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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
LOPE icon
1426
Grand Canyon Education
LOPE
$3.98B
$8.21M 0.01%
88,117
-7,458
-8% -$637K
TCBI icon
1427
Texas Capital Bancshares
TCBI
$4.29B
$8.2M 0.01%
137,786
+3,326
+2% +$164K
UPBD icon
1428
Upbound Group
UPBD
$1.17B
$8.2M 0.01%
214,041
-2,006
-0.9% -$68.1K
RLI icon
1429
RLI Corp
RLI
$5.62B
$8.18M 0.01%
157,040
+690
+0.4% +$33.1K
TFSL icon
1430
TFS Financial
TFSL
$5.06B
$8.17M 0.01%
463,433
+5,032
+1% +$83.7K
MRTX
1431
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$8.17M 0.01%
37,191
+9,736
+35% +$2.1M
WD icon
1432
Walker & Dunlop
WD
$1.68B
$8.15M 0.01%
88,587
-6,168
-7% -$457K
LZB icon
1433
La-Z-Boy
LZB
$1.61B
$8.15M 0.01%
204,597
+25,342
+14% +$939K
BEAT
1434
DELISTED
BioTelemetry, Inc.
BEAT
$8.15M 0.01%
113,058
+1,487
+1% +$77.8K
RA
1435
Brookfield Real Assets Income Fund
RA
$706M
$8.15M 0.01%
456,932
-103,011
-18% -$1.77M
AX icon
1436
Axos Financial
AX
$5.6B
$8.14M 0.01%
216,853
+3,026
+1% +$95.7K
FELE icon
1437
Franklin Electric
FELE
$4.57B
$8.14M 0.01%
117,571
+10,071
+9% +$664K
FOLD
1438
DELISTED
Amicus Therapeutics
FOLD
$8.12M 0.01%
351,549
+118,523
+51% +$2.42M
ARNC
1439
DELISTED
Arconic Corporation
ARNC
$8.11M 0.01%
272,172
-51,204
-16% -$1.35M
APPS icon
1440
Digital Turbine
APPS
$990M
$8.11M 0.01%
143,357
-14,607
-9% -$599K
FUL icon
1441
H.B. Fuller
FUL
$2.98B
$8.1M 0.01%
156,165
+8,595
+6% +$435K
BMI icon
1442
Badger Meter
BMI
$3.78B
$8.09M 0.01%
85,996
-1,003
-1% -$80.1K
DOC
1443
DELISTED
PHYSICIANS REALTY TRUST
DOC
$8.09M 0.01%
454,269
-3,615
-0.8% -$64.7K
TU icon
1444
Telus
TU
$16.8B
$8.09M 0.01%
408,339
+110,386
+37% +$2.08M
SCO
1445
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$8.07M 0.01%
2,521,409
-181,081
-7% -$579K
PSMT icon
1446
Pricesmart
PSMT
$5.94B
$8.07M 0.01%
88,561
+16,146
+22% +$1.27M
ABEV icon
1447
Ambev
ABEV
$48.2B
$8.07M 0.01%
2,636,087
-204,867
-7% -$553K
EIM
1448
Eaton Vance Municipal Bond Fund
EIM
$494M
$8.05M 0.01%
592,228
-150,232
-20% -$1.98M
THRM icon
1449
Gentherm
THRM
$1.3B
$8.04M 0.01%
123,345
-1,748
-1% -$94.4K
SBRA icon
1450
Sabra Healthcare REIT
SBRA
$5.38B
$7.99M 0.01%
460,232
-815
-0.2% -$13K
56 57
58
59 60

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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.