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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
NTR icon
1051
Nutrien
NTR
$33.9B
$14.6M 0.01%
303,183
+1,473
+0.5% +$65.1K
PB icon
1052
Prosperity Bancshares
PB
$8.9B
$14.6M 0.01%
210,286
+3,913
+2% +$240K
CBSH icon
1053
Commerce Bancshares
CBSH
$8.68B
$14.6M 0.01%
283,116
+8,737
+3% +$423K
NUS icon
1054
Nu Skin
NUS
$257M
$14.6M 0.01%
266,508
+39,120
+17% +$2.06M
FPF
1055
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$14.5M 0.01%
602,761
-24,154
-4% -$542K
SPXC icon
1056
SPX Corp
SPXC
$9.39B
$14.5M 0.01%
265,645
-26,295
-9% -$1.32M
MTH icon
1057
Meritage Homes
MTH
$4.78B
$14.4M 0.01%
348,874
-38,686
-10% -$1.83M
STOR
1058
DELISTED
STORE Capital Corporation
STOR
$14.4M 0.01%
424,938
+50,233
+13% +$1.53M
SSNC icon
1059
SS&C Technologies
SSNC
$18.9B
$14.4M 0.01%
197,724
+17,671
+10% +$1.18M
CCOI icon
1060
Cogent Communications
CCOI
$635M
$14.4M 0.01%
240,195
+25,316
+12% +$1.5M
COLB icon
1061
Columbia Banking Systems
COLB
$8.71B
$14.4M 0.01%
400,088
-38,759
-9% -$1.2M
STEW
1062
SRH Total Return Fund
STEW
$1.77B
$14.4M 0.01%
1,289,029
+105,998
+9% +$1.12M
NVST icon
1063
Envista
NVST
$4.62B
$14.3M 0.01%
424,754
+13,919
+3% +$404K
DCI icon
1064
Donaldson
DCI
$10.7B
$14.3M 0.01%
255,477
+5,972
+2% +$315K
HRC
1065
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$14.3M 0.01%
145,654
+8,266
+6% +$772K
ACH
1066
Accendra Health
ACH
$254M
$14.2M 0.01%
524,518
+21,035
+4% +$541K
BL icon
1067
BlackLine
BL
$1.9B
$14.2M 0.01%
106,116
+29,729
+39% +$3.32M
LHCG
1068
DELISTED
LHC Group LLC
LHCG
$14.1M 0.01%
66,210
-7,596
-10% -$1.62M
DKNG icon
1069
DraftKings
DKNG
$12.2B
$14.1M 0.01%
+302,793
New +$14.4M
MTG icon
1070
MGIC Investment
MTG
$6.47B
$14.1M 0.01%
1,122,338
+73,458
+7% +$831K
EME icon
1071
Emcor
EME
$29.9B
$14M 0.01%
153,562
+3,584
+2% +$288K
IPHI
1072
DELISTED
INPHI CORPORATION
IPHI
$14M 0.01%
87,253
-3,421
-4% -$481K
BTZ icon
1073
BlackRock Credit Allocation Income Trust
BTZ
$927M
$14M 0.01%
950,888
+46,354
+5% +$666K
GRFS
1074
Grifois
GRFS
$5.55B
$14M 0.01%
757,548
+176,086
+30% +$3.26M
OGS icon
1075
ONE Gas
OGS
$5.01B
$14M 0.01%
181,958
-9,811
-5% -$742K
41 42
43
44 45

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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.