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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
CKH
2576
DELISTED
Seacor Holdings Inc.
CKH
$1.11M ﹤0.01%
26,768
+1,393
+5% +$48.9K
TPB icon
2577
Turning Point Brands
TPB
$1.45B
$1.11M ﹤0.01%
+24,827
New +$938K
RDNT icon
2578
RadNet
RDNT
$5.02B
$1.1M ﹤0.01%
56,345
+1,464
+3% +$25.9K
APEI icon
2579
American Public Education
APEI
$890M
$1.1M ﹤0.01%
36,115
+921
+3% +$28.3K
MSGN
2580
DELISTED
MSG Networks Inc.
MSGN
$1.1M ﹤0.01%
74,691
+37,942
+103% +$424K
CSV icon
2581
Carriage Services
CSV
$641M
$1.1M ﹤0.01%
35,133
-352
-1% -$9.59K
WTTR icon
2582
Select Water Solutions
WTTR
$2.3B
$1.1M ﹤0.01%
268,255
-36,000
-12% -$145K
MANU icon
2583
Manchester United
MANU
$3.97B
$1.1M ﹤0.01%
65,485
+668
+1% +$10.1K
PUMP icon
2584
ProPetro Holding
PUMP
$1.36B
$1.1M ﹤0.01%
148,374
-1,378
-0.9% -$7.66K
IMGN
2585
DELISTED
Immunogen Inc
IMGN
$1.09M ﹤0.01%
169,346
-9,780
-5% -$57K
TRHC
2586
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.09M ﹤0.01%
25,483
-3,715
-13% -$141K
VO icon
2587
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$1.09M ﹤0.01%
21,024
-75,868
-78% -$3.67M
SHOE
2588
Shoe Station Group
SHOE
$413M
$1.08M ﹤0.01%
55,382
+1,974
+4% +$35.3K
TFIN icon
2589
Triumph Financial Inc
TFIN
$1.81B
$1.08M ﹤0.01%
22,352
+1,851
+9% +$83.3K
EVOP
2590
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$1.08M ﹤0.01%
40,066
-25,429
-39% -$638K
VRTV
2591
DELISTED
VERITIV CORPORATION
VRTV
$1.08M ﹤0.01%
51,948
+1,547
+3% +$27.8K
FRO icon
2592
Frontline
FRO
$8.76B
$1.08M ﹤0.01%
173,474
+3,470
+2% +$22.3K
VKTX icon
2593
Viking Therapeutics
VKTX
$3.7B
$1.08M ﹤0.01%
191,405
+47,327
+33% +$287K
BANC icon
2594
Banc of California
BANC
$3.03B
$1.08M ﹤0.01%
73,170
+1,070
+1% +$14K
DHS icon
2595
WisdomTree US High Dividend Fund
DHS
$1.56B
$1.07M ﹤0.01%
15,506
+750
+5% +$50.1K
NGM
2596
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$1.07M ﹤0.01%
35,486
-1,545
-4% -$33.8K
TBIO
2597
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$1.07M ﹤0.01%
57,978
-17,476
-23% -$313K
SXC icon
2598
SunCoke Energy
SXC
$720M
$1.07M ﹤0.01%
245,307
+489
+0.2% +$2.05K
EAF icon
2599
GrafTech
EAF
$175M
$1.06M ﹤0.01%
9,959
+1,289
+15% +$104K
PLSE icon
2600
Pulse Biosciences
PLSE
$2.43B
$1.06M ﹤0.01%
44,437
+463
+1% +$7.37K
102 103
104
105 106

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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.