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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
TCRR
2351
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$1.76M ﹤0.01%
56,952
+5
+0% +$126
FCBC icon
2352
First Community Bankshares
FCBC
$900M
$1.76M ﹤0.01%
81,592
+27,169
+50% +$569K
RMAX icon
2353
RE/MAX Holdings
RMAX
$193M
$1.76M ﹤0.01%
48,481
+4,562
+10% +$155K
NBHC icon
2354
National Bank Holdings
NBHC
$1.92B
$1.76M ﹤0.01%
53,735
+421
+0.8% +$13.4K
CET
2355
Central Securities Corp
CET
$1.58B
$1.76M ﹤0.01%
53,895
+10,809
+25% +$328K
SRRK icon
2356
Scholar Rock
SRRK
$5.67B
$1.76M ﹤0.01%
+36,237
New +$1.32M
ABR icon
2357
Arbor Realty Trust
ABR
$964M
$1.76M ﹤0.01%
123,863
+11,788
+11% +$153K
CXW icon
2358
CoreCivic
CXW
$2.96B
$1.75M ﹤0.01%
267,666
-72,639
-21% -$522K
VSAT icon
2359
Viasat
VSAT
$10.6B
$1.74M ﹤0.01%
53,408
+7,802
+17% +$268K
SRCE icon
2360
1st Source
SRCE
$2.16B
$1.74M ﹤0.01%
43,252
+635
+1% +$23.2K
EGRX
2361
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.74M ﹤0.01%
37,396
+12,289
+49% +$575K
JPC icon
2362
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$1.74M ﹤0.01%
183,246
+78,908
+76% +$701K
TCMD icon
2363
Tactile Systems Technology
TCMD
$635M
$1.74M ﹤0.01%
38,658
-2,338
-6% -$92.9K
PRSU
2364
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$1.74M ﹤0.01%
47,997
-713
-1% -$19.4K
LIND icon
2365
Lindblad Expeditions
LIND
$1.94B
$1.73M ﹤0.01%
101,241
-885
-0.9% -$10.1K
CHMI
2366
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$1.73M ﹤0.01%
189,105
+127
+0.1% +$1.18K
TIMB icon
2367
TIM SA
TIMB
$9.16B
$1.73M ﹤0.01%
123,942
-45,216
-27% -$564K
SDY icon
2368
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$1.72M ﹤0.01%
16,274
+550
+3% +$55.7K
GORO icon
2369
Goldgroup Mining Inc.
GORO
$157M
$1.72M ﹤0.01%
591,733
-2,837
-0.5% -$8.8K
DBI icon
2370
Designer Brands
DBI
$307M
$1.71M ﹤0.01%
223,865
-55,436
-20% -$369K
CSW
2371
CSW Industrials
CSW
$5.2B
$1.71M ﹤0.01%
15,295
-460
-3% -$45.9K
QADA
2372
DELISTED
QAD Inc.
QADA
$1.71M ﹤0.01%
26,993
-287
-1% -$14.7K
SITM icon
2373
SiTime
SITM
$16B
$1.7M ﹤0.01%
15,218
-6,275
-29% -$594K
NGVC icon
2374
Vitamin Cottage Natural Grocers
NGVC
$739M
$1.7M ﹤0.01%
123,773
+7,416
+6% +$92.3K
CLVT icon
2375
Clarivate
CLVT
$1.27B
$1.7M ﹤0.01%
+57,080
New +$1.69M
93 94
95
96 97

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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.