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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
KSM
3126
DELISTED
DWS Strategic Municipal Income Trust
KSM
$276K ﹤0.01%
24,240
+398
+2% +$4.38K
AZEK
3127
DELISTED
The AZEK Co
AZEK
$275K ﹤0.01%
7,161
-25,799
-78% -$931K
DCT
3128
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
$275K ﹤0.01%
+6,362
New +$269K
PHR icon
3129
Phreesia
PHR
$689M
$274K ﹤0.01%
+5,042
New +$216K
CDMO
3130
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$274K ﹤0.01%
23,758
+8,970
+61% +$82K
ACWX icon
3131
iShares MSCI ACWI ex US ETF
ACWX
$11.2B
$273K ﹤0.01%
+5,150
New +$255K
INBK icon
3132
First Internet Bancorp
INBK
$233M
$272K ﹤0.01%
9,471
-2,593
-21% -$62.2K
HRTG icon
3133
Heritage Insurance Holdings
HRTG
$903M
$271K ﹤0.01%
26,706
+6,372
+31% +$65.5K
CCF
3134
DELISTED
Chase Corporation
CCF
$271K ﹤0.01%
2,680
+64
+2% +$6.71K
LRN icon
3135
Stride
LRN
$4.16B
$270K ﹤0.01%
12,719
-24,485
-66% -$608K
THFF icon
3136
First Financial Corp
THFF
$948M
$270K ﹤0.01%
6,947
-16,016
-70% -$584K
NATR icon
3137
Nature's Sunshine
NATR
$362M
$269K ﹤0.01%
17,967
+557
+3% +$6.89K
FCEL icon
3138
FuelCell Energy
FCEL
$1.45B
$268K ﹤0.01%
801
+405
+102% +$66.2K
CDZI icon
3139
Cadiz
CDZI
$251M
$267K ﹤0.01%
25,098
+2,614
+12% +$26.2K
ODC icon
3140
Oil-Dri
ODC
$1.43B
$267K ﹤0.01%
15,690
+1,356
+9% +$24K
RILY icon
3141
BRC Group Holdings
RILY
$264M
$267K ﹤0.01%
+6,043
New +$195K
HMY icon
3142
Harmony Gold Mining
HMY
$9.7B
$266K ﹤0.01%
56,829
+16,030
+39% +$79K
EARN
3143
Ellington Residential Mortgage REIT
EARN
$166M
$265K ﹤0.01%
20,284
+927
+5% +$10.9K
SRI icon
3144
Stoneridge
SRI
$200M
$264K ﹤0.01%
8,737
-3,111
-26% -$80.6K
ARDX icon
3145
Ardelyx
ARDX
$1.24B
$261K ﹤0.01%
40,282
+1,397
+4% +$8.29K
FRBA icon
3146
First Bank
FRBA
$470M
$260K ﹤0.01%
27,771
+9,762
+54% +$83.6K
INMD icon
3147
InMode
INMD
$871M
$260K ﹤0.01%
+10,946
New +$231K
SPYM
3148
State Street SPDR Portfolio S&P 500 ETF
SPYM
$157B
$259K ﹤0.01%
5,903
+502
+9% +$20.9K
CMBT
3149
CMB.TECH NV
CMBT
$4.52B
$259K ﹤0.01%
32,355
+18,473
+133% +$151K
GBL
3150
DELISTED
GAMCO Investors, Inc.
GBL
$259K ﹤0.01%
14,594
-424
-3% -$5.92K
124 125
126
127 128

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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.