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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
REAL icon
2151
The RealReal
REAL
$1.46B
$2.5M ﹤0.01%
128,027
-18,961
-13% -$292K
OEC icon
2152
Orion
OEC
$381M
$2.5M ﹤0.01%
145,869
+4,688
+3% +$71.5K
CBB
2153
DELISTED
Cincinnati Bell Inc.
CBB
$2.5M ﹤0.01%
163,509
+15,137
+10% +$230K
GO icon
2154
Grocery Outlet
GO
$909M
$2.49M ﹤0.01%
63,537
+7,947
+14% +$321K
NNI icon
2155
Nelnet
NNI
$4.88B
$2.48M ﹤0.01%
34,860
+7,659
+28% +$518K
SPTM icon
2156
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$2.48M ﹤0.01%
53,829
+3,710
+7% +$162K
CAL icon
2157
Caleres
CAL
$431M
$2.47M ﹤0.01%
158,066
-23,393
-13% -$262K
ELME
2158
Elme Communities
ELME
$143M
$2.47M ﹤0.01%
114,324
-56,265
-33% -$1.2M
UHT
2159
Universal Health Realty Income Trust
UHT
$603M
$2.46M ﹤0.01%
38,355
-1,144
-3% -$69.5K
AVYA
2160
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$2.46M ﹤0.01%
128,727
-49,425
-28% -$919K
LBAI
2161
DELISTED
Lakeland Bancorp Inc
LBAI
$2.45M ﹤0.01%
192,811
-9,025
-4% -$106K
FIBK icon
2162
First Interstate BancSystem
FIBK
$3.69B
$2.44M ﹤0.01%
59,776
+4,715
+9% +$179K
MGP
2163
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.43M ﹤0.01%
77,767
+27,639
+55% +$824K
AMRC icon
2164
Ameresco
AMRC
$1.12B
$2.42M ﹤0.01%
46,310
-8,713
-16% -$375K
BALY icon
2165
Bally's
BALY
$682M
$2.42M ﹤0.01%
+48,126
New +$1.69M
BND icon
2166
Vanguard Total Bond Market
BND
$157B
$2.42M ﹤0.01%
27,399
+5,230
+24% +$460K
FORR icon
2167
Forrester Research
FORR
$223M
$2.41M ﹤0.01%
57,600
+1,393
+2% +$55.7K
GCO icon
2168
Genesco
GCO
$425M
$2.41M ﹤0.01%
80,105
-9,425
-11% -$241K
EWY icon
2169
iShares MSCI South Korea ETF
EWY
$21.9B
$2.41M ﹤0.01%
27,991
-3,679
-12% -$272K
XLV icon
2170
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$2.41M ﹤0.01%
21,215
+384
+2% +$41.9K
AGD
2171
abrdn Global Dynamic Dividend Fund
AGD
$318M
$2.4M ﹤0.01%
229,358
+8,469
+4% +$82K
APPF icon
2172
AppFolio
APPF
$6.38B
$2.39M ﹤0.01%
13,295
+715
+6% +$114K
NBTB icon
2173
NBT Bancorp
NBTB
$2.74B
$2.39M ﹤0.01%
74,573
-32,823
-31% -$983K
MUB icon
2174
iShares National Muni Bond ETF
MUB
$45.1B
$2.39M ﹤0.01%
20,413
+8,629
+73% +$1M
WABC icon
2175
Westamerica Bancorp
WABC
$1.38B
$2.39M ﹤0.01%
43,260
-20,566
-32% -$1.13M
85 86
87
88 89

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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.