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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
FMNB icon
2451
Farmers National Banc Corp
FMNB
$939M
$1.43M ﹤0.01%
107,886
+30,679
+40% +$384K
AERI
2452
DELISTED
Aerie Pharmaceuticals
AERI
$1.43M ﹤0.01%
105,895
+31,310
+42% +$378K
FDMT icon
2453
4D Molecular Therapeutics
FDMT
$532M
$1.43M ﹤0.01%
+34,444
New +$1.42M
ARQ icon
2454
Arq
ARQ
$84.6M
$1.43M ﹤0.01%
259,561
+27,064
+12% +$138K
HEFA icon
2455
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.5B
$1.42M ﹤0.01%
46,700
-1,075
-2% -$31.4K
ECHO
2456
EchoStar
ECHO
$24.4B
$1.42M ﹤0.01%
67,145
-21,241
-24% -$508K
RDWR icon
2457
Radware
RDWR
$1.1B
$1.42M ﹤0.01%
51,224
+7,115
+16% +$178K
VTV icon
2458
Vanguard Morningstar Value ETF
VTV
$188B
$1.42M ﹤0.01%
11,932
-384
-3% -$43.2K
SYBT icon
2459
Stock Yards Bancorp
SYBT
$2.64B
$1.42M ﹤0.01%
35,031
-1,977
-5% -$78.3K
CMCO icon
2460
Columbus McKinnon
CMCO
$553M
$1.41M ﹤0.01%
36,778
+527
+1% +$19.8K
PENG
2461
Penguin Solutions Inc
PENG
$2.7B
$1.41M ﹤0.01%
75,152
+524
+0.7% +$7.83K
BWIN
2462
Baldwin Insurance Group
BWIN
$2.69B
$1.41M ﹤0.01%
46,980
-46,302
-50% -$1.34M
AUDC icon
2463
AudioCodes
AUDC
$244M
$1.41M ﹤0.01%
51,054
-4,498
-8% -$132K
CLAR icon
2464
Clarus
CLAR
$123M
$1.41M ﹤0.01%
91,374
+21,598
+31% +$328K
GDEN
2465
DELISTED
Golden Entertainment
GDEN
$1.41M ﹤0.01%
70,630
+5,365
+8% +$86.2K
NFBK
2466
DELISTED
Northfield Bancorp
NFBK
$1.41M ﹤0.01%
113,930
-7,581
-6% -$84K
TPIC
2467
DELISTED
TPI Composites
TPIC
$1.4M ﹤0.01%
26,570
+18,515
+230% +$740K
IMMR icon
2468
Immersion
IMMR
$251M
$1.39M ﹤0.01%
123,124
-3,404
-3% -$27K
FBNC icon
2469
First Bancorp
FBNC
$2.6B
$1.39M ﹤0.01%
41,069
+4,773
+13% +$138K
OPP
2470
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$1.39M ﹤0.01%
97,844
+16,821
+21% +$234K
IMAX icon
2471
IMAX
IMAX
$2.62B
$1.37M ﹤0.01%
76,076
-5,514
-7% -$76K
ROCC
2472
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.37M ﹤0.01%
134,994
+15,546
+13% +$147K
MFGP
2473
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$1.37M ﹤0.01%
239,930
-57,296
-19% -$248K
RPT
2474
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.37M ﹤0.01%
157,888
-43,869
-22% -$297K
CYH icon
2475
Community Health Systems
CYH
$393M
$1.36M ﹤0.01%
183,596
+14,044
+8% +$99.3K
97 98
99
100 101

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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.