
DELISTED
PARSLEY ENERGY INC
PE
$11.1M 0.01%
1,185,255
+91,000
+8% +$973K
FSD
1089
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$11.1M 0.01%
794,158
+15,349
+2% +$212K
ERIE icon
1090
Erie Indemnity
ERIE
$12.2B
$11M 0.01%
52,210
-3,290
-6% -$690K
JLL icon
1091
Jones Lang LaSalle
JLL
$16.8B
$11M 0.01%
114,738
-7,496
-6% -$755K
SAGE
1092
DELISTED
Sage Therapeutics
SAGE
$11M 0.01%
179,548
+41,180
+30% +$2.09M
EWBC icon
1093
East-West Bancorp
EWBC
$17.9B
$10.9M 0.01%
333,955
+27,370
+9% +$967K
VSH icon
1094
Vishay Intertechnology
VSH
$5.18B
$10.9M 0.01%
700,749
+216,282
+45% +$3.43M
EQC
1095
DELISTED
Equity Commonwealth
EQC
$10.9M 0.01%
409,555
+89,508
+28% +$2.77M
SSNC icon
1096
SS&C Technologies
SSNC
$18.6B
$10.9M 0.01%
180,053
+4,947
+3% +$296K
PPBI
1097
DELISTED
Pacific Premier Bancorp
PPBI
$10.9M 0.01%
540,457
+88,260
+20% +$1.87M
MED icon
1098
Medifast
MED
$110M
$10.9M 0.01%
65,990
-16,570
-20% -$2.73M
AU icon
1099
AngloGold Ashanti
AU
$41.6B
$10.8M 0.01%
410,226
-76,180
-16% -$2.28M
PHI icon
1100
PLDT
PHI
$4.26B
$10.8M 0.01%
399,772
-75,303
-16% -$2.1M
42 43
44
45 46

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.