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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
ATEN icon
2251
A10 Networks
ATEN
$2.13B
$2.06M ﹤0.01%
208,641
+38,880
+23% +$306K
BFS
2252
Saul Centers
BFS
$836M
$2.05M ﹤0.01%
64,790
+29,891
+86% +$883K
BKD icon
2253
Brookdale Senior Living
BKD
$3.49B
$2.05M ﹤0.01%
462,760
-108,511
-19% -$400K
PRDO icon
2254
Perdoceo Education
PRDO
$1.99B
$2.05M ﹤0.01%
162,347
-72,267
-31% -$869K
TCBK icon
2255
TriCo Bancshares
TCBK
$1.84B
$2.04M ﹤0.01%
57,916
+14,052
+32% +$444K
SNEX icon
2256
StoneX
SNEX
$9.26B
$2.04M ﹤0.01%
178,549
-5,822
-3% -$65.8K
RKT icon
2257
Rocket Companies
RKT
$36.5B
$2.04M ﹤0.01%
100,740
+19,825
+25% +$418K
OCUL icon
2258
Ocular Therapeutix
OCUL
$1.79B
$2.03M ﹤0.01%
98,091
+84,789
+637% +$1.26M
RGNX icon
2259
Regenxbio
RGNX
$620M
$2.03M ﹤0.01%
44,706
+21,667
+94% +$757K
BPFH
2260
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.03M ﹤0.01%
239,899
+25,802
+12% +$183K
ENVA icon
2261
Enova International
ENVA
$6.33B
$2.03M ﹤0.01%
81,783
+4,411
+6% +$90.3K
COLL icon
2262
Collegium Pharmaceutical
COLL
$1.15B
$2.02M ﹤0.01%
100,924
-1,005
-1% -$19.6K
AMPH icon
2263
Amphastar Pharmaceuticals
AMPH
$879M
$2.02M ﹤0.01%
100,459
-16,509
-14% -$321K
MRC
2264
DELISTED
MRC Global
MRC
$2.01M ﹤0.01%
303,061
-7,251
-2% -$40K
BRFS
2265
DELISTED
BRF SA
BRFS
$2M ﹤0.01%
476,879
-59,538
-11% -$222K
NP
2266
DELISTED
Neenah, Inc. Common Stock
NP
$2M ﹤0.01%
36,130
+5,712
+19% +$262K
BILI icon
2267
Bilibili
BILI
$7.99B
$2M ﹤0.01%
23,271
+1,270
+6% +$74.4K
U icon
2268
Unity
U
$13.8B
$1.99M ﹤0.01%
+12,973
New +$1.58M
AAMI
2269
Acadian Asset Management
AAMI
$3.08B
$1.99M ﹤0.01%
103,218
-21,964
-18% -$370K
YPF icon
2270
YPF
YPF
$206B
$1.99M ﹤0.01%
422,428
+21,929
+5% +$96.9K
ATEC icon
2271
Alphatec Holdings
ATEC
$1.46B
$1.98M ﹤0.01%
+136,279
New +$1.44M
TVTY
2272
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.97M ﹤0.01%
100,735
-1,633
-2% -$27.1K
SBI
2273
Western Asset Intermediate Muni Fund
SBI
$107M
$1.97M ﹤0.01%
214,312
-2,355
-1% -$21.3K
UMH
2274
UMH Properties
UMH
$1.29B
$1.97M ﹤0.01%
132,900
+7,253
+6% +$105K
GRWG icon
2275
GrowGeneration
GRWG
$86.5M
$1.97M ﹤0.01%
48,911
-16,768
-26% -$451K
89 90
91
92 93

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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.