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
BCX icon
1926
BlackRock Resources & Commodities Strategy Trust
BCX
$919M
$2.89M ﹤0.01%
486,032
+5,744
+1% +$36.4K
UE icon
1927
Urban Edge Properties
UE
$2.86B
$2.89M ﹤0.01%
297,000
+8,646
+3% +$92.1K
ONTO icon
1928
Onto Innovation
ONTO
$12.9B
$2.88M ﹤0.01%
96,855
-2,719
-3% -$90.2K
NBTB icon
1929
NBT Bancorp
NBTB
$2.74B
$2.88M ﹤0.01%
107,396
+21,067
+24% +$625K
BDC icon
1930
Belden
BDC
$4.85B
$2.88M ﹤0.01%
92,419
+19,410
+27% +$640K
PRDO icon
1931
Perdoceo Education
PRDO
$1.99B
$2.87M ﹤0.01%
234,614
-12,444
-5% -$181K
NSP icon
1932
Insperity
NSP
$1.93B
$2.87M ﹤0.01%
43,788
+1,811
+4% +$121K
HIX
1933
Western Asset High Income Fund II
HIX
$349M
$2.86M ﹤0.01%
447,250
-361,757
-45% -$2.37M
ZLAB icon
1934
Zai Lab
ZLAB
$2.06B
$2.86M ﹤0.01%
34,377
+7,902
+30% +$634K
SPHR icon
1935
Sphere Entertainment
SPHR
$5.14B
$2.85M ﹤0.01%
41,561
-17,681
-30% -$1.28M
MATV icon
1936
Mativ Holdings
MATV
$481M
$2.84M ﹤0.01%
93,585
+8,111
+9% +$255K
FMBI
1937
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$2.84M ﹤0.01%
263,734
+49,086
+23% +$605K
AKR icon
1938
Acadia Realty Trust
AKR
$3.09B
$2.84M ﹤0.01%
270,682
-16,670
-6% -$199K
REX icon
1939
REX American Resources
REX
$1.42B
$2.83M ﹤0.01%
258,654
+13,464
+5% +$153K
NVAX icon
1940
Novavax
NVAX
$1.2B
$2.82M ﹤0.01%
26,058
-10,587
-29% -$1.29M
CRS icon
1941
Carpenter Technology
CRS
$25.8B
$2.81M ﹤0.01%
154,602
+32,935
+27% +$712K
SUM
1942
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$2.8M ﹤0.01%
172,161
-3,526
-2% -$56.5K
SILK
1943
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$2.8M ﹤0.01%
41,643
+29,035
+230% +$1.58M
EPAC icon
1944
Enerpac Tool Group
EPAC
$1.83B
$2.8M ﹤0.01%
148,716
+22,696
+18% +$453K
BOX icon
1945
Box
BOX
$4.37B
$2.8M ﹤0.01%
161,063
-54,270
-25% -$1M
TKC icon
1946
Turkcell
TKC
$4.68B
$2.79M ﹤0.01%
581,955
-210,804
-27% -$1.1M
JELD icon
1947
JELD-WEN Holding
JELD
$122M
$2.79M ﹤0.01%
123,271
+21,548
+21% +$441K
SPYV icon
1948
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
$2.78M ﹤0.01%
92,031
+3,058
+3% +$92.9K
ARD
1949
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$2.77M ﹤0.01%
197,436
+9,957
+5% +$144K
TTGT icon
1950
TechTarget
TTGT
$325M
$2.77M ﹤0.01%
63,016
-6,417
-9% -$242K
76 77
78
79 80

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.