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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
CDNA icon
2251
CareDx
CDNA
$2.26B
$1.63M ﹤0.01%
43,066
+3,255
+8% +$110K
PPD
2252
DELISTED
PPD, Inc. Common Stock
PPD
$1.63M ﹤0.01%
44,113
-477
-1% -$15.1K
YELP icon
2253
Yelp
YELP
$1.45B
$1.63M ﹤0.01%
81,127
-32,922
-29% -$750K
OTIC
2254
DELISTED
Otonomy, Inc.
OTIC
$1.63M ﹤0.01%
+402,475
New +$1.52M
SURF
2255
DELISTED
Surface Oncology, Inc. Common Stock
SURF
$1.63M ﹤0.01%
+235,959
New +$1.43M
EVOP
2256
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$1.63M ﹤0.01%
65,495
+16,972
+35% +$427K
AGNT
2257
AGNT Inc
AGNT
$666M
$1.63M ﹤0.01%
+80,576
New +$1.24M
ESPR
2258
DELISTED
Esperion Therapeutics
ESPR
$1.62M ﹤0.01%
43,642
-14,742
-25% -$584K
AAMI
2259
Acadian Asset Management
AAMI
$3.08B
$1.61M ﹤0.01%
125,182
+21,521
+21% +$284K
RKT icon
2260
Rocket Companies
RKT
$36.5B
$1.61M ﹤0.01%
+80,915
New +$1.89M
YORW icon
2261
York Water
YORW
$502M
$1.61M ﹤0.01%
38,131
+753
+2% +$34.5K
CMO
2262
DELISTED
Capstead Mortgage Corp.
CMO
$1.61M ﹤0.01%
286,628
-7,208
-2% -$43K
IWO icon
2263
iShares Russell 2000 Growth ETF
IWO
$14.3B
$1.59M ﹤0.01%
7,181
+383
+6% +$83.8K
USMV icon
2264
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.59M ﹤0.01%
24,916
+14,988
+151% +$951K
AHRT
2265
AH Realty Trust
AHRT
$529M
$1.58M ﹤0.01%
170,808
+15,323
+10% +$151K
EDIT icon
2266
Editas Medicine
EDIT
$396M
$1.58M ﹤0.01%
56,175
+5,436
+11% +$177K
VSAT icon
2267
Viasat
VSAT
$10.6B
$1.57M ﹤0.01%
45,606
-578
-1% -$21.9K
OOMA icon
2268
Ooma
OOMA
$598M
$1.56M ﹤0.01%
119,955
-4,754
-4% -$72.5K
SBCF icon
2269
Seacoast Banking Corp of Florida
SBCF
$3.36B
$1.56M ﹤0.01%
86,575
+2,264
+3% +$43.9K
AGYS icon
2270
Agilysys
AGYS
$2.97B
$1.56M ﹤0.01%
64,449
-4,488
-7% -$100K
ASND icon
2271
Ascendis Pharma A/S
ASND
$16B
$1.56M ﹤0.01%
10,082
+807
+9% +$116K
IVC
2272
DELISTED
Invacare Corporation
IVC
$1.56M ﹤0.01%
206,924
+23,812
+13% +$165K
BEKE icon
2273
KE Holdings
BEKE
$18.7B
$1.55M ﹤0.01%
+25,318
New +$1.26M
EVH icon
2274
Evolent Health
EVH
$348M
$1.55M ﹤0.01%
125,033
+114,500
+1,087% +$1.35M
SCHD icon
2275
Schwab US Dividend Equity ETF
SCHD
$103B
$1.54M ﹤0.01%
83,382
+12,435
+18% +$229K
89 90
91
92 93

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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.