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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
CVA
2126
DELISTED
Covanta Holding Corporation
CVA
$2.6M ﹤0.01%
198,096
-13,957
-7% -$151K
RMR icon
2127
The RMR Group
RMR
$325M
$2.6M ﹤0.01%
67,329
+7,583
+13% +$249K
PLMR icon
2128
Palomar
PLMR
$3.55B
$2.6M ﹤0.01%
29,218
-17,489
-37% -$1.47M
CVSA
2129
Covista Inc
CVSA
$4.25B
$2.6M ﹤0.01%
76,430
-48,299
-39% -$1.38M
CARS icon
2130
Cars.com
CARS
$662M
$2.59M ﹤0.01%
229,573
-102,398
-31% -$1.03M
SINA
2131
DELISTED
Sina Corp
SINA
$2.59M ﹤0.01%
61,200
-12,109
-17% -$521K
SPPI
2132
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2.59M ﹤0.01%
760,091
-13,151
-2% -$54.1K
TEN
2133
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$2.58M ﹤0.01%
243,078
-3,867
-2% -$36.6K
GTES icon
2134
Gates Industrial Corporation Ltd.
GTES
$7.08B
$2.58M ﹤0.01%
201,899
-2,026
-1% -$25.4K
PRKS icon
2135
United Parks & Resorts
PRKS
$2.1B
$2.57M ﹤0.01%
81,424
-8,565
-10% -$223K
EHTH icon
2136
eHealth
EHTH
$42.2M
$2.56M ﹤0.01%
36,312
+3,043
+9% +$231K
AAN
2137
DELISTED
The Aaron's Company Inc
AAN
$2.56M ﹤0.01%
+135,157
New +$2.49M
HVT icon
2138
Haverty Furniture Companies
HVT
$397M
$2.56M ﹤0.01%
92,561
+2,352
+3% +$62.1K
PEBO icon
2139
Peoples Bancorp
PEBO
$1.5B
$2.56M ﹤0.01%
94,512
+4,129
+5% +$101K
WSBF icon
2140
Waterstone Financial
WSBF
$370M
$2.56M ﹤0.01%
135,816
-2,602
-2% -$45.5K
MNRL
2141
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$2.54M ﹤0.01%
231,388
+23,110
+11% +$238K
YELP icon
2142
Yelp
YELP
$1.45B
$2.54M ﹤0.01%
77,809
-3,318
-4% -$87.1K
BHVN
2143
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$2.54M ﹤0.01%
29,591
+2,948
+11% +$250K
PETS icon
2144
PetMed Express
PETS
$41.7M
$2.53M ﹤0.01%
79,028
-913
-1% -$28.1K
NTUS
2145
DELISTED
Natus Medical Inc
NTUS
$2.53M ﹤0.01%
126,432
+30,064
+31% +$589K
AZZ icon
2146
AZZ Inc
AZZ
$4.35B
$2.53M ﹤0.01%
53,324
+951
+2% +$38.5K
RCKT icon
2147
Rocket Pharmaceuticals
RCKT
$340M
$2.53M ﹤0.01%
46,075
+32,328
+235% +$1.18M
ONEM
2148
DELISTED
1Life Healthcare
ONEM
$2.52M ﹤0.01%
57,837
+28,219
+95% +$964K
SCHD icon
2149
Schwab US Dividend Equity ETF
SCHD
$103B
$2.52M ﹤0.01%
118,035
+34,653
+42% +$703K
LPRO
2150
Open Lending Corp
LPRO
$2.51M ﹤0.01%
71,920
-3,367
-4% -$97.9K
84 85
86
87 88

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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.