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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
SNR
2376
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$1.7M ﹤0.01%
327,383
+38,755
+13% +$189K
LDL
2377
DELISTED
Lydall, Inc.
LDL
$1.69M ﹤0.01%
56,266
+397
+0.7% +$9.56K
AUB icon
2378
Atlantic Union Bankshares
AUB
$6.02B
$1.69M ﹤0.01%
51,190
+760
+2% +$21.8K
BSRR icon
2379
Sierra Bancorp
BSRR
$528M
$1.69M ﹤0.01%
70,431
-174
-0.2% -$3.73K
SHI
2380
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.69M ﹤0.01%
81,892
+17,870
+28% +$363K
OOMA icon
2381
Ooma
OOMA
$598M
$1.68M ﹤0.01%
116,400
-3,555
-3% -$52.5K
MIME
2382
DELISTED
Mimecast Limited
MIME
$1.68M ﹤0.01%
29,470
+2,904
+11% +$134K
SHYF
2383
DELISTED
The Shyft Group
SHYF
$1.67M ﹤0.01%
58,762
+477
+0.8% +$11.4K
AORT icon
2384
Artivion
AORT
$1.3B
$1.67M ﹤0.01%
70,560
+9,307
+15% +$189K
PLOW icon
2385
Douglas Dynamics
PLOW
$1.02B
$1.66M ﹤0.01%
38,826
+299
+0.8% +$11.5K
RMT
2386
Royce Micro-Cap Trust
RMT
$733M
$1.66M ﹤0.01%
164,099
+137
+0.1% +$1.23K
WW
2387
DELISTED
WW International
WW
$1.66M ﹤0.01%
67,854
+16,635
+32% +$432K
ATRI
2388
DELISTED
Atrion Corp
ATRI
$1.65M ﹤0.01%
2,575
-381
-13% -$237K
CSTL icon
2389
Castle Biosciences
CSTL
$855M
$1.65M ﹤0.01%
24,600
-19,161
-44% -$1.04M
CYRX icon
2390
CryoPort
CYRX
$761M
$1.65M ﹤0.01%
37,659
-46,199
-55% -$2.2M
CPLG
2391
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.65M ﹤0.01%
239,601
-22,278
-9% -$135K
UEIC icon
2392
Universal Electronics
UEIC
$57.8M
$1.64M ﹤0.01%
31,324
+2,336
+8% +$108K
LN
2393
DELISTED
LINE Corporation
LN
$1.63M ﹤0.01%
31,391
+1,733
+6% +$89.1K
KMF
2394
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$1.63M ﹤0.01%
283,299
+264,094
+1,375% +$1.32M
CMTL icon
2395
Comtech Telecommunications
CMTL
$50.3M
$1.63M ﹤0.01%
78,646
+11,504
+17% +$201K
DHT icon
2396
DHT Holdings
DHT
$2.99B
$1.63M ﹤0.01%
311,104
+57,609
+23% +$301K
IMVT icon
2397
Immunovant
IMVT
$7.93B
$1.63M ﹤0.01%
35,203
-882
-2% -$40.8K
SBSI icon
2398
Southside Bancshares
SBSI
$967M
$1.62M ﹤0.01%
52,250
+2,279
+5% +$65.6K
HLNE icon
2399
Hamilton Lane
HLNE
$4.91B
$1.62M ﹤0.01%
20,724
+6,797
+49% +$493K
OSUR icon
2400
OraSure Technologies
OSUR
$279M
$1.61M ﹤0.01%
152,157
+5,546
+4% +$72.8K
94 95
96
97 98

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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.