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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
CIM
1726
Chimera Investment
CIM
$1.04B
$5.2M ﹤0.01%
169,049
-1,824
-1% -$52.8K
AAT
1727
American Assets Trust
AAT
$1.45B
$5.19M ﹤0.01%
179,621
-16,275
-8% -$433K
PRAA icon
1728
PRA Group
PRAA
$663M
$5.19M ﹤0.01%
130,765
+3,333
+3% +$132K
QLYS icon
1729
Qualys
QLYS
$5.1B
$5.18M ﹤0.01%
42,506
+1,023
+2% +$101K
EPAY
1730
DELISTED
Bottomline Technologies Inc
EPAY
$5.17M ﹤0.01%
98,090
-19,421
-17% -$883K
AMBA icon
1731
Ambarella
AMBA
$3.77B
$5.17M ﹤0.01%
56,326
+9,483
+20% +$664K
IDE
1732
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$5.16M ﹤0.01%
501,225
+78,338
+19% +$783K
MBT
1733
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.16M ﹤0.01%
576,873
-60,978
-10% -$517K
CDNA icon
1734
CareDx
CDNA
$2.26B
$5.14M ﹤0.01%
71,007
+27,941
+65% +$1.62M
CSGS
1735
DELISTED
CSG Systems International
CSGS
$5.14M ﹤0.01%
114,125
-2,683
-2% -$114K
VRTS icon
1736
Virtus Investment Partners
VRTS
$1.06B
$5.14M ﹤0.01%
23,684
+1,676
+8% +$304K
GAM
1737
General American Investors Company
GAM
$1.56B
$5.13M ﹤0.01%
138,070
+5,829
+4% +$207K
PRA
1738
DELISTED
ProAssurance
PRA
$5.13M ﹤0.01%
288,353
+21,529
+8% +$351K
TTMI icon
1739
TTM Technologies
TTMI
$12B
$5.13M ﹤0.01%
371,586
-42,706
-10% -$546K
BLX icon
1740
Bladex Inc
BLX
$2.2B
$5.12M ﹤0.01%
323,634
-57,122
-15% -$817K
WMK icon
1741
Weis Markets
WMK
$1.91B
$5.12M ﹤0.01%
107,122
+16,136
+18% +$775K
USRT icon
1742
iShares Core US REIT ETF
USRT
$4.62B
$5.12M ﹤0.01%
+105,737
New +$4.93M
VXF icon
1743
Vanguard Extended Market ETF
VXF
$30.3B
$5.09M ﹤0.01%
30,929
+28,310
+1,081% +$4.2M
MHO icon
1744
M/I Homes
MHO
$3.74B
$5.09M ﹤0.01%
114,959
-6,411
-5% -$289K
IBTX
1745
DELISTED
Independent Bank Group, Inc.
IBTX
$5.09M ﹤0.01%
81,443
+9,366
+13% +$518K
CNX icon
1746
CNX Resources
CNX
$5.06B
$5.08M ﹤0.01%
470,626
-10,934
-2% -$110K
EGBN icon
1747
Eagle Bancorp
EGBN
$846M
$5.08M ﹤0.01%
122,981
+21,918
+22% +$768K
EGOV
1748
DELISTED
NIC Inc
EGOV
$5.07M ﹤0.01%
196,384
-17,310
-8% -$402K
UPWK icon
1749
Upwork
UPWK
$1.13B
$5.06M ﹤0.01%
146,642
+75,431
+106% +$2.16M
COTY icon
1750
Coty
COTY
$2.42B
$5.06M ﹤0.01%
720,971
-125,256
-15% -$645K
68 69
70
71 72

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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.