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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
NIO icon
1401
NIO
NIO
$12.2B
$6.55M ﹤0.01%
308,818
-48,832
-14% -$752K
RLI icon
1402
RLI Corp
RLI
$5.63B
$6.55M ﹤0.01%
156,350
+166
+0.1% +$7.28K
RBC icon
1403
RBC Bearings
RBC
$17.5B
$6.52M ﹤0.01%
53,762
-3,430
-6% -$440K
HL icon
1404
Hecla Mining
HL
$9.58B
$6.5M ﹤0.01%
1,278,868
-38,096
-3% -$201K
PGRE
1405
DELISTED
Paramount Group
PGRE
$6.48M ﹤0.01%
914,719
+385,532
+73% +$2.81M
RCI icon
1406
Rogers Communications
RCI
$18.4B
$6.47M ﹤0.01%
163,254
-36,746
-18% -$1.51M
UNIT
1407
Uniti Group
UNIT
$2.36B
$6.47M ﹤0.01%
613,975
+58,420
+11% +$566K
WTS icon
1408
Watts Water Technologies
WTS
$11.6B
$6.47M ﹤0.01%
64,568
-15,167
-19% -$1.39M
UPBD icon
1409
Upbound Group
UPBD
$1.12B
$6.46M ﹤0.01%
216,047
+17,200
+9% +$509K
LMNX
1410
DELISTED
Luminex Corp
LMNX
$6.46M ﹤0.01%
245,961
-22,662
-8% -$695K
WERN icon
1411
Werner Enterprises
WERN
$2.27B
$6.45M ﹤0.01%
153,666
-6,828
-4% -$302K
RPAI
1412
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$6.45M ﹤0.01%
1,110,459
+167,818
+18% +$1.08M
SIX
1413
DELISTED
Six Flags Entertainment Corp.
SIX
$6.45M ﹤0.01%
317,746
-345,300
-52% -$7.1M
DY icon
1414
Dycom Industries
DY
$12.1B
$6.42M ﹤0.01%
121,649
+20,219
+20% +$980K
TCO
1415
DELISTED
Taubman Centers Inc.
TCO
$6.42M ﹤0.01%
193,011
-13,666
-7% -$510K
ABEV icon
1416
Ambev
ABEV
$48.1B
$6.42M ﹤0.01%
2,840,954
-523,987
-16% -$1.31M
EHI
1417
Western Asset Global High Income Fund
EHI
$175M
$6.42M ﹤0.01%
665,455
-104,618
-14% -$1.02M
MATX icon
1418
Matsons
MATX
$6.15B
$6.41M ﹤0.01%
159,996
+33,919
+27% +$1.28M
HOPE icon
1419
Hope Bancorp
HOPE
$1.79B
$6.4M ﹤0.01%
844,188
-110,757
-12% -$926K
ROIC
1420
DELISTED
Retail Opportunity Investments Corp.
ROIC
$6.4M ﹤0.01%
614,237
-21,372
-3% -$234K
BLKB icon
1421
Blackbaud
BLKB
$1.92B
$6.38M ﹤0.01%
114,371
-85
-0.1% -$5.09K
PRSP
1422
DELISTED
Perspecta Inc. Common Stock
PRSP
$6.38M ﹤0.01%
328,198
+4,123
+1% +$87K
VAC icon
1423
Marriott Vacations Worldwide
VAC
$3.37B
$6.37M ﹤0.01%
70,164
-4,585
-6% -$416K
BYM
1424
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$6.37M ﹤0.01%
447,246
-9,915
-2% -$141K
MTOR
1425
DELISTED
MERITOR, Inc.
MTOR
$6.37M ﹤0.01%
304,126
+5,453
+2% +$123K
55 56
57
58 59

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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.