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
BECN
2026
DELISTED
Beacon Roofing Supply, Inc.
BECN
$2.46M ﹤0.01%
79,185
-813
-1% -$24.5K
NSTG
2027
DELISTED
NanoString Technologies, Inc.
NSTG
$2.46M ﹤0.01%
55,020
+29,341
+114% +$1.14M
FATE icon
2028
Fate Therapeutics
FATE
$286M
$2.45M ﹤0.01%
61,290
+3,962
+7% +$138K
AMBA icon
2029
Ambarella
AMBA
$3.77B
$2.44M ﹤0.01%
46,843
-23,708
-34% -$1.15M
HTHT icon
2030
Huazhu Hotels Group
HTHT
$13.1B
$2.44M ﹤0.01%
56,491
-57,589
-50% -$2.25M
AWC
2031
DELISTED
Alumina Ltd
AWC
$2.44M ﹤0.01%
622,998
-459,391
-42% -$1.8M
WNC icon
2032
Wabash National
WNC
$512M
$2.44M ﹤0.01%
203,950
+868
+0.4% +$10.2K
LILAK icon
2033
Liberty Latin America Class C
LILAK
$1.63B
$2.43M ﹤0.01%
328,549
-93,092
-22% -$746K
TRST
2034
Trustco Bank Corp NY
TRST
$970M
$2.43M ﹤0.01%
93,139
+7,769
+9% +$227K
STAA icon
2035
STAAR Surgical
STAA
$1.21B
$2.43M ﹤0.01%
42,947
-25,137
-37% -$1.35M
VRE
2036
DELISTED
Veris Residential
VRE
$2.43M ﹤0.01%
192,460
+98,162
+104% +$1.34M
EGIO
2037
DELISTED
Edgio, Inc. Common Stock
EGIO
$2.43M ﹤0.01%
10,542
-13,067
-55% -$3.27M
NAV
2038
DELISTED
Navistar International
NAV
$2.42M ﹤0.01%
55,635
-1,172
-2% -$40.2K
ENIC icon
2039
Enel Chile
ENIC
$6.14B
$2.42M ﹤0.01%
702,670
-426,792
-38% -$1.62M
ALEX
2040
DELISTED
Alexander & Baldwin
ALEX
$2.39M ﹤0.01%
213,256
+5,820
+3% +$69.7K
CLB icon
2041
Core Laboratories
CLB
$488M
$2.39M ﹤0.01%
156,587
+3,125
+2% +$65.5K
KALU icon
2042
Kaiser Aluminum
KALU
$2.61B
$2.39M ﹤0.01%
44,606
-75
-0.2% -$4.81K
APOG icon
2043
Apogee Enterprises
APOG
$826M
$2.38M ﹤0.01%
111,481
+2,458
+2% +$53.7K
CEVA icon
2044
CEVA Inc
CEVA
$910M
$2.38M ﹤0.01%
60,355
+1,170
+2% +$46.4K
LBRT icon
2045
Liberty Energy
LBRT
$3.05B
$2.37M ﹤0.01%
296,922
+2,702
+0.9% +$18.8K
LTC
2046
LTC Properties
LTC
$2.06B
$2.37M ﹤0.01%
67,851
-7,904
-10% -$292K
PD icon
2047
PagerDuty
PD
$816M
$2.36M ﹤0.01%
87,160
-2,938
-3% -$82.6K
NMIH icon
2048
NMI Holdings
NMIH
$3.33B
$2.35M ﹤0.01%
132,090
-35,213
-21% -$575K
NET icon
2049
Cloudflare
NET
$99B
$2.34M ﹤0.01%
56,940
+15,258
+37% +$584K
HCC icon
2050
Warrior Met Coal
HCC
$4.19B
$2.33M ﹤0.01%
136,444
+9,726
+8% +$158K
80 81
82
83 84

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.