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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
KL
2001
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$2.56M ﹤0.01%
52,581
-28,339
-35% -$1.42M
ADSW
2002
DELISTED
Advanced Disposal Services Inc
ADSW
$2.56M ﹤0.01%
84,764
-1,424
-2% -$42.9K
AMCX icon
2003
AMC Global Media
AMCX
$492M
$2.56M ﹤0.01%
103,542
+7,796
+8% +$187K
GBT
2004
DELISTED
Global Blood Therapeutics, Inc.
GBT
$2.55M ﹤0.01%
46,288
-20,320
-31% -$1.29M
ORA icon
2005
Ormat Technologies
ORA
$6B
$2.54M ﹤0.01%
42,952
-577
-1% -$34.8K
DIA icon
2006
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$2.54M ﹤0.01%
9,140
+1,528
+20% +$417K
TEI
2007
Templeton Emerging Markets Income Fund
TEI
$314M
$2.54M ﹤0.01%
342,288
+37,357
+12% +$285K
AVNS
2008
DELISTED
Avanos Medical
AVNS
$2.53M ﹤0.01%
76,151
+1,976
+3% +$63.1K
PETS icon
2009
PetMed Express
PETS
$41.7M
$2.53M ﹤0.01%
79,941
-11,633
-13% -$385K
ZG icon
2010
Zillow
ZG
$7.94B
$2.52M ﹤0.01%
24,837
+1,966
+9% +$153K
MCHB
2011
Mechanics Bancorp
MCHB
$3.72B
$2.52M ﹤0.01%
97,793
+30,196
+45% +$793K
RWT
2012
Redwood Trust
RWT
$574M
$2.52M ﹤0.01%
334,728
+35,831
+12% +$253K
OXM icon
2013
Oxford Industries
OXM
$566M
$2.52M ﹤0.01%
62,344
-538
-0.9% -$24.2K
MMU
2014
Western Asset Managed Municipals Fund
MMU
$548M
$2.51M ﹤0.01%
206,241
+75,477
+58% +$934K
PS
2015
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$2.51M ﹤0.01%
146,647
-232,835
-61% -$4.46M
CHCO icon
2016
City Holding Co
CHCO
$2.05B
$2.51M ﹤0.01%
43,575
+5,775
+15% +$361K
UVSP icon
2017
Univest Financial
UVSP
$1.22B
$2.49M ﹤0.01%
173,537
+21,653
+14% +$337K
AMJ
2018
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.49M ﹤0.01%
231,108
+33,725
+17% +$424K
PRIM icon
2019
Primoris Services
PRIM
$4.58B
$2.49M ﹤0.01%
137,928
+109,286
+382% +$1.93M
BRSP
2020
BrightSpire Capital
BRSP
$634M
$2.49M ﹤0.01%
506,414
+71,307
+16% +$429K
MAGN
2021
Magnera Corp
MAGN
$472M
$2.48M ﹤0.01%
13,870
+492
+4% +$98.3K
EIG icon
2022
Employers Holdings
EIG
$908M
$2.48M ﹤0.01%
81,944
+16,783
+26% +$531K
DX
2023
Dynex Capital
DX
$3.15B
$2.48M ﹤0.01%
162,856
+13,218
+9% +$202K
VIV icon
2024
Telefônica Brasil
VIV
$20.6B
$2.48M ﹤0.01%
322,937
-106,532
-25% -$965K
AQN icon
2025
Algonquin Power & Utilities
AQN
$4.49B
$2.47M ﹤0.01%
169,587
-2,972
-2% -$40.8K
79 80
81
82 83

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.