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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
+14.84%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$160B
AUM Growth
+$20.9B
Cap. Flow
+$1.94B
Cap. Flow %
1.21%
Top 10 Hldgs %
20.55%
Holding
4,099
New
177
Increased
2,141
Reduced
1,642
Closed
111

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$410M
2
UL icon
Unilever
UL
+$185M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$146M
4
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$72.7M
5
CVX icon
Chevron
CVX
+$67.9M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$776M
2
UN
Unilever NV New York Registry Shares
UN
+$168M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$162M
4
AAPL icon
Apple
AAPL
+$123M
5
T icon
AT&T
T
+$111M

Sector Composition

Rank Sector Weight
1 Technology 21.14%
2 Healthcare 11.93%
3 Financials 11.85%
4 Consumer Discretionary 10.16%
5 Communication Services 7.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UPLD icon
2501
Upland Software
UPLD
$12.8M
$1.32M ﹤0.01%
2,886
-25
-0.9% -$11K
IWS icon
2502
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.32M ﹤0.01%
13,636
+1,928
+16% +$174K
HAFC icon
2503
Hanmi Financial
HAFC
$945M
$1.32M ﹤0.01%
116,225
-2,087
-2% -$20.9K
ALBO
2504
DELISTED
Albireo Pharma Inc
ALBO
$1.31M ﹤0.01%
34,909
-9,408
-21% -$342K
HLX icon
2505
Helix Energy Solutions
HLX
$1.4B
$1.31M ﹤0.01%
311,498
+640
+0.2% +$2.14K
BATRK icon
2506
Atlanta Braves Holdings Series B
BATRK
$3.26B
$1.3M ﹤0.01%
52,315
-1,469
-3% -$34.6K
GPRE icon
2507
Green Plains
GPRE
$1.18B
$1.29M ﹤0.01%
98,044
-11,312
-10% -$172K
SPOK icon
2508
Spok Holdings
SPOK
$228M
$1.29M ﹤0.01%
115,629
-4,495
-4% -$44.4K
ESGR
2509
DELISTED
Enstar Group
ESGR
$1.28M ﹤0.01%
6,270
-367
-6% -$69.2K
FRST icon
2510
Primis Financial Corp
FRST
$399M
$1.28M ﹤0.01%
106,031
+10,631
+11% +$115K
OSBC icon
2511
Old Second Bancorp
OSBC
$1.29B
$1.28M ﹤0.01%
126,464
+768
+0.6% +$7.29K
XIFR
2512
XPLR Infrastructure LP
XIFR
$1.12B
$1.28M ﹤0.01%
19,051
+5,215
+38% +$336K
HSTM icon
2513
HealthStream
HSTM
$819M
$1.27M ﹤0.01%
58,230
-38,011
-39% -$764K
PAE
2514
DELISTED
PAE Incorporated Class A Common Stock
PAE
$1.27M ﹤0.01%
138,089
+29,718
+27% +$275K
SMP icon
2515
Standard Motor Products
SMP
$851M
$1.26M ﹤0.01%
31,275
-2,457
-7% -$115K
EVH icon
2516
Evolent Health
EVH
$348M
$1.26M ﹤0.01%
78,795
-46,238
-37% -$611K
DHIL
2517
DELISTED
Diamond Hill
DHIL
$1.25M ﹤0.01%
8,406
+105
+1% +$15.3K
IWP icon
2518
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$1.25M ﹤0.01%
12,229
+823
+7% +$78.3K
AXGN icon
2519
Axogen
AXGN
$2.27B
$1.25M ﹤0.01%
69,984
+350
+0.5% +$5.14K
TRTX
2520
TPG RE Finance Trust
TRTX
$612M
$1.25M ﹤0.01%
117,953
-8,607
-7% -$81.5K
INFN
2521
DELISTED
Infinera Corporation Common Stock
INFN
$1.25M ﹤0.01%
119,472
-18,086
-13% -$143K
ABTX
2522
DELISTED
Allegiance Bancshares
ABTX
$1.25M ﹤0.01%
36,663
+2,515
+7% +$76.3K
PDFS icon
2523
PDF Solutions
PDFS
$1.93B
$1.25M ﹤0.01%
57,865
-658
-1% -$13.8K
TBRG
2524
DELISTED
TruBridge
TBRG
$1.25M ﹤0.01%
46,555
+1,794
+4% +$50.6K
CMO
2525
DELISTED
Capstead Mortgage Corp.
CMO
$1.25M ﹤0.01%
214,631
-71,997
-25% -$411K
99 100
101
102 103

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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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Parametric Portfolio Associates's Q4 2020 Portfolio in Review

As of Q4 2020, Parametric Portfolio Associates held 4,099 positions worth $160B, up 15% from $139B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Parametric Portfolio Associates's Q4 2020 filing shows 177 new, 2,141 increased, 1,642 reduced and 111 closed positions. Its largest new stake was Vanguard Long-Term Corporate Bond ETF: 279,909 shares worth $31.1M. The largest sale was Vanguard S&P 500 ETF, an estimated $776M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, down from 21% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q4 2020 buy was Vanguard Long-Term Corporate Bond ETF: 279,909 shares worth $31.1M.
  • Parametric Portfolio Associates added most to Tesla in Q4 2020, an estimated $410M increase.
  • Parametric Portfolio Associates's biggest Q4 2020 reduction was Vanguard S&P 500 ETF, cutting an estimated $776M.
  • Parametric Portfolio Associates fully exited Unilever NV New York Registry Shares in Q4 2020, selling an estimated $168M.
  • Parametric Portfolio Associates's ten largest holdings make up 21% of its $160B portfolio in Q4 2020.
  • Parametric Portfolio Associates opened 177 new positions and closed 111 in Q4 2020.
  • Parametric Portfolio Associates's portfolio value rose 15% quarter-over-quarter to $160B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2020, filed 12 Feb 2021.