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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
BRBR icon
3051
BellRing Brands
BRBR
$1.55B
$255K ﹤0.01%
+12,277
New +$242K
RMBI icon
3052
Richmond Mutual Bancorp
RMBI
$249M
$255K ﹤0.01%
24,144
+537
+2% +$6.02K
RVI
3053
DELISTED
Retail Value Inc. Common Shares
RVI
$255K ﹤0.01%
221,342
-87,264
-28% -$101K
RIGL icon
3054
Rigel Pharmaceuticals
RIGL
$723M
$254K ﹤0.01%
10,586
-1,031
-9% -$25.3K
RDI icon
3055
Reading International Class A
RDI
$32.5M
$251K ﹤0.01%
77,989
-38,686
-33% -$157K
LSAK icon
3056
Lesaka Technologies
LSAK
$384M
$250K ﹤0.01%
74,083
+30,266
+69% +$97.2K
NWPX icon
3057
NWPX Infrastructure Inc
NWPX
$1.19B
$250K ﹤0.01%
+9,441
New +$250K
ZEUS
3058
DELISTED
Olympic Steel
ZEUS
$250K ﹤0.01%
22,013
+2,742
+14% +$30.4K
CCF
3059
DELISTED
Chase Corporation
CCF
$250K ﹤0.01%
2,616
+98
+4% +$9.96K
QUAL icon
3060
iShares MSCI USA Quality Factor ETF
QUAL
$45.7B
$249K ﹤0.01%
+2,402
New +$246K
FBMS
3061
DELISTED
The First Bancshares, Inc.
FBMS
$249K ﹤0.01%
+11,874
New +$252K
AOR icon
3062
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.61B
$248K ﹤0.01%
5,115
-2,506
-33% -$121K
QURE icon
3063
uniQure
QURE
$2.78B
$246K ﹤0.01%
+6,685
New +$274K
BNED icon
3064
Barnes & Noble Education
BNED
$435M
$245K ﹤0.01%
950
+450
+90% +$101K
TCX icon
3065
Tucows
TCX
$104M
$245K ﹤0.01%
3,550
+56
+2% +$3.62K
FDIS icon
3066
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.63B
$243K ﹤0.01%
+3,920
New +$233K
LYRA
3067
DELISTED
LYRA THERAPEUTICS INC
LYRA
$243K ﹤0.01%
434
+192
+79% +$119K
CSTR
3068
DELISTED
CapStar Financial Holdings, Inc
CSTR
$243K ﹤0.01%
24,738
+1,800
+8% +$19K
LQD icon
3069
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$241K ﹤0.01%
1,791
-146,980
-99% -$20M
NGS icon
3070
Natural Gas Services Group
NGS
$457M
$240K ﹤0.01%
28,433
-613
-2% -$4.64K
SNOW icon
3071
Snowflake
SNOW
$98.1B
$239K ﹤0.01%
+952
New +$227K
NEX
3072
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$239K ﹤0.01%
129,131
+15,979
+14% +$38.7K
IDT icon
3073
IDT Corp
IDT
$1.67B
$238K ﹤0.01%
36,144
-7,070
-16% -$46.7K
RJET
3074
Republic Airways Holdings
RJET
$845M
$238K ﹤0.01%
5,390
+2,039
+61% +$104K
OBK icon
3075
Origin Bancorp
OBK
$1.7B
$238K ﹤0.01%
11,127
-161
-1% -$3.6K
121 122
123
124 125

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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.