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
PCVX icon
2551
Vaxcyte
PCVX
$7.81B
$933K ﹤0.01%
+18,894
New +$752K
UFCS icon
2552
United Fire Group
UFCS
$1.32B
$932K ﹤0.01%
45,847
-70,343
-61% -$1.76M
CAMP
2553
DELISTED
CalAmp Corp.
CAMP
$929K ﹤0.01%
5,618
+180
+3% +$33.7K
BFS
2554
Saul Centers
BFS
$836M
$928K ﹤0.01%
34,899
-34,697
-50% -$1.01M
AKRO
2555
DELISTED
Akero Therapeutics
AKRO
$925K ﹤0.01%
+30,045
New +$1.05M
MGRC icon
2556
McGrath RentCorp
MGRC
$2.81B
$924K ﹤0.01%
15,511
-5,605
-27% -$338K
LDL
2557
DELISTED
Lydall, Inc.
LDL
$924K ﹤0.01%
55,869
+254
+0.5% +$4.42K
DHS icon
2558
WisdomTree US High Dividend Fund
DHS
$1.56B
$922K ﹤0.01%
14,756
-3,226
-18% -$205K
PAE
2559
DELISTED
PAE Incorporated Class A Common Stock
PAE
$921K ﹤0.01%
108,371
+19,128
+21% +$171K
PRTA icon
2560
Prothena Corp
PRTA
$425M
$920K ﹤0.01%
92,059
+24,457
+36% +$294K
BILI icon
2561
Bilibili
BILI
$7.99B
$915K ﹤0.01%
22,001
-1,601
-7% -$70.7K
WBT
2562
DELISTED
Welbilt, Inc.
WBT
$908K ﹤0.01%
147,414
+3,570
+2% +$24.1K
GDEN
2563
DELISTED
Golden Entertainment
GDEN
$903K ﹤0.01%
65,265
-340
-0.5% -$3.81K
IWB icon
2564
iShares Russell 1000 ETF
IWB
$48.2B
$903K ﹤0.01%
4,826
-22,860
-83% -$4.22M
LAND
2565
Gladstone Land Corp
LAND
$350M
$903K ﹤0.01%
60,149
+4,543
+8% +$71.1K
CHEF icon
2566
Chefs' Warehouse
CHEF
$4.71B
$901K ﹤0.01%
61,957
+16,793
+37% +$239K
HLNE icon
2567
Hamilton Lane
HLNE
$4.91B
$900K ﹤0.01%
13,927
-7,683
-36% -$526K
ARTNA icon
2568
Artesian Resources
ARTNA
$355M
$897K ﹤0.01%
26,027
+603
+2% +$21.3K
SHOE
2569
Shoe Station Group
SHOE
$413M
$897K ﹤0.01%
53,408
+6,750
+14% +$102K
SP
2570
DELISTED
SP Plus Corporation
SP
$897K ﹤0.01%
49,965
-14,711
-23% -$270K
RGP icon
2571
Resources Connection
RGP
$151M
$895K ﹤0.01%
77,502
+7,134
+10% +$84.7K
AGX icon
2572
Argan
AGX
$8B
$894K ﹤0.01%
21,334
+11,150
+109% +$490K
IMMR icon
2573
Immersion
IMMR
$251M
$892K ﹤0.01%
126,528
+101,693
+409% +$766K
SPNS
2574
DELISTED
Sapiens International
SPNS
$892K ﹤0.01%
29,182
+6,032
+26% +$185K
FBK icon
2575
FB Financial Corp
FBK
$3.02B
$891K ﹤0.01%
35,486
+5,479
+18% +$142K
101 102
103
104 105

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.