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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
GBT
2301
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.9M ﹤0.01%
43,823
-2,465
-5% -$122K
PKE icon
2302
Park Aerospace
PKE
$737M
$1.9M ﹤0.01%
141,311
+10,504
+8% +$129K
BRKL
2303
DELISTED
Brookline Bancorp
BRKL
$1.89M ﹤0.01%
157,291
+29,334
+23% +$317K
RUTH
2304
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.89M ﹤0.01%
106,697
+4,032
+4% +$56.6K
OSW icon
2305
OneSpaWorld
OSW
$2.61B
$1.89M ﹤0.01%
186,447
-1,114
-0.6% -$8.8K
QTRX icon
2306
Quanterix
QTRX
$164M
$1.89M ﹤0.01%
40,540
+34,003
+520% +$1.48M
SPNS
2307
DELISTED
Sapiens International
SPNS
$1.88M ﹤0.01%
61,490
+32,308
+111% +$947K
MTLS
2308
Materialise
MTLS
$368M
$1.88M ﹤0.01%
34,678
-1,460
-4% -$65K
MOFG
2309
DELISTED
MidWestOne Financial Group
MOFG
$1.88M ﹤0.01%
76,625
+2,065
+3% +$47.1K
HTBK
2310
DELISTED
Heritage Commerce
HTBK
$1.87M ﹤0.01%
211,328
+17,429
+9% +$141K
AOSL icon
2311
Alpha and Omega Semiconductor
AOSL
$950M
$1.87M ﹤0.01%
+79,121
New +$1.62M
GTN icon
2312
Gray Television
GTN
$415M
$1.87M ﹤0.01%
104,523
+12,470
+14% +$198K
WES icon
2313
Western Midstream Partners
WES
$19.2B
$1.86M ﹤0.01%
134,951
-605,390
-82% -$6.95M
CNH
2314
CNH Industrial
CNH
$12.7B
$1.86M ﹤0.01%
166,690
-30,671
-16% -$267K
AD
2315
Array Digital Infrastructure
AD
$3.01B
$1.86M ﹤0.01%
60,593
+16,542
+38% +$503K
AIV
2316
Aimco
AIV
$387M
$1.85M ﹤0.01%
350,999
-2,464,931
-88% -$10.9M
CASS icon
2317
Cass Information Systems
CASS
$714M
$1.85M ﹤0.01%
47,578
-1,648
-3% -$68.8K
MLAB icon
2318
Mesa Laboratories
MLAB
$564M
$1.85M ﹤0.01%
6,449
+549
+9% +$151K
LL
2319
DELISTED
LL Flooring Holdings, Inc.
LL
$1.85M ﹤0.01%
60,137
+5,757
+11% +$160K
CBPO
2320
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$1.85M ﹤0.01%
15,656
-4,400
-22% -$511K
MCRI icon
2321
Monarch Casino & Resort
MCRI
$2.2B
$1.84M ﹤0.01%
30,138
+348
+1% +$17.5K
MATW icon
2322
Matthews International
MATW
$866M
$1.84M ﹤0.01%
62,562
-777
-1% -$20.1K
FPE icon
2323
First Trust Preferred Securities and Income ETF
FPE
$6.32B
$1.83M ﹤0.01%
90,910
+2,279
+3% +$45K
AUY
2324
DELISTED
Yamana Gold, Inc.
AUY
$1.83M ﹤0.01%
321,407
-79,800
-20% -$449K
WIW
2325
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$505M
$1.83M ﹤0.01%
147,774
+24,406
+20% +$286K
91 92
93
94 95

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AF
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MCM
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PSUF
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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.