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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
FFIN icon
1526
First Financial Bankshares
FFIN
$5.04B
$5.54M ﹤0.01%
198,678
+8,525
+4% +$253K
PSB
1527
DELISTED
PS Business Parks, Inc.
PSB
$5.53M ﹤0.01%
45,153
-3,360
-7% -$434K
SPGM icon
1528
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.72B
$5.51M ﹤0.01%
127,286
+2,319
+2% +$99K
LFC
1529
DELISTED
China Life Insurance Company Ltd.
LFC
$5.51M ﹤0.01%
486,569
-67,370
-12% -$806K
COLD icon
1530
Americold
COLD
$4.02B
$5.5M ﹤0.01%
153,712
-5,975
-4% -$226K
MEOH icon
1531
Methanex
MEOH
$4.3B
$5.49M ﹤0.01%
225,131
-71,581
-24% -$1.52M
SPB icon
1532
Spectrum Brands
SPB
$2.04B
$5.49M ﹤0.01%
96,093
-15,965
-14% -$875K
LPX icon
1533
Louisiana-Pacific
LPX
$5.06B
$5.49M ﹤0.01%
186,024
-201,706
-52% -$6.19M
JGH icon
1534
Nuveen Global High Income Fund
JGH
$352M
$5.47M ﹤0.01%
404,619
-8,302
-2% -$115K
NVRO
1535
DELISTED
NEVRO CORP.
NVRO
$5.47M ﹤0.01%
39,274
-145
-0.4% -$19.4K
PDCE
1536
DELISTED
PDC Energy, Inc.
PDCE
$5.47M ﹤0.01%
441,223
+26,911
+6% +$383K
XLRN
1537
DELISTED
Acceleron Pharma
XLRN
$5.43M ﹤0.01%
48,222
-1,160
-2% -$115K
CHCT
1538
Community Healthcare Trust
CHCT
$523M
$5.42M ﹤0.01%
115,892
+2,876
+3% +$132K
JOYY
1539
JOYY Inc
JOYY
$3.71B
$5.42M ﹤0.01%
67,146
+1,359
+2% +$111K
CWT icon
1540
California Water Service
CWT
$3B
$5.4M ﹤0.01%
124,292
-23,515
-16% -$1.09M
FIZZ icon
1541
National Beverage
FIZZ
$2.96B
$5.4M ﹤0.01%
158,792
+19,320
+14% +$676K
DAY
1542
DELISTED
Dayforce
DAY
$5.37M ﹤0.01%
64,956
+6,005
+10% +$470K
HMN icon
1543
Horace Mann Educators
HMN
$2.1B
$5.36M ﹤0.01%
160,528
-3,280
-2% -$122K
ESRT icon
1544
Empire State Realty Trust
ESRT
$872M
$5.34M ﹤0.01%
872,674
+606,215
+228% +$3.93M
BHK icon
1545
BlackRock Core Bond Trust
BHK
$643M
$5.34M ﹤0.01%
340,714
-109,631
-24% -$1.73M
ACHC icon
1546
Acadia Healthcare
ACHC
$2.76B
$5.33M ﹤0.01%
180,807
+23,271
+15% +$676K
BPMC
1547
DELISTED
Blueprint Medicines
BPMC
$5.32M ﹤0.01%
57,416
+1,464
+3% +$113K
HOMB icon
1548
Home BancShares
HOMB
$6.23B
$5.32M ﹤0.01%
350,927
-38,412
-10% -$618K
COKE icon
1549
Coca-Cola Consolidated
COKE
$12.5B
$5.31M ﹤0.01%
220,800
+1,280
+0.6% +$32.1K
MTDR icon
1550
Matador Resources
MTDR
$6.2B
$5.3M ﹤0.01%
642,306
+86,390
+16% +$774K
60 61
62
63 64

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MCM
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PSUF
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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.