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
OSG
2451
Octave Specialty Group
OSG
$243M
$1.11M ﹤0.01%
86,858
-28,425
-25% -$366K
OPK icon
2452
Opko Health
OPK
$985M
$1.11M ﹤0.01%
300,479
+31,229
+12% +$132K
NFBK
2453
DELISTED
Northfield Bancorp
NFBK
$1.11M ﹤0.01%
121,511
+21,514
+22% +$211K
DRRX
2454
DELISTED
DURECT Corp
DRRX
$1.11M ﹤0.01%
64,718
-7,735
-11% -$155K
BRKL
2455
DELISTED
Brookline Bancorp
BRKL
$1.11M ﹤0.01%
127,957
-21,508
-14% -$204K
FRO icon
2456
Frontline
FRO
$8.76B
$1.1M ﹤0.01%
170,004
+10,912
+7% +$83.6K
CATM
2457
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$1.1M ﹤0.01%
55,797
-18,240
-25% -$398K
BBIO icon
2458
BridgeBio Pharma
BBIO
$15.7B
$1.1M ﹤0.01%
29,366
-667
-2% -$21K
ALTA
2459
DELISTED
Altabancorp
ALTA
$1.1M ﹤0.01%
54,721
+30,362
+125% +$618K
SHYF
2460
DELISTED
The Shyft Group
SHYF
$1.1M ﹤0.01%
58,285
-67,453
-54% -$1.26M
KOD icon
2461
Kodiak Sciences
KOD
$2.6B
$1.1M ﹤0.01%
18,544
+393
+2% +$19.7K
OPP
2462
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.1M ﹤0.01%
81,023
+27,975
+53% +$391K
UPLD icon
2463
Upland Software
UPLD
$12.8M
$1.1M ﹤0.01%
2,911
-307
-10% -$111K
RPT
2464
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.1M ﹤0.01%
201,757
-13,915
-6% -$85.4K
VMO icon
2465
Invesco Municipal Opportunity Trust
VMO
$651M
$1.1M ﹤0.01%
89,774
-2,123
-2% -$26.2K
PDFS icon
2466
PDF Solutions
PDFS
$1.93B
$1.09M ﹤0.01%
58,523
+2,294
+4% +$47.2K
UEIC icon
2467
Universal Electronics
UEIC
$57.8M
$1.09M ﹤0.01%
28,988
-6,440
-18% -$279K
EYE icon
2468
National Vision
EYE
$1.77B
$1.09M ﹤0.01%
28,577
-210
-0.7% -$7.3K
FTS icon
2469
Fortis
FTS
$29B
$1.09M ﹤0.01%
26,721
-116
-0.4% -$4.63K
CHA
2470
DELISTED
China Telecom Corporation, LTD
CHA
$1.09M ﹤0.01%
36,381
+8,040
+28% +$252K
VSLR
2471
DELISTED
VIVINT SOLAR, INC.
VSLR
$1.09M ﹤0.01%
25,754
-3,416
-12% -$88.1K
DSM
2472
BNY Mellon Strategic Municipal Bond Fund
DSM
$287M
$1.09M ﹤0.01%
149,297
+7,913
+6% +$59.3K
KTOS icon
2473
Kratos Defense & Security Solutions
KTOS
$8.74B
$1.08M ﹤0.01%
56,283
-301
-0.5% -$5.56K
ATEN icon
2474
A10 Networks
ATEN
$2.13B
$1.08M ﹤0.01%
169,761
+8,269
+5% +$63.4K
SUZ icon
2475
Suzano
SUZ
$10.5B
$1.08M ﹤0.01%
132,128
-70,925
-35% -$592K
97 98
99
100 101

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.