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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
RNET
2726
DELISTED
RigNet, Inc.
RNET
$803K ﹤0.01%
136,347
– –
GTS
2727
DELISTED
Triple-S Management Corporation
GTS
$796K ﹤0.01%
37,278
+351
+1% +$7.5K
EFSC icon
2728
Enterprise Financial Services Corp
EFSC
$2.4B
$795K ﹤0.01%
22,742
+2,893
+15% +$94.6K
GLDD
2729
DELISTED
Great Lakes Dredge & Dock
GLDD
$795K ﹤0.01%
60,372
+4,429
+8% +$49.6K
JOUT icon
2730
Johnson Outdoors
JOUT
$491M
$792K ﹤0.01%
7,031
-374
-5% -$34K
TVRD
2731
Tvardi Therapeutics
TVRD
$19.7M
$789K ﹤0.01%
1,449
-892
-38% -$468K
PRPL icon
2732
Purple Innovation
PRPL
$35.3M
$786K ﹤0.01%
955
-247
-21% -$180K
CAI
2733
DELISTED
CAI International, Inc.
CAI
$786K ﹤0.01%
25,157
-2,555
-9% -$77.6K
NVEE
2734
DELISTED
NV5 Global
NVEE
$785K ﹤0.01%
+39,852
New +$670K
BMTC
2735
DELISTED
Bryn Mawr Bank Corp
BMTC
$785K ﹤0.01%
25,672
+1,869
+8% +$54.6K
HOFT icon
2736
Hooker Furnishings Corp
HOFT
$150M
$779K ﹤0.01%
24,151
-194
-0.8% -$5.88K
CSTE icon
2737
Caesarstone
CSTE
$72.3M
$777K ﹤0.01%
60,252
-224
-0.4% -$2.56K
FFH
2738
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$776K ﹤0.01%
2,277
+691
+44% +$235K
IBB icon
2739
iShares Biotechnology ETF
IBB
$9.34B
$775K ﹤0.01%
5,113
-586
-10% -$83.7K
LAND
2740
Gladstone Land Corp
LAND
$350M
$775K ﹤0.01%
52,957
-7,192
-12% -$105K
FFWM
2741
DELISTED
First Foundation Inc
FFWM
$774K ﹤0.01%
38,695
+547
+1% +$9.32K
VNOM icon
2742
Viper Energy
VNOM
$8.71B
$773K ﹤0.01%
66,485
+4,157
+7% +$40.4K
SRG
2743
Seritage Growth Properties
SRG
$136M
$770K ﹤0.01%
52,432
-6,053
-10% -$89.5K
CEA
2744
DELISTED
China Eastern Airlines
CEA
$767K ﹤0.01%
35,638
-9,135
-20% -$201K
WLL
2745
DELISTED
Whiting Petroleum Corporation
WLL
$767K ﹤0.01%
+30,661
New +$615K
SFE
2746
DELISTED
Safeguard Scientifics, Inc.
SFE
$765K ﹤0.01%
119,899
+61,106
+104% +$381K
LMB icon
2747
Limbach Holdings
LMB
$855M
$764K ﹤0.01%
+61,957
New +$665K
RCUS icon
2748
Arcus Biosciences
RCUS
$3.55B
$761K ﹤0.01%
29,310
+7,973
+37% +$193K
ORC
2749
Orchid Island Capital
ORC
$1.3B
$759K ﹤0.01%
29,074
+233
+0.8% +$6.18K
VTOL icon
2750
Bristow Group
VTOL
$1.34B
$759K ﹤0.01%
28,820
-3
-0% -$73
108 109
110
111 112

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MCM
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PSUF
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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.