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
VIRT icon
1301
Virtu Financial
VIRT
$5.08B
$7.56M 0.01%
328,717
+56,775
+21% +$1.42M
LFUS icon
1302
Littelfuse
LFUS
$11.1B
$7.56M 0.01%
42,632
+1,426
+3% +$253K
CIB icon
1303
Grupo Cibest SA
CIB
$21.9B
$7.56M 0.01%
295,788
-213,648
-42% -$5.84M
OVV icon
1304
Ovintiv
OVV
$17B
$7.55M 0.01%
925,416
-52,891
-5% -$546K
TUP
1305
DELISTED
Tupperware Brands Corporation
TUP
$7.51M 0.01%
372,621
-63,202
-15% -$960K
TCOM icon
1306
Trip.com Group
TCOM
$29.3B
$7.51M 0.01%
241,214
-73,039
-23% -$2.08M
HALO icon
1307
Halozyme
HALO
$9.68B
$7.51M 0.01%
285,716
+16,843
+6% +$469K
TPH
1308
DELISTED
Tri Pointe Homes
TPH
$7.51M 0.01%
413,944
+31,754
+8% +$537K
PLXS icon
1309
Plexus
PLXS
$6.59B
$7.5M 0.01%
106,151
+4,361
+4% +$320K
RDFN
1310
DELISTED
Redfin
RDFN
$7.48M 0.01%
149,839
+26,800
+22% +$1.19M
JBTM
1311
JBT Marel
JBTM
$7.22B
$7.48M 0.01%
81,386
+5,733
+8% +$549K
MTZ icon
1312
MasTec
MTZ
$21B
$7.47M 0.01%
176,937
-14,363
-8% -$618K
MZTI
1313
The Marzetti Company
MZTI
$2.92B
$7.45M 0.01%
41,677
+1,925
+5% +$322K
ABG icon
1314
Asbury Automotive
ABG
$4.22B
$7.45M 0.01%
76,417
+8,713
+13% +$880K
RVNC
1315
DELISTED
Revance Therapeutics, Inc.
RVNC
$7.45M 0.01%
296,191
+42,801
+17% +$1.12M
SCO
1316
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$7.43M 0.01%
2,702,490
-689,785
-20% -$1.9M
BX icon
1317
Blackstone
BX
$102B
$7.43M 0.01%
142,323
-1,812
-1% -$97K
OFG icon
1318
OFG Bancorp
OFG
$2.21B
$7.4M 0.01%
593,857
-2,060
-0.3% -$27K
BMCH
1319
DELISTED
BMC Stock Holdings, Inc
BMCH
$7.39M 0.01%
172,550
-10,881
-6% -$358K
BBD icon
1320
Banco Bradesco
BBD
$38.1B
$7.38M 0.01%
2,604,850
-406,772
-14% -$1.33M
AL
1321
DELISTED
Air Lease Corp
AL
$7.38M 0.01%
250,779
+4,163
+2% +$123K
SANM icon
1322
Sanmina
SANM
$9.95B
$7.36M 0.01%
271,927
+35,622
+15% +$970K
STAG icon
1323
STAG Industrial
STAG
$7.37B
$7.36M 0.01%
241,270
+14,962
+7% +$472K
TLK icon
1324
Telkom Indonesia
TLK
$14.3B
$7.34M 0.01%
422,696
-235,897
-36% -$4.73M
AAON icon
1325
Aaon
AAON
$7.39B
$7.33M 0.01%
182,606
+7,476
+4% +$287K
51 52
53
54 55

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.