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
FRPT icon
1176
Freshpet
FRPT
$2.98B
$9.45M 0.01%
84,676
-1,438
-2% -$146K
BF.A icon
1177
Brown-Forman Class A
BF.A
$13.4B
$9.45M 0.01%
137,566
-1,412
-1% -$92.1K
TEF
1178
DELISTED
Telefonica
TEF
$9.44M 0.01%
3,260,504
-1,488,357
-31% -$5.24M
ATH
1179
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$9.41M 0.01%
276,145
+66,571
+32% +$2.29M
FMX icon
1180
Fomento Económico Mexicano
FMX
$43.2B
$9.37M 0.01%
166,662
-81,100
-33% -$4.73M
LGIH icon
1181
LGI Homes
LGIH
$1.33B
$9.33M 0.01%
80,318
+16,183
+25% +$1.79M
BGS icon
1182
B&G Foods
BGS
$293M
$9.32M 0.01%
335,543
+28,974
+9% +$810K
MTG icon
1183
MGIC Investment
MTG
$6.25B
$9.29M 0.01%
1,048,880
-68,527
-6% -$584K
NSIT icon
1184
Insight Enterprises
NSIT
$3.86B
$9.27M 0.01%
163,851
+8,687
+6% +$466K
MANT
1185
DELISTED
Mantech International Corp
MANT
$9.27M 0.01%
134,548
-4,742
-3% -$335K
RA
1186
Brookfield Real Assets Income Fund
RA
$706M
$9.25M 0.01%
559,943
+47,208
+9% +$801K
LECO icon
1187
Lincoln Electric
LECO
$13.7B
$9.25M 0.01%
100,477
-473
-0.5% -$43.6K
RVT icon
1188
Royce Value Trust
RVT
$2.2B
$9.25M 0.01%
731,661
+3,758
+0.5% +$49.1K
ACA icon
1189
Arcosa
ACA
$7.13B
$9.23M 0.01%
209,272
+27,665
+15% +$1.22M
BDJ icon
1190
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$9.19M 0.01%
1,257,475
-177,984
-12% -$1.33M
BC icon
1191
Brunswick
BC
$5.18B
$9.19M 0.01%
155,942
+4,132
+3% +$264K
WWE
1192
DELISTED
World Wrestling Entertainment
WWE
$9.12M 0.01%
225,414
-3,316
-1% -$145K
TS icon
1193
Tenaris
TS
$28.6B
$9.12M 0.01%
925,883
-331,822
-26% -$3.92M
EPR icon
1194
EPR Properties
EPR
$4.9B
$9.12M 0.01%
331,537
-43,146
-12% -$1.35M
IGSB icon
1195
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$9.11M 0.01%
165,822
– –
HIO
1196
Western Asset High Income Opportunity Fund
HIO
$334M
$9.1M 0.01%
1,857,115
-159,335
-8% -$782K
DHC
1197
Diversified Healthcare Trust
DHC
$2.17B
$9.09M 0.01%
2,582,663
-157,314
-6% -$614K
IGD
1198
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$511M
$9.07M 0.01%
1,832,567
+329,563
+22% +$1.64M
MGLN
1199
DELISTED
Magellan Health Services, Inc.
MGLN
$9.05M 0.01%
119,430
-9,099
-7% -$676K
NNN icon
1200
NNN REIT
NNN
$9.16B
$9.04M 0.01%
261,952
-5,076
-2% -$181K
46 47
48
49 50

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.