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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
REVG
3076
DELISTED
REV Group
REVG
$316K ﹤0.01%
35,887
-501
-1% -$4.46K
CELL
3077
DELISTED
PhenomeX Inc. Common Stock
CELL
$316K ﹤0.01%
+3,539
New +$298K
AGRO icon
3078
Adecoagro
AGRO
$1.4B
$314K ﹤0.01%
46,218
-25,906
-36% -$143K
AVD icon
3079
American Vanguard Corp
AVD
$68.7M
$314K ﹤0.01%
20,242
-408
-2% -$6.01K
OBK icon
3080
Origin Bancorp
OBK
$1.7B
$314K ﹤0.01%
11,321
+194
+2% +$4.94K
SCD
3081
LMP Capital and Income Fund
SCD
$351M
$314K ﹤0.01%
26,946
-10,470
-28% -$115K
ARCT icon
3082
Arcturus Therapeutics
ARCT
$165M
$313K ﹤0.01%
+7,209
New +$488K
RVI
3083
DELISTED
Retail Value Inc. Common Shares
RVI
$311K ﹤0.01%
227,606
+6,264
+3% +$7.98K
GNK icon
3084
Genco Shipping & Trading
GNK
$1.1B
$310K ﹤0.01%
42,103
-1,262
-3% -$9.18K
MITK icon
3085
Mitek Systems
MITK
$756M
$309K ﹤0.01%
17,370
+627
+4% +$8.67K
VLRS
3086
Controladora Vuela Compania de Aviacion
VLRS
$869M
$309K ﹤0.01%
24,853
-6,809
-22% -$66.7K
EWM icon
3087
iShares MSCI Malaysia ETF
EWM
$307M
$308K ﹤0.01%
10,705
-1,276
-11% -$35.1K
MTRX icon
3088
Matrix Service
MTRX
$312M
$305K ﹤0.01%
27,703
-6,575
-19% -$60.6K
ZIXI
3089
DELISTED
Zix Corporation
ZIXI
$305K ﹤0.01%
35,385
+5,414
+18% +$38.4K
OSH
3090
DELISTED
Oak Street Health, Inc.
OSH
$303K ﹤0.01%
+4,957
New +$260K
GAN
3091
DELISTED
GAN Ltd
GAN
$301K ﹤0.01%
+14,855
New +$249K
VEU icon
3092
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$301K ﹤0.01%
5,153
-28,608
-85% -$1.56M
FSBW icon
3093
FS Bancorp
FSBW
$326M
$300K ﹤0.01%
+10,964
New +$276K
GLOG
3094
DELISTED
GASLOG LTD
GLOG
$298K ﹤0.01%
80,233
-59,095
-42% -$179K
VHC icon
3095
VirnetX Holding Corp
VHC
$53.8M
$297K ﹤0.01%
2,948
+1,096
+59% +$118K
BDSI
3096
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$296K ﹤0.01%
70,518
-100,751
-59% -$388K
BAK icon
3097
Braskem
BAK
$901M
$295K ﹤0.01%
32,751
-11,711
-26% -$99.6K
FNLC icon
3098
First Bancorp
FNLC
$401M
$295K ﹤0.01%
11,631
-1,519
-12% -$36.6K
ZEUS
3099
DELISTED
Olympic Steel
ZEUS
$295K ﹤0.01%
22,123
+110
+0.5% +$1.48K
IESC icon
3100
IES Holdings
IESC
$9.89B
$294K ﹤0.01%
6,386
-542
-8% -$21.2K
122 123
124
125 126

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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.