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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
CHUY
2826
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$630K ﹤0.01%
23,789
+1,364
+6% +$32.3K
VIA
2827
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$628K ﹤0.01%
13,121
+2,430
+23% +$112K
ALCO icon
2828
Alico
ALCO
$280M
$627K ﹤0.01%
20,217
-2,418
-11% -$74.4K
FHLC icon
2829
Fidelity MSCI Health Care Index ETF
FHLC
$3.28B
$625K ﹤0.01%
10,821
+4,398
+68% +$243K
STNG icon
2830
Scorpio Tankers
STNG
$3.83B
$625K ﹤0.01%
55,838
-5,415
-9% -$59.9K
SFT
2831
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$625K ﹤0.01%
7,554
+3,847
+104% +$356K
ONT
2832
Onterris Inc
ONT
$760M
$618K ﹤0.01%
19,949
-9,636
-33% -$274K
FSLF
2833
DELISTED
First Eagle Senior Loan Fund
FSLF
$618K ﹤0.01%
44,209
+1,596
+4% +$21.1K
JAMF
2834
DELISTED
Jamf
JAMF
$616K ﹤0.01%
+20,578
New +$679K
DRNA
2835
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$615K ﹤0.01%
27,897
-67,614
-71% -$1.49M
MLR icon
2836
Miller Industries
MLR
$572M
$613K ﹤0.01%
16,132
-720
-4% -$23.9K
DCOM
2837
DELISTED
Dime Community Bancshares
DCOM
$610K ﹤0.01%
38,682
-7,346
-16% -$103K
AAIC
2838
DELISTED
Arlington Asset Investment Corp.
AAIC
$609K ﹤0.01%
161,059
-17,303
-10% -$54.1K
MRSN
2839
DELISTED
Mersana Therapeutics
MRSN
$608K ﹤0.01%
914
+120
+15% +$66.7K
RESI
2840
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$607K ﹤0.01%
37,462
+5,626
+18% +$78K
EWA icon
2841
iShares MSCI Australia ETF
EWA
$1.39B
$605K ﹤0.01%
25,270
-7,964
-24% -$176K
CAAP icon
2842
Corporacion America
CAAP
$4.23B
$604K ﹤0.01%
151,367
-369
-0.2% -$1.08K
PSN icon
2843
Parsons
PSN
$4.83B
$604K ﹤0.01%
16,580
-9,105
-35% -$306K
MCRB icon
2844
Seres Therapeutics
MCRB
$46.6M
$602K ﹤0.01%
1,229
-2,113
-63% -$1.24M
BCOV
2845
DELISTED
Brightcove, Inc.
BCOV
$602K ﹤0.01%
32,738
+2,496
+8% +$35.6K
HHR
2846
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$602K ﹤0.01%
19,900
-1,600
-7% -$40.9K
EBSB
2847
DELISTED
Meridian Bancorp, Inc.
EBSB
$601K ﹤0.01%
40,320
-408
-1% -$5.43K
AEGN
2848
DELISTED
Aegion Corp
AEGN
$599K ﹤0.01%
31,561
+3,461
+12% +$58K
ACIC icon
2849
American Coastal Insurance
ACIC
$515M
$597K ﹤0.01%
104,399
+5,779
+6% +$29.2K
LILA icon
2850
Liberty Latin America Class A
LILA
$1.65B
$596K ﹤0.01%
78,834
+1,820
+2% +$13.5K
112 113
114
115 116

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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.