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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
WU icon
626
Western Union
WU
$2.53B
$34.6M 0.02%
1,574,963
-220,935
-12% -$4.79M
NLY icon
627
Annaly Capital Management
NLY
$17.3B
$34.5M 0.02%
1,019,869
-82,185
-7% -$2.54M
EPAM icon
628
EPAM Systems
EPAM
$5.58B
$34.4M 0.02%
96,092
+4,626
+5% +$1.54M
EXR icon
629
Extra Space Storage
EXR
$32.3B
$34.3M 0.02%
296,221
+33,586
+13% +$3.82M
RGA icon
630
Reinsurance Group of America
RGA
$15.5B
$34.2M 0.02%
295,194
-17,161
-5% -$1.92M
TECH icon
631
Bio-Techne
TECH
$11.2B
$34.2M 0.02%
430,764
+7,416
+2% +$537K
CHE icon
632
Chemed
CHE
$7.16B
$34.1M 0.02%
64,107
+1,905
+3% +$936K
CAJ
633
DELISTED
Canon, Inc.
CAJ
$34M 0.02%
1,749,174
+897,355
+105% +$16.2M
UMPQ
634
DELISTED
Umpqua Holdings Corp
UMPQ
$33.9M 0.02%
2,242,144
-35,112
-2% -$481K
VT icon
635
Vanguard Total World Stock ETF
VT
$75.3B
$33.9M 0.02%
366,609
+4,093
+1% +$355K
ALB icon
636
Albemarle
ALB
$13.4B
$33.9M 0.02%
229,956
+29,973
+15% +$3.56M
LW icon
637
Lamb Weston
LW
$7.42B
$33.8M 0.02%
429,385
-6,884
-2% -$501K
JAZZ icon
638
Jazz Pharmaceuticals
JAZZ
$16.1B
$33.8M 0.02%
204,816
-5,739
-3% -$855K
SPLK
639
DELISTED
Splunk Inc
SPLK
$33.8M 0.02%
198,982
+11,844
+6% +$2.27M
IBN icon
640
ICICI Bank
IBN
$107B
$33.8M 0.02%
2,273,696
-680,046
-23% -$8.55M
NMR icon
641
Nomura Holdings
NMR
$28.3B
$33.7M 0.02%
6,327,637
+97,251
+2% +$481K
SGEN
642
DELISTED
Seagen Inc. Common Stock
SGEN
$33.4M 0.02%
190,569
+6,583
+4% +$1.23M
FIVN icon
643
FIVE9
FIVN
$2.08B
$33M 0.02%
189,485
+52,942
+39% +$8.05M
FOXA icon
644
Fox Class A
FOXA
$24.8B
$33M 0.02%
1,132,144
-80,798
-7% -$2.26M
ROKU icon
645
Roku
ROKU
$21.6B
$32.7M 0.02%
98,511
+20,761
+27% +$5.45M
NSANY
646
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$32.7M 0.02%
3,030,179
+371,518
+14% +$4.01M
AIZ icon
647
Assurant
AIZ
$13.9B
$32.5M 0.02%
238,678
-30,815
-11% -$3.99M
PBCT
648
DELISTED
People's United Financial Inc
PBCT
$32.4M 0.02%
2,504,121
+103,593
+4% +$1.25M
LKQ icon
649
LKQ Corp
LKQ
$6.72B
$32.3M 0.02%
917,372
+47,580
+5% +$1.63M
MGA icon
650
Magna International
MGA
$18.8B
$32.3M 0.02%
456,589
-133,513
-23% -$7.86M
24 25
26
27 28

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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.