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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
ATEX icon
2751
Anterix
ATEX
$1.81B
$755K ﹤0.01%
20,086
-7,015
-26% -$231K
TW icon
2752
Tradeweb Markets
TW
$21.4B
$754K ﹤0.01%
12,076
+2,514
+26% +$152K
FDT icon
2753
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
$751K ﹤0.01%
13,287
+147
+1% +$7.82K
SRNE
2754
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$748K ﹤0.01%
109,557
+57,213
+109% +$460K
EMBJ
2755
Embraer S.A. ADS
EMBJ
$12.2B
$746K ﹤0.01%
109,593
-45,098
-29% -$256K
SILK
2756
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$746K ﹤0.01%
11,846
-29,797
-72% -$1.85M
VLGEA icon
2757
Village Super Market
VLGEA
$651M
$741K ﹤0.01%
33,590
-1,372
-4% -$31.9K
RTL
2758
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$737K ﹤0.01%
99,172
-13,254
-12% -$93.3K
AFYA icon
2759
Afya
AFYA
$1.31B
$732K ﹤0.01%
28,914
– –
XLP icon
2760
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$732K ﹤0.01%
10,859
-318
-3% -$21K
FBM
2761
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$732K ﹤0.01%
38,095
-32,756
-46% -$577K
LOB icon
2762
Live Oak Bancshares
LOB
$1.98B
$728K ﹤0.01%
15,337
-239
-2% -$9.58K
AKBA icon
2763
Akebia Therapeutics
AKBA
$354M
$726K ﹤0.01%
259,140
+199,283
+333% +$582K
PRTA icon
2764
Prothena Corp
PRTA
$425M
$723K ﹤0.01%
60,184
-31,875
-35% -$377K
MOV icon
2765
Movado Group
MOV
$849M
$719K ﹤0.01%
43,246
+12,651
+41% +$181K
FNDE icon
2766
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.72B
$712K ﹤0.01%
25,202
-434
-2% -$11.3K
TITN icon
2767
Titan Machinery
TITN
$396M
$709K ﹤0.01%
+36,248
New +$622K
GFL icon
2768
GFL Environmental
GFL
$14.9B
$706K ﹤0.01%
24,184
+42
+0.2% +$1.03K
PETQ
2769
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$704K ﹤0.01%
18,312
-5,676
-24% -$176K
EFC
2770
Ellington Financial
EFC
$1.67B
$700K ﹤0.01%
47,156
+360
+0.8% +$5.01K
DAKT icon
2771
Daktronics
DAKT
$955M
$697K ﹤0.01%
148,940
-24,873
-14% -$109K
RRGB icon
2772
Red Robin
RRGB
$145M
$697K ﹤0.01%
36,263
-4,522
-11% -$75.8K
VERI icon
2773
Veritone
VERI
$101M
$696K ﹤0.01%
24,448
+2,083
+9% +$36K
EZPW icon
2774
Ezcorp Inc
EZPW
$1.83B
$693K ﹤0.01%
144,779
-29,550
-17% -$148K
CHY
2775
Calamos Convertible and High Income Fund
CHY
$1.01B
$690K ﹤0.01%
+48,343
New +$630K
109 110
111
112 113

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.