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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
CMD
1876
DELISTED
Cantel Medical Corporation
CMD
$4M ﹤0.01%
50,767
-18,629
-27% -$1.09M
GLUU
1877
DELISTED
Glu Mobile Inc.
GLUU
$3.99M ﹤0.01%
443,260
+104,903
+31% +$904K
ORA icon
1878
Ormat Technologies
ORA
$6B
$3.99M ﹤0.01%
44,164
+1,212
+3% +$91.8K
NUVA
1879
DELISTED
NuVasive, Inc.
NUVA
$3.97M ﹤0.01%
70,427
-21,714
-24% -$1.07M
UGP icon
1880
Ultrapar
UGP
$6.95B
$3.96M ﹤0.01%
875,240
-32,020
-4% -$121K
NTCT icon
1881
NETSCOUT
NTCT
$2.96B
$3.96M ﹤0.01%
144,582
-6,924
-5% -$165K
HGV icon
1882
Hilton Grand Vacations
HGV
$3.62B
$3.96M ﹤0.01%
126,175
+39,274
+45% +$1.03M
INVA icon
1883
Innoviva
INVA
$1.55B
$3.93M ﹤0.01%
317,420
-35,898
-10% -$387K
CRS icon
1884
Carpenter Technology
CRS
$25.8B
$3.92M ﹤0.01%
134,771
-19,831
-13% -$459K
MFL
1885
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$3.92M ﹤0.01%
278,046
-46,675
-14% -$638K
PBI icon
1886
Pitney Bowes
PBI
$2.37B
$3.91M ﹤0.01%
634,187
-253,266
-29% -$1.52M
DT icon
1887
Dynatrace
DT
$12.9B
$3.9M ﹤0.01%
90,138
+6,213
+7% +$247K
KOD icon
1888
Kodiak Sciences
KOD
$2.6B
$3.9M ﹤0.01%
26,533
+7,989
+43% +$891K
VBTX
1889
DELISTED
Veritex Holdings
VBTX
$3.9M ﹤0.01%
151,910
+18,560
+14% +$408K
SAFT icon
1890
Safety Insurance
SAFT
$1.52B
$3.9M ﹤0.01%
50,003
+6,524
+15% +$479K
MNTV
1891
DELISTED
Momentive Global Inc. Common Stock
MNTV
$3.9M ﹤0.01%
152,456
-6,756
-4% -$152K
DNLI icon
1892
Denali Therapeutics
DNLI
$3.65B
$3.89M ﹤0.01%
46,415
-10,002
-18% -$605K
INDB icon
1893
Independent Bank
INDB
$3.99B
$3.89M ﹤0.01%
53,231
+3,153
+6% +$205K
NXRT
1894
NexPoint Residential Trust
NXRT
$666M
$3.88M ﹤0.01%
91,824
+2,644
+3% +$116K
NHI icon
1895
National Health Investors
NHI
$3.72B
$3.88M ﹤0.01%
56,116
-2,936
-5% -$187K
PFS icon
1896
Provident Financial Services
PFS
$3.22B
$3.88M ﹤0.01%
216,075
-4,865
-2% -$74.1K
CCU icon
1897
Compañía de Cervecerías Unidas
CCU
$2.12B
$3.87M ﹤0.01%
263,431
-69,630
-21% -$948K
SHEN icon
1898
Shenandoah Telecom
SHEN
$664M
$3.87M ﹤0.01%
89,377
-21,887
-20% -$983K
MGPI icon
1899
MGP Ingredients
MGPI
$379M
$3.86M ﹤0.01%
82,015
-629
-0.8% -$27.1K
AMCX icon
1900
AMC Global Media
AMCX
$492M
$3.85M ﹤0.01%
107,737
+4,195
+4% +$117K
74 75
76
77 78

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MCM
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PSUF
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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.