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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
PD icon
1626
PagerDuty
PD
$808M
$6.13M ﹤0.01%
146,932
+59,772
+69% +$2.04M
FWRD icon
1627
Forward Air
FWRD
$450M
$6.12M ﹤0.01%
79,680
+7,119
+10% +$494K
BYM
1628
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$6.11M ﹤0.01%
402,481
-44,765
-10% -$649K
ENR icon
1629
Energizer
ENR
$1.44B
$6.09M ﹤0.01%
144,504
+17,690
+14% +$747K
SFBS
1630
ServisFirst Bancshares
SFBS
$4.9B
$6.08M ﹤0.01%
151,024
+12,807
+9% +$496K
AJRD
1631
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$6.08M ﹤0.01%
114,992
-4,085
-3% -$164K
VRNS icon
1632
Varonis Systems
VRNS
$4.64B
$6.07M ﹤0.01%
111,300
-42,240
-28% -$1.83M
RMBS icon
1633
Rambus
RMBS
$9.95B
$6.04M ﹤0.01%
345,926
-15,368
-4% -$241K
LSXMA
1634
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.03M ﹤0.01%
190,024
-9,426
-5% -$272K
AVTR icon
1635
Avantor
AVTR
$9.27B
$6.02M ﹤0.01%
213,933
+65,707
+44% +$1.69M
SAIL
1636
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$6.01M ﹤0.01%
112,981
+5,968
+6% +$280K
EPRT icon
1637
Essential Properties Realty Trust
EPRT
$6.76B
$6.01M ﹤0.01%
283,517
+18,981
+7% +$372K
CORT icon
1638
Corcept Therapeutics
CORT
$12.2B
$6.01M ﹤0.01%
229,746
-18,892
-8% -$398K
BOKF icon
1639
BOK Financial
BOKF
$8.6B
$6M ﹤0.01%
87,568
+3,160
+4% +$204K
NVRO
1640
DELISTED
NEVRO CORP.
NVRO
$6M ﹤0.01%
34,641
-4,633
-12% -$750K
GNL icon
1641
Global Net Lease
GNL
$1.84B
$5.99M ﹤0.01%
349,239
-17,186
-5% -$281K
INOV
1642
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$5.98M ﹤0.01%
329,098
-1,591
-0.5% -$34K
CNNE icon
1643
Cannae Holdings
CNNE
$635M
$5.97M ﹤0.01%
134,859
+970
+0.7% +$39.4K
GIII icon
1644
G-III Apparel Group
GIII
$1.55B
$5.95M ﹤0.01%
250,694
+10,478
+4% +$195K
CBRL icon
1645
Cracker Barrel
CBRL
$1.26B
$5.95M ﹤0.01%
45,066
+7,021
+18% +$904K
AWI icon
1646
Armstrong World Industries
AWI
$7.36B
$5.93M ﹤0.01%
79,694
+10,207
+15% +$738K
ABCM
1647
DELISTED
Abcam PLC
ABCM
$5.91M ﹤0.01%
+274,318
New +$5.33M
BRC icon
1648
Brady Corp
BRC
$4.42B
$5.91M ﹤0.01%
111,846
-32,753
-23% -$1.45M
GIL icon
1649
Gildan
GIL
$10.3B
$5.9M ﹤0.01%
210,797
-2,314
-1% -$56.9K
STBA icon
1650
S&T Bancorp
STBA
$1.88B
$5.89M ﹤0.01%
236,978
+34,575
+17% +$763K
64 65
66
67 68

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MCM
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PSUF
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BAM
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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.