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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
IMXI icon
2776
International Money Express
IMXI
$357M
$688K ﹤0.01%
44,346
+19,946
+82% +$309K
VIE
2777
DELISTED
Viela Bio, Inc. Common Stock
VIE
$686K ﹤0.01%
19,084
+6,412
+51% +$225K
OEF icon
2778
iShares S&P 100 ETF
OEF
$20.1B
$685K ﹤0.01%
3,989
-20
-0.5% -$3.27K
RMM
2779
RiverNorth Managed Duration Municipal Income Fund
RMM
$282M
$684K ﹤0.01%
+38,435
New +$663K
SWBI icon
2780
Smith & Wesson
SWBI
$650M
$682K ﹤0.01%
38,450
-16,800
-30% -$278K
DGII icon
2781
Digi International
DGII
$2.63B
$679K ﹤0.01%
35,942
-450
-1% -$7.71K
ETON icon
2782
Eton Pharmaceutcials
ETON
$1.27B
$679K ﹤0.01%
83,559
-2,181
-3% -$16.8K
PCSB
2783
DELISTED
PCSB Financial Corporation
PCSB
$678K ﹤0.01%
42,515
-131
-0.3% -$1.94K
EIGI
2784
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$677K ﹤0.01%
71,674
-12,583
-15% -$104K
VCEL icon
2785
Vericel Corp
VCEL
$2.35B
$671K ﹤0.01%
21,722
-5,317
-20% -$127K
VRA icon
2786
Vera Bradley
VRA
$97M
$671K ﹤0.01%
84,309
-4,482
-5% -$33.9K
CORR
2787
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$670K ﹤0.01%
97,773
+67,365
+222% +$407K
CNR
2788
DELISTED
Cornerstone Building Brands, Inc.
CNR
$670K ﹤0.01%
72,188
-2,421
-3% -$21.5K
CUTR
2789
DELISTED
Cutera, Inc.
CUTR
$668K ﹤0.01%
27,714
+2,172
+9% +$46.4K
APTS
2790
DELISTED
Preferred Apartment Communities, Inc.
APTS
$667K ﹤0.01%
90,149
+21,145
+31% +$144K
HEDJ icon
2791
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$666K ﹤0.01%
20,090
+12,784
+175% +$411K
AFMD
2792
DELISTED
Affimed
AFMD
$665K ﹤0.01%
11,432
+2,847
+33% +$134K
NRC icon
2793
NRC Health Common Stock
NRC
$432M
$663K ﹤0.01%
15,518
-501
-3% -$25.7K
CHA
2794
DELISTED
China Telecom Corporation, LTD
CHA
$658K ﹤0.01%
23,888
-12,493
-34% -$383K
RVLV icon
2795
Revolve Group
RVLV
$1.8B
$657K ﹤0.01%
+21,067
New +$469K
POWL icon
2796
Powell Industries
POWL
$7.6B
$656K ﹤0.01%
66,699
-16,002
-19% -$142K
SGRY icon
2797
Surgery Partners
SGRY
$2.01B
$656K ﹤0.01%
22,597
+178
+0.8% +$4.43K
SBSW icon
2798
Sibanye-Stillwater
SBSW
$6.26B
$651K ﹤0.01%
40,963
-1,947
-5% -$26.2K
VWTR
2799
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$651K ﹤0.01%
69,656
+13,577
+24% +$121K
ACRE
2800
Ares Commercial Real Estate
ACRE
$237M
$650K ﹤0.01%
54,549
+1,923
+4% +$20.5K
110 111
112
113 114

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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.