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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
CSII
1826
DELISTED
Cardiovascular Systems, Inc.
CSII
$4.31M ﹤0.01%
98,438
+3,247
+3% +$122K
CBZ icon
1827
CBIZ
CBZ
$2.99B
$4.3M ﹤0.01%
161,489
+5,247
+3% +$129K
AMWD
1828
DELISTED
American Woodmark
AMWD
$4.29M ﹤0.01%
45,761
+3,427
+8% +$312K
KRNT icon
1829
Kornit Digital
KRNT
$705M
$4.29M ﹤0.01%
48,161
-136
-0.3% -$10.4K
MSEX icon
1830
Middlesex Water
MSEX
$1.07B
$4.29M ﹤0.01%
59,146
+2,552
+5% +$176K
HA
1831
DELISTED
Hawaiian Holdings, Inc.
HA
$4.29M ﹤0.01%
242,156
+5,170
+2% +$87.5K
CLDT
1832
Chatham Lodging
CLDT
$622M
$4.29M ﹤0.01%
396,783
-13,670
-3% -$131K
EDD
1833
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$375M
$4.27M ﹤0.01%
678,958
+445,074
+190% +$2.65M
MFA
1834
MFA Financial
MFA
$926M
$4.27M ﹤0.01%
274,281
-29,381
-10% -$396K
ASR icon
1835
Grupo Aeroportuario del Sureste
ASR
$8.27B
$4.26M ﹤0.01%
25,850
-989
-4% -$139K
EPD icon
1836
Enterprise Products Partners
EPD
$82.3B
$4.26M ﹤0.01%
217,538
-694,655
-76% -$12.9M
MGEE icon
1837
MGE Energy Inc
MGEE
$3B
$4.25M ﹤0.01%
60,760
-4,310
-7% -$297K
ENV
1838
DELISTED
ENVESTNET, INC.
ENV
$4.24M ﹤0.01%
51,550
-764
-1% -$61.6K
CDE icon
1839
Coeur Mining
CDE
$15.4B
$4.24M ﹤0.01%
409,291
-17,051
-4% -$140K
ECHO
1840
DELISTED
Echo Global Logistics, Inc.
ECHO
$4.23M ﹤0.01%
157,720
+32,685
+26% +$920K
NWN icon
1841
Northwest Natural Holdings
NWN
$2.06B
$4.22M ﹤0.01%
91,847
+7,177
+8% +$340K
KN icon
1842
Knowles
KN
$3.13B
$4.22M ﹤0.01%
229,080
+6,149
+3% +$103K
MUE
1843
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.22M ﹤0.01%
309,200
-31,986
-9% -$415K
ATI icon
1844
ATI
ATI
$25.6B
$4.21M ﹤0.01%
251,248
+582
+0.2% +$7.39K
PRIM icon
1845
Primoris Services
PRIM
$4.58B
$4.21M ﹤0.01%
152,605
+14,677
+11% +$338K
FCFS icon
1846
FirstCash
FCFS
$8.85B
$4.21M ﹤0.01%
60,033
-5,297
-8% -$336K
MCY icon
1847
Mercury Insurance
MCY
$5.93B
$4.2M ﹤0.01%
80,527
+5,783
+8% +$259K
INSP icon
1848
Inspire Medical Systems
INSP
$1.45B
$4.19M ﹤0.01%
22,281
+1,579
+8% +$258K
PLCE icon
1849
Children's Place
PLCE
$54.3M
$4.19M ﹤0.01%
83,652
-12,881
-13% -$469K
JBGS
1850
JBG SMITH
JBGS
$818M
$4.19M ﹤0.01%
133,852
+10,503
+9% +$303K
72 73
74
75 76

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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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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.