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
GPMT
2151
Granite Point Mortgage Trust
GPMT
$69M
$1.95M ﹤0.01%
274,302
-13,435
-5% -$90.5K
SKT icon
2152
Tanger
SKT
$4.67B
$1.94M ﹤0.01%
322,155
+3,921
+1% +$24.6K
FISI icon
2153
Financial Institutions
FISI
$816M
$1.94M ﹤0.01%
125,758
+28,596
+29% +$470K
HSTM icon
2154
HealthStream
HSTM
$819M
$1.93M ﹤0.01%
96,241
+5,950
+7% +$126K
CHX
2155
DELISTED
ChampionX
CHX
$1.93M ﹤0.01%
241,296
+17,356
+8% +$167K
GCO icon
2156
Genesco
GCO
$425M
$1.93M ﹤0.01%
89,530
-10,220
-10% -$200K
TRS icon
2157
TriMas Corp
TRS
$1.43B
$1.93M ﹤0.01%
84,477
-23,204
-22% -$565K
ATKR icon
2158
Atkore
ATKR
$2.46B
$1.92M ﹤0.01%
84,513
-956
-1% -$25.9K
LPRO
2159
Open Lending Corp
LPRO
$1.92M ﹤0.01%
+75,287
New +$1.47M
HCCI
2160
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.92M ﹤0.01%
143,749
+30,992
+27% +$470K
RTLR
2161
DELISTED
Rattler Midstream LP Common Units
RTLR
$1.91M ﹤0.01%
321,627
+1,321
+0.4% +$10.4K
CNXN icon
2162
PC Connection
CNXN
$2.11B
$1.91M ﹤0.01%
46,596
-3,450
-7% -$151K
VHT icon
2163
Vanguard Health Care ETF
VHT
$18.1B
$1.91M ﹤0.01%
9,344
-51
-0.5% -$10.3K
REYN icon
2164
Reynolds Consumer Products
REYN
$5.26B
$1.9M ﹤0.01%
61,873
+41,446
+203% +$1.37M
MCRB icon
2165
Seres Therapeutics
MCRB
$46.8M
$1.89M ﹤0.01%
3,342
+2,112
+172% +$702K
FFG
2166
DELISTED
FBL Financial Group
FFG
$1.89M ﹤0.01%
39,228
+3,357
+9% +$134K
HVT icon
2167
Haverty Furniture Companies
HVT
$397M
$1.89M ﹤0.01%
90,209
-331
-0.4% -$6K
HRI icon
2168
Herc Holdings
HRI
$5.02B
$1.89M ﹤0.01%
47,635
+3,701
+8% +$139K
OTRK
2169
DELISTED
Ontrak
OTRK
$1.87M ﹤0.01%
+346
New +$1.6M
SNEX icon
2170
StoneX
SNEX
$9.26B
$1.86M ﹤0.01%
184,371
-1,691
-0.9% -$18.5K
GNMK
2171
DELISTED
GenMark Diagnostics, Inc
GNMK
$1.86M ﹤0.01%
131,152
-68,218
-34% -$1.04M
MTSC
2172
DELISTED
MTS Systems Corp
MTSC
$1.86M ﹤0.01%
97,368
+36,715
+61% +$768K
MNRL
2173
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$1.86M ﹤0.01%
208,278
+15,760
+8% +$173K
RHP icon
2174
Ryman Hospitality Properties
RHP
$8.43B
$1.85M ﹤0.01%
50,398
-24,474
-33% -$866K
NVMI
2175
Nova
NVMI
$12.4B
$1.85M ﹤0.01%
35,557
+3,105
+10% +$159K
85 86
87
88 89

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.