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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
WMG icon
2601
Warner Music
WMG
$13.5B
$1.06M ﹤0.01%
27,853
+14,225
+104% +$434K
KURA icon
2602
Kura Oncology
KURA
$800M
$1.05M ﹤0.01%
32,139
-32,660
-50% -$1.15M
PRTS icon
2603
CarParts.com
PRTS
$43.7M
$1.05M ﹤0.01%
8,470
-21,219
-71% -$2.74M
IVE icon
2604
iShares S&P 500 Value ETF
IVE
$49B
$1.05M ﹤0.01%
8,183
-3,141
-28% -$380K
IQ icon
2605
iQIYI
IQ
$1.23B
$1.05M ﹤0.01%
59,924
-6,056
-9% -$137K
DXPE icon
2606
DXP Enterprises
DXPE
$2.43B
$1.04M ﹤0.01%
46,963
-6,512
-12% -$132K
ARTNA icon
2607
Artesian Resources
ARTNA
$355M
$1.04M ﹤0.01%
28,070
+2,043
+8% +$75.9K
DCOM icon
2608
Dime Commercial Bancshares
DCOM
$1.8B
$1.04M ﹤0.01%
42,991
-2,831
-6% -$61.2K
LDP icon
2609
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$1.04M ﹤0.01%
39,114
-2,718
-6% -$66.8K
FF icon
2610
Future Fuel
FF
$217M
$1.04M ﹤0.01%
81,590
-5,628
-6% -$68K
DNOW icon
2611
DNOW Inc
DNOW
$2.58B
$1.03M ﹤0.01%
143,763
-11,064
-7% -$62.2K
BRY
2612
DELISTED
Berry Corp
BRY
$1.03M ﹤0.01%
279,433
-19,768
-7% -$68.3K
RGP icon
2613
Resources Connection
RGP
$151M
$1.03M ﹤0.01%
81,738
+4,236
+5% +$50.9K
SEI
2614
Solaris Energy Infrastructure
SEI
$3.15B
$1.03M ﹤0.01%
126,167
-9,129
-7% -$65.2K
WPF.U
2615
DELISTED
Foley Trasimene Acquisition Corp.
WPF.U
$1.02M ﹤0.01%
85,955
+9,455
+12% +$104K
FOSL icon
2616
Fossil Group
FOSL
$293M
$1.02M ﹤0.01%
117,736
-53,652
-31% -$451K
EWT icon
2617
iShares MSCI Taiwan ETF
EWT
$9.86B
$1.02M ﹤0.01%
19,210
-3,831
-17% -$187K
FTS icon
2618
Fortis
FTS
$29B
$1.01M ﹤0.01%
24,834
-1,887
-7% -$77.5K
KALA icon
2619
KALA BIO
KALA
$14.1M
$1.01M ﹤0.01%
60
– –
HNGR
2620
DELISTED
Hanger Inc.
HNGR
$1.01M ﹤0.01%
45,991
-5,813
-11% -$119K
WIFI
2621
DELISTED
Boingo Wireless, Inc.
WIFI
$1.01M ﹤0.01%
79,450
-58,108
-42% -$686K
MG icon
2622
Mistras Group
MG
$484M
$1.01M ﹤0.01%
130,148
-17,292
-12% -$90.1K
ANAB icon
2623
AnaptysBio
ANAB
$1.58B
$1.01M ﹤0.01%
46,935
+9,647
+26% +$234K
LUNG icon
2624
Pulmonx
LUNG
$68.8M
$1.01M ﹤0.01%
+14,622
New +$716K
BV icon
2625
BrightView Holdings
BV
$1.22B
$1.01M ﹤0.01%
66,574
-8,004
-11% -$110K
103 104
105
106 107

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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 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.