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
STEX
3076
Streamex Corp
STEX
$71.8M
$237K ﹤0.01%
4,806
+408
+9% +$30.3K
DGICA icon
3077
Donegal Group Class A
DGICA
$715M
$236K ﹤0.01%
16,742
+5,619
+51% +$80.1K
VYM icon
3078
Vanguard High Dividend Yield ETF
VYM
$80.8B
$236K ﹤0.01%
2,919
-334
-10% -$27.4K
FNCL icon
3079
Fidelity MSCI Financials Index ETF
FNCL
$2.37B
$235K ﹤0.01%
+6,960
New +$240K
TPCO
3080
DELISTED
Tribune Publishing Company Common Stock
TPCO
$235K ﹤0.01%
20,174
-3,910
-16% -$41.8K
WPG
3081
DELISTED
Washington Prime Group Inc.
WPG
$235K ﹤0.01%
40,331
+316
+0.8% +$2.02K
TPIC
3082
DELISTED
TPI Composites
TPIC
$233K ﹤0.01%
+8,055
New +$226K
EIDX
3083
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$233K ﹤0.01%
4,618
-16,211
-78% -$729K
AXTI icon
3084
AXT Inc
AXTI
$2.42B
$232K ﹤0.01%
37,839
+23,314
+161% +$118K
XLRE icon
3085
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.72B
$232K ﹤0.01%
6,586
-829
-11% -$29.5K
AKTS
3086
DELISTED
Akoustis Technologies Inc
AKTS
$232K ﹤0.01%
28,464
+597
+2% +$4.83K
CUE icon
3087
Cue Biopharma
CUE
$118M
$230K ﹤0.01%
510
-57
-10% -$32.8K
WRAP icon
3088
Wrap Technologies
WRAP
$90.9M
$230K ﹤0.01%
33,917
+22,618
+200% +$216K
CWK icon
3089
Cushman & Wakefield Ltd
CWK
$3.16B
$228K ﹤0.01%
21,705
-6,737
-24% -$75.7K
VLRS
3090
Controladora Vuela Compania de Aviacion
VLRS
$869M
$228K ﹤0.01%
31,662
+3,533
+13% +$23.5K
HEDJ icon
3091
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
$226K ﹤0.01%
7,306
+32
+0.4% +$997
NCMI icon
3092
National CineMedia
NCMI
$378M
$226K ﹤0.01%
8,308
+1,572
+23% +$49.3K
JDD
3093
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$226K ﹤0.01%
29,101
+15,992
+122% +$125K
AOUT icon
3094
American Outdoor Brands
AOUT
$158M
$224K ﹤0.01%
+17,194
New +$250K
CDZI icon
3095
Cadiz
CDZI
$251M
$223K ﹤0.01%
22,484
-3,302
-13% -$33.6K
STOK icon
3096
Stoke Therapeutics
STOK
$1.84B
$222K ﹤0.01%
+6,643
New +$190K
SBOW
3097
DELISTED
SilverBow Resources, Inc.
SBOW
$222K ﹤0.01%
56,362
-21,315
-27% -$86.7K
QTRX icon
3098
Quanterix
QTRX
$159M
$221K ﹤0.01%
6,537
-1,099
-14% -$35.4K
IESC icon
3099
IES Holdings
IESC
$9.89B
$220K ﹤0.01%
+6,928
New +$190K
EMWP
3100
DELISTED
Eros Media World PLC
EMWP
$220K ﹤0.01%
4,969
-1,865
-27% -$109K
122 123
124
125 126

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.