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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
HL icon
1476
Hecla Mining
HL
$10B
$7.72M ﹤0.01%
1,191,351
-87,517
-7% -$466K
UVV icon
1477
Universal Corp
UVV
$1.33B
$7.72M ﹤0.01%
158,815
+25,156
+19% +$1.13M
EXP icon
1478
Eagle Materials
EXP
$6.3B
$7.72M ﹤0.01%
76,138
+5,047
+7% +$469K
TWOU
1479
DELISTED
2U Inc
TWOU
$7.71M ﹤0.01%
6,420
+165
+3% +$177K
PGRE
1480
DELISTED
Paramount Group
PGRE
$7.7M ﹤0.01%
851,211
-63,508
-7% -$512K
KTF
1481
DWS Municipal Income Trust
KTF
$346M
$7.69M ﹤0.01%
661,534
+30,441
+5% +$341K
WEN icon
1482
Wendy's
WEN
$1.4B
$7.68M ﹤0.01%
350,161
-12,686
-3% -$289K
LSCC icon
1483
Lattice Semiconductor
LSCC
$17.7B
$7.67M ﹤0.01%
167,370
-2,456
-1% -$94.9K
ABCB icon
1484
Ameris Bancorp
ABCB
$5.88B
$7.67M ﹤0.01%
201,373
+38,547
+24% +$1.25M
GLOB icon
1485
Globant
GLOB
$1.57B
$7.66M ﹤0.01%
35,190
+2,574
+8% +$497K
WTS icon
1486
Watts Water Technologies
WTS
$11.5B
$7.65M ﹤0.01%
62,895
-1,673
-3% -$192K
BTG icon
1487
B2Gold
BTG
$5.13B
$7.65M ﹤0.01%
1,366,688
+408,697
+43% +$2.5M
KFY icon
1488
Korn Ferry
KFY
$4.18B
$7.64M ﹤0.01%
175,721
-2,788
-2% -$103K
HQY icon
1489
HealthEquity
HQY
$8.44B
$7.61M ﹤0.01%
109,217
-2,924
-3% -$182K
FLOW
1490
DELISTED
SPX FLOW, Inc.
FLOW
$7.58M ﹤0.01%
130,866
-2,493
-2% -$127K
SBH icon
1491
Sally Beauty Holdings
SBH
$1.46B
$7.58M ﹤0.01%
581,082
-197,126
-25% -$2.11M
MIC
1492
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$7.58M ﹤0.01%
201,791
-19,982
-9% -$614K
CVI icon
1493
CVR Energy
CVI
$3.83B
$7.58M ﹤0.01%
508,417
+27,637
+6% +$374K
RDFN
1494
DELISTED
Redfin
RDFN
$7.55M ﹤0.01%
110,068
-39,771
-27% -$2.13M
PRAH
1495
DELISTED
PRA Health Sciences, Inc.
PRAH
$7.53M ﹤0.01%
60,027
+4,170
+7% +$466K
SAIC icon
1496
Saic
SAIC
$4.89B
$7.53M ﹤0.01%
79,535
-11,026
-12% -$969K
CNXC icon
1497
Concentrix
CNXC
$1.52B
$7.52M ﹤0.01%
+76,228
New +$7.62M
ROCK icon
1498
Gibraltar Industries
ROCK
$1.27B
$7.51M ﹤0.01%
104,343
-20,634
-17% -$1.38M
TGTX icon
1499
TG Therapeutics
TGTX
$8.19B
$7.45M ﹤0.01%
143,256
+1,990
+1% +$67.2K
ARI
1500
Apollo Commercial Real Estate
ARI
$851M
$7.43M ﹤0.01%
665,263
+39,212
+6% +$402K
58 59
60
61 62

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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.