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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
HBNC icon
2276
Horizon Bancorp
HBNC
$1.04B
$1.97M ﹤0.01%
123,968
+3,998
+3% +$54.7K
VRT icon
2277
Vertiv
VRT
$93B
$1.97M ﹤0.01%
105,255
+27,376
+35% +$504K
BOOM icon
2278
DMC Global
BOOM
$138M
$1.96M ﹤0.01%
45,419
+340
+0.8% +$13.4K
RC
2279
Ready Capital
RC
$258M
$1.96M ﹤0.01%
157,742
+8,666
+6% +$106K
STR
2280
DELISTED
Sitio Royalties
STR
$1.96M ﹤0.01%
155,550
-18,684
-11% -$190K
HWKN icon
2281
Hawkins
HWKN
$2.67B
$1.95M ﹤0.01%
74,662
-280
-0.4% -$7.12K
TALO icon
2282
Talos Energy
TALO
$2.53B
$1.95M ﹤0.01%
236,847
+7,222
+3% +$56.2K
SWTX
2283
DELISTED
SpringWorks Therapeutics
SWTX
$1.95M ﹤0.01%
26,903
+3,068
+13% +$197K
VHT icon
2284
Vanguard Health Care ETF
VHT
$18.1B
$1.95M ﹤0.01%
8,722
-622
-7% -$133K
HRTX icon
2285
Heron Therapeutics
HRTX
$93.9M
$1.95M ﹤0.01%
92,115
+19,369
+27% +$337K
SLP icon
2286
Simulations Plus
SLP
$369M
$1.95M ﹤0.01%
27,080
+2,567
+10% +$170K
RDUS
2287
DELISTED
Radius Recycling
RDUS
$1.94M ﹤0.01%
60,860
-9,341
-13% -$230K
HOME
2288
DELISTED
At Home Group Inc.
HOME
$1.94M ﹤0.01%
125,504
+12,148
+11% +$212K
AXSM icon
2289
Axsome Therapeutics
AXSM
$11.2B
$1.94M ﹤0.01%
23,761
+5,068
+27% +$379K
CANO
2290
DELISTED
Cano Health, Inc.
CANO
$1.93M ﹤0.01%
+1,442
New +$1.65M
MMI icon
2291
Marcus & Millichap
MMI
$1.16B
$1.93M ﹤0.01%
51,902
+4,008
+8% +$136K
EMLP icon
2292
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$1.92M ﹤0.01%
91,421
+4,019
+5% +$83.5K
XLC icon
2293
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$1.92M ﹤0.01%
28,397
+156
+0.6% +$9.93K
IAU icon
2294
iShares Gold Trust
IAU
$62.9B
$1.91M ﹤0.01%
52,717
-756,903
-93% -$27.1M
GEO icon
2295
The GEO Group
GEO
$4.13B
$1.91M ﹤0.01%
215,645
+17,379
+9% +$167K
DSGX icon
2296
Descartes Systems
DSGX
$6.44B
$1.91M ﹤0.01%
32,658
-3,331
-9% -$189K
CHRS icon
2297
Coherus Oncology
CHRS
$217M
$1.91M ﹤0.01%
109,859
-14,058
-11% -$250K
DCO icon
2298
Ducommun
DCO
$2.7B
$1.9M ﹤0.01%
35,458
+12,542
+55% +$541K
USMV icon
2299
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.9M ﹤0.01%
28,005
+3,089
+12% +$203K
SSP icon
2300
E.W. Scripps
SSP
$257M
$1.9M ﹤0.01%
124,106
-5,207
-4% -$64.1K
90 91
92
93 94

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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.