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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
ADT icon
2351
ADT
ADT
$5.58B
$1.33M ﹤0.01%
162,307
+4,624
+3% +$45K
ADTN icon
2352
Adtran
ADTN
$689M
$1.32M ﹤0.01%
129,188
+194
+0.2% +$2.2K
MMI icon
2353
Marcus & Millichap
MMI
$1.16B
$1.32M ﹤0.01%
47,894
+1,714
+4% +$47.6K
OIS icon
2354
Oil States International
OIS
$489M
$1.32M ﹤0.01%
482,604
-21,190
-4% -$92K
PLOW icon
2355
Douglas Dynamics
PLOW
$1.02B
$1.32M ﹤0.01%
38,527
-938
-2% -$34.6K
HEFA icon
2356
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.5B
$1.32M ﹤0.01%
47,775
-1,367
-3% -$37.9K
SRCE icon
2357
1st Source
SRCE
$2.16B
$1.31M ﹤0.01%
42,617
-2,270
-5% -$76.5K
FIT
2358
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.31M ﹤0.01%
188,268
-29,271
-13% -$190K
CASH icon
2359
Pathward Financial
CASH
$1.86B
$1.31M ﹤0.01%
68,132
+32,292
+90% +$610K
DHT icon
2360
DHT Holdings
DHT
$2.99B
$1.31M ﹤0.01%
253,495
-9,435
-4% -$52.1K
ARCC icon
2361
Ares Capital
ARCC
$13.5B
$1.31M ﹤0.01%
93,673
+467
+0.5% +$6.64K
AD
2362
Array Digital Infrastructure
AD
$3.01B
$1.3M ﹤0.01%
44,051
-100
-0.2% -$3.28K
CAC icon
2363
Camden National
CAC
$978M
$1.3M ﹤0.01%
43,008
-944
-2% -$30.6K
EDD
2364
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$376M
$1.3M ﹤0.01%
233,884
+58,050
+33% +$335K
COHU icon
2365
Cohu
COHU
$2.26B
$1.3M ﹤0.01%
75,593
-1,074
-1% -$18.8K
ENDP
2366
DELISTED
Endo International plc
ENDP
$1.3M ﹤0.01%
392,829
+1,552
+0.4% +$4.98K
HTBK
2367
DELISTED
Heritage Commerce
HTBK
$1.29M ﹤0.01%
193,899
-17,990
-8% -$124K
VTV icon
2368
Vanguard Morningstar Value ETF
VTV
$188B
$1.29M ﹤0.01%
12,316
+691
+6% +$72.4K
ABR icon
2369
Arbor Realty Trust
ABR
$964M
$1.29M ﹤0.01%
112,075
+8,752
+8% +$91.7K
ANDE icon
2370
Andersons Inc
ANDE
$2.41B
$1.28M ﹤0.01%
66,832
+18,361
+38% +$302K
CERS icon
2371
Cerus
CERS
$433M
$1.27M ﹤0.01%
203,715
-51,002
-20% -$338K
IVE icon
2372
iShares S&P 500 Value ETF
IVE
$49B
$1.27M ﹤0.01%
11,324
-3,377
-23% -$383K
SPCE icon
2373
Virgin Galactic
SPCE
$328M
$1.27M ﹤0.01%
3,305
+1,379
+72% +$523K
IMVT icon
2374
Immunovant
IMVT
$7.93B
$1.27M ﹤0.01%
+36,085
New +$1.09M
ENVA icon
2375
Enova International
ENVA
$6.33B
$1.27M ﹤0.01%
77,372
-1,041
-1% -$16.7K
93 94
95
96 97

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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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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.