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
TRQ
3326
DELISTED
Turquoise Hill Resources Ltd
TRQ
$41K ﹤0.01%
4,826
-6,998
-59% -$62.3K
REFR icon
3327
Research Frontiers
REFR
$13.6M
$40K ﹤0.01%
+14,771
New +$42.8K
ATHX
3328
DELISTED
Athersys, Inc. Common Stock
ATHX
$39K ﹤0.01%
797
-837
-51% -$50.6K
IBIO icon
3329
iBio
IBIO
$67.6M
$37K ﹤0.01%
+36
New +$52.2K
KOS icon
3330
Kosmos Energy
KOS
$1.47B
$37K ﹤0.01%
37,442
-34,910
-48% -$51.2K
MBIO icon
3331
Mustang Bio
MBIO
$4.39M
$37K ﹤0.01%
16
-4
-20% -$9.86K
SD icon
3332
SandRidge Energy
SD
$503M
$37K ﹤0.01%
22,287
-57,529
-72% -$90K
VERU icon
3333
Veru
VERU
$35.5M
$37K ﹤0.01%
1,431
-30,299
-95% -$878K
GERN icon
3334
Geron
GERN
$898M
$36K ﹤0.01%
+20,821
New +$38.5K
EVC icon
3335
Entravision Communication
EVC
$1.02B
$35K ﹤0.01%
23,153
-11,523
-33% -$16.6K
GALT icon
3336
Galectin Therapeutics
GALT
$230M
$35K ﹤0.01%
13,060
+56
+0.4% +$157
GNLN icon
3337
Greenlane Holdings
GNLN
$1.06M
– –
0
– –
LVO icon
3338
LiveOne
LVO
$59.8M
$35K ﹤0.01%
+1,367
New +$42.7K
CALA
3339
DELISTED
Calithera Biosciences, Inc
CALA
$35K ﹤0.01%
508
-13,672
-96% -$1.19M
GNPX icon
3340
Genprex
GNPX
$3.6M
– –
0
– –
ORN icon
3341
Orion Group Holdings
ORN
$368M
$33K ﹤0.01%
11,938
-146,618
-92% -$419K
GASS icon
3342
StealthGas
GASS
$326M
$30K ﹤0.01%
10,200
– –
PHX
3343
DELISTED
PHX Minerals
PHX
$30K ﹤0.01%
21,024
-102,808
-83% -$220K
SLNO
3344
DELISTED
Soleno Therapeutics
SLNO
$28K ﹤0.01%
+755
New +$22.1K
TH icon
3345
Target Hospitality
TH
$1.43B
$28K ﹤0.01%
22,641
-30,502
-57% -$43.7K
CHRD icon
3346
Chord Energy
CHRD
$7.68B
$25K ﹤0.01%
91,004
+249
+0.3% +$152
FCEL icon
3347
FuelCell Energy
FCEL
$1.45B
$25K ﹤0.01%
396
-11
-3% -$876
EVFM
3348
DELISTED
Evofem Biosciences, Inc. Common Stock
EVFM
$25K ﹤0.01%
701
-1,834
-72% -$79.7K
VRN
3349
DELISTED
Veren
VRN
$21K ﹤0.01%
17,601
-89,524
-84% -$145K
HSTO
3350
DELISTED
Histogen Inc. Common Stock
HSTO
$19K ﹤0.01%
+570
New +$27.5K
132 133
134
135 136

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.