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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
WSFS icon
2076
WSFS Financial
WSFS
$4.12B
$2.85M ﹤0.01%
63,539
-1,210
-2% -$44.4K
IGIB icon
2077
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.85M ﹤0.01%
46,130
-7,528
-14% -$461K
SPCE icon
2078
Virgin Galactic
SPCE
$328M
$2.85M ﹤0.01%
6,001
+2,696
+82% +$1.26M
VSS icon
2079
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$2.83M ﹤0.01%
+23,253
New +$2.63M
LILAK icon
2080
Liberty Latin America Class C
LILAK
$1.63B
$2.83M ﹤0.01%
280,479
-48,070
-15% -$475K
SPWR
2081
DELISTED
SunPower Corporation Common Stock
SPWR
$2.83M ﹤0.01%
110,217
-10,279
-9% -$208K
VECO icon
2082
Veeco
VECO
$3.05B
$2.82M ﹤0.01%
162,358
+14,811
+10% +$226K
CHCO icon
2083
City Holding Co
CHCO
$2.05B
$2.81M ﹤0.01%
40,477
-3,098
-7% -$201K
GFF icon
2084
Griffon
GFF
$3.95B
$2.81M ﹤0.01%
137,783
-84,853
-38% -$1.83M
HTO
2085
H2O America
HTO
$2.57B
$2.81M ﹤0.01%
40,477
+4,204
+12% +$273K
TIP icon
2086
iShares TIPS Bond ETF
TIP
$14.5B
$2.81M ﹤0.01%
21,979
+10,732
+95% +$1.35M
PACK icon
2087
Ranpak Holdings
PACK
$439M
$2.8M ﹤0.01%
208,604
+69
+0% +$760
ET icon
2088
Energy Transfer Partners
ET
$70.1B
$2.79M ﹤0.01%
450,862
-1,525,626
-77% -$9.23M
LMAT icon
2089
LeMaitre Vascular
LMAT
$2.32B
$2.78M ﹤0.01%
68,672
+14,690
+27% +$525K
TRST
2090
Trustco Bank Corp NY
TRST
$970M
$2.78M ﹤0.01%
83,299
-9,840
-11% -$296K
GPMT
2091
Granite Point Mortgage Trust
GPMT
$69M
$2.77M ﹤0.01%
277,665
+3,363
+1% +$28.6K
JBSS icon
2092
John B. Sanfilippo & Son
JBSS
$967M
$2.77M ﹤0.01%
35,182
-1,177
-3% -$89.5K
FSP
2093
Franklin Street Properties
FSP
$47.2M
$2.77M ﹤0.01%
634,148
+324,097
+105% +$1.43M
EIG icon
2094
Employers Holdings
EIG
$908M
$2.76M ﹤0.01%
85,754
+3,810
+5% +$123K
RTLR
2095
DELISTED
Rattler Midstream LP Common Units
RTLR
$2.75M ﹤0.01%
289,882
-31,745
-10% -$250K
NXGN
2096
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.74M ﹤0.01%
150,312
+37,516
+33% +$595K
NVTA
2097
DELISTED
Invitae Corporation
NVTA
$2.74M ﹤0.01%
65,512
-6,497
-9% -$310K
WIRE
2098
DELISTED
Encore Wire Corp
WIRE
$2.74M ﹤0.01%
45,164
+1,261
+3% +$65.2K
HZO icon
2099
MarineMax
HZO
$759M
$2.73M ﹤0.01%
77,907
-1,553
-2% -$48.6K
DOMO icon
2100
Domo
DOMO
$174M
$2.73M ﹤0.01%
42,736
+32,025
+299% +$1.38M
82 83
84
85 86

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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.