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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
GOOD
2176
Gladstone Commercial Corp
GOOD
$605M
$2.37M ﹤0.01%
131,725
-64,204
-33% -$1.13M
DMC
2177
Del Monte Corp
DMC
$1.41B
$2.37M ﹤0.01%
98,251
+22,917
+30% +$553K
DDD icon
2178
3D Systems Corp
DDD
$431M
$2.36M ﹤0.01%
225,523
+139,140
+161% +$1.13M
TROX icon
2179
Tronox
TROX
$932M
$2.36M ﹤0.01%
161,567
+7,832
+5% +$91.2K
HPP
2180
Hudson Pacific Properties
HPP
$747M
$2.36M ﹤0.01%
14,037
-3,972
-22% -$655K
VNDA icon
2181
Vanda Pharmaceuticals
VNDA
$307M
$2.36M ﹤0.01%
179,609
+88,723
+98% +$1.07M
AGYS icon
2182
Agilysys
AGYS
$2.97B
$2.36M ﹤0.01%
61,457
-2,992
-5% -$99.5K
BBIO icon
2183
BridgeBio Pharma
BBIO
$15.7B
$2.36M ﹤0.01%
33,167
+3,801
+13% +$183K
BEAM icon
2184
Beam Therapeutics
BEAM
$2.63B
$2.35M ﹤0.01%
+28,815
New +$1.42M
FOE
2185
DELISTED
Ferro Corporation
FOE
$2.35M ﹤0.01%
160,747
+2,330
+1% +$32.3K
RIG icon
2186
Transocean
RIG
$5.89B
$2.34M ﹤0.01%
1,012,138
-726,246
-42% -$1.07M
SAVE
2187
DELISTED
Spirit Airlines, Inc.
SAVE
$2.33M ﹤0.01%
95,147
+7,725
+9% +$160K
MBUU icon
2188
Malibu Boats
MBUU
$541M
$2.32M ﹤0.01%
37,126
+9,442
+34% +$545K
MDP
2189
DELISTED
Meredith Corporation
MDP
$2.31M ﹤0.01%
120,493
+17,491
+17% +$284K
CASH icon
2190
Pathward Financial
CASH
$1.86B
$2.31M ﹤0.01%
63,162
-4,970
-7% -$151K
FISI icon
2191
Financial Institutions
FISI
$816M
$2.31M ﹤0.01%
102,603
-23,155
-18% -$449K
VREX icon
2192
Varex Imaging
VREX
$472M
$2.3M ﹤0.01%
138,117
+26,327
+24% +$393K
AHRT
2193
AH Realty Trust
AHRT
$529M
$2.3M ﹤0.01%
205,303
+34,495
+20% +$349K
PRK icon
2194
Park National Corp
PRK
$3.76B
$2.3M ﹤0.01%
21,884
-13,480
-38% -$1.32M
PTR
2195
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.3M ﹤0.01%
74,777
-13,125
-15% -$401K
IPAR icon
2196
Interparfums
IPAR
$3.99B
$2.29M ﹤0.01%
37,861
+1,309
+4% +$65.9K
SASR
2197
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.29M ﹤0.01%
71,127
+8,878
+14% +$253K
GCP
2198
DELISTED
GCP Applied Technologies Inc.
GCP
$2.29M ﹤0.01%
96,773
+9,655
+11% +$224K
ECOM
2199
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$2.29M ﹤0.01%
143,060
-981
-0.7% -$15.5K
NVMI
2200
Nova
NVMI
$12.4B
$2.29M ﹤0.01%
32,370
-3,187
-9% -$198K
86 87
88
89 90

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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.