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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
ALLE icon
651
Allegion
ALLE
$13.5B
$32.2M 0.02%
276,301
-10,273
-4% -$1.12M
MDY icon
652
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$32.1M 0.02%
76,472
-36,896
-33% -$14.2M
B
653
Barrick Mining
B
$60.9B
$32M 0.02%
1,405,323
-18,371
-1% -$465K
CGNX icon
654
Cognex
CGNX
$9.62B
$31.9M 0.02%
396,865
+13,806
+4% +$1M
TDK
655
DELISTED
TDK CORP AMER DEP SH
TDK
$31.8M 0.02%
210,079
+36,719
+21% +$5.57M
CPRI icon
656
Capri Holdings
CPRI
$1.82B
$31.8M 0.02%
758,196
+20,481
+3% +$627K
WIX icon
657
WIX.com
WIX
$2.56B
$31.8M 0.02%
127,110
+37,419
+42% +$9.85M
LNG icon
658
Cheniere Energy
LNG
$54.2B
$31.7M 0.02%
528,471
+11,447
+2% +$614K
WPP icon
659
WPP
WPP
$4.67B
$31.7M 0.02%
585,853
-31,924
-5% -$1.51M
NBIS
660
Nebius Group N.V.
NBIS
$37.6B
$31.7M 0.02%
454,927
-147,071
-24% -$9.39M
HZNP
661
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$31.3M 0.02%
428,253
-5,891
-1% -$438K
AV
662
DELISTED
Aviva Plc
AV
$31.3M 0.02%
3,550,408
-631,740
-15% -$5.57M
CIT
663
DELISTED
CIT Group Inc.
CIT
$31.3M 0.02%
870,561
+103,051
+13% +$3.25M
BN icon
664
Brookfield
BN
$102B
$31.2M 0.02%
1,411,213
+19,019
+1% +$381K
NFJ
665
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$31.1M 0.02%
2,310,007
-42,072
-2% -$530K
VCLT icon
666
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
$31.1M 0.02%
+279,909
New +$30.4M
TRGP icon
667
Targa Resources
TRGP
$56.8B
$31.1M 0.02%
1,178,006
+26,933
+2% +$573K
EDU icon
668
New Oriental
EDU
$9.32B
$31M 0.02%
166,649
-23,177
-12% -$3.9M
LBTYK icon
669
Liberty Global Class C
LBTYK
$3.5B
$30.9M 0.02%
1,307,004
-44,173
-3% -$957K
GLPI icon
670
Gaming and Leisure Properties
GLPI
$13B
$30.9M 0.02%
727,628
+35,463
+5% +$1.43M
CS
671
DELISTED
Credit Suisse Group
CS
$30.8M 0.02%
2,406,109
+29,193
+1% +$338K
PC
672
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$30.7M 0.02%
2,625,704
+81,188
+3% +$951K
EVRG icon
673
Evergy
EVRG
$19.4B
$30.7M 0.02%
553,634
+33,251
+6% +$1.82M
VC icon
674
Visteon
VC
$2.85B
$30.6M 0.02%
243,515
+41,352
+20% +$4.36M
ALLY icon
675
Ally Financial
ALLY
$13.1B
$30.5M 0.02%
854,340
-319,970
-27% -$9.68M
25 26
27
28 29

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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.