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
GTN icon
2376
Gray Television
GTN
$415M
$1.27M ﹤0.01%
92,053
+16,207
+21% +$237K
XERS icon
2377
Xeris Biopharma Holdings
XERS
$1.39B
$1.27M ﹤0.01%
213,863
-14,609
-6% -$58.4K
FPRX
2378
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$1.26M ﹤0.01%
269,237
-19,792
-7% -$101K
GLNG icon
2379
Golar LNG
GLNG
$5B
$1.26M ﹤0.01%
208,504
-6,802
-3% -$60.8K
SYBT icon
2380
Stock Yards Bancorp
SYBT
$2.64B
$1.26M ﹤0.01%
37,008
+1,706
+5% +$68.1K
TPC
2381
Tutor Perini Cor
TPC
$4.41B
$1.26M ﹤0.01%
113,176
-31,478
-22% -$386K
RMT
2382
Royce Micro-Cap Trust
RMT
$733M
$1.26M ﹤0.01%
163,962
+35,172
+27% +$273K
MVF
2383
DELISTED
BlackRock MuniVest Fund
MVF
$1.26M ﹤0.01%
144,721
+44,434
+44% +$388K
ARR
2384
Armour Residential REIT
ARR
$2.33B
$1.25M ﹤0.01%
26,371
+10,363
+65% +$494K
LCI
2385
DELISTED
Lannett Company, Inc.
LCI
$1.25M ﹤0.01%
51,305
-3,524
-6% -$83.5K
CET
2386
Central Securities Corp
CET
$1.58B
$1.25M ﹤0.01%
43,086
-1,449
-3% -$42.3K
PING
2387
DELISTED
Ping Identity Holding Corp.
PING
$1.25M ﹤0.01%
39,939
+9,208
+30% +$302K
MIME
2388
DELISTED
Mimecast Limited
MIME
$1.25M ﹤0.01%
26,566
-1,020
-4% -$46.3K
UPWK icon
2389
Upwork
UPWK
$1.13B
$1.24M ﹤0.01%
71,211
-159,595
-69% -$2.39M
UTZ icon
2390
Utz Brands
UTZ
$1.25B
$1.24M ﹤0.01%
+69,209
New +$1.05M
TBRG
2391
DELISTED
TruBridge
TBRG
$1.24M ﹤0.01%
44,761
+3,953
+10% +$104K
HLIO icon
2392
Helios Technologies
HLIO
$2.57B
$1.23M ﹤0.01%
33,899
+139
+0.4% +$5.39K
MWA icon
2393
Mueller Water Products
MWA
$3.95B
$1.23M ﹤0.01%
118,270
+7,816
+7% +$81.5K
LNTH icon
2394
Lantheus
LNTH
$6.49B
$1.23M ﹤0.01%
96,769
-28,717
-23% -$394K
DCPH
2395
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.23M ﹤0.01%
23,893
-5,136
-18% -$252K
MMYT icon
2396
MakeMyTrip
MMYT
$5.36B
$1.22M ﹤0.01%
79,498
-13,974
-15% -$222K
SBSI icon
2397
Southside Bancshares
SBSI
$967M
$1.22M ﹤0.01%
49,971
-747
-1% -$20.2K
OSW icon
2398
OneSpaWorld
OSW
$2.61B
$1.22M ﹤0.01%
187,561
+8,588
+5% +$52.2K
CSW
2399
CSW Industrials
CSW
$5.2B
$1.22M ﹤0.01%
15,755
+1,290
+9% +$93.5K
HBNC icon
2400
Horizon Bancorp
HBNC
$1.04B
$1.21M ﹤0.01%
119,970
+15,529
+15% +$161K
94 95
96
97 98

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.