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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
AAL icon
701
American Airlines Group
AAL
$9.82B
$28.7M 0.02%
1,822,212
-365,142
-17% -$5.06M
RDY icon
702
Dr. Reddy's Laboratories
RDY
$9.8B
$28.7M 0.02%
2,014,660
-49,775
-2% -$670K
BPOP icon
703
Popular Inc
BPOP
$11B
$28.7M 0.02%
509,792
-34,651
-6% -$1.64M
THG icon
704
Hanover Insurance
THG
$8.13B
$28.7M 0.02%
245,267
+5,837
+2% +$629K
CRL icon
705
Charles River Laboratories
CRL
$11.3B
$28.5M 0.02%
114,162
-8,962
-7% -$2.13M
LSXMK
706
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$28.5M 0.02%
844,903
+26,253
+3% +$801K
SAM icon
707
Boston Beer
SAM
$1.95B
$28.4M 0.02%
28,564
-905
-3% -$869K
GT icon
708
Goodyear
GT
$2.09B
$28.3M 0.02%
2,593,422
+89,542
+4% +$902K
CNO icon
709
CNO Financial Group
CNO
$4.94B
$28.3M 0.02%
1,271,726
-119,703
-9% -$2.44M
LSTR icon
710
Landstar System
LSTR
$6.03B
$28.2M 0.02%
209,285
+7,239
+4% +$949K
SEE
711
DELISTED
Sealed Air
SEE
$28.1M 0.02%
614,362
-72,027
-10% -$3.12M
MDU icon
712
MDU Resources
MDU
$4.18B
$28M 0.02%
2,792,656
+425,625
+18% +$3.98M
HSIC icon
713
Henry Schein
HSIC
$9.78B
$28M 0.02%
418,168
+21,771
+5% +$1.4M
BKU icon
714
Bankunited
BKU
$3.33B
$27.8M 0.02%
800,667
+33,283
+4% +$950K
MASI
715
DELISTED
Masimo
MASI
$27.7M 0.02%
103,287
+14,805
+17% +$3.69M
ZEN
716
DELISTED
ZENDESK INC
ZEN
$27.7M 0.02%
193,605
+20,469
+12% +$2.54M
REP
717
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$27.6M 0.02%
2,762,188
-146,643
-5% -$1.47M
DAR icon
718
Darling Ingredients
DAR
$9.32B
$27.5M 0.02%
476,784
-130,849
-22% -$6.25M
CSL icon
719
Carlisle Companies
CSL
$13.5B
$27.4M 0.02%
175,546
+5,630
+3% +$791K
AA icon
720
Alcoa
AA
$11.3B
$27.3M 0.02%
1,183,536
-65,264
-5% -$1.14M
AFB
721
AllianceBernstein National Municipal Income Fund
AFB
$315M
$27.3M 0.02%
1,890,702
-21,774
-1% -$302K
ACIW icon
722
ACI Worldwide
ACIW
$6.12B
$27.2M 0.02%
707,016
-158,935
-18% -$5.33M
EQH icon
723
Equitable Holdings
EQH
$13.2B
$27.2M 0.02%
1,061,061
+54,606
+5% +$1.28M
KUB
724
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$27.2M 0.02%
246,076
-9,111
-4% -$1.01M
RAD
725
DELISTED
Rite Aid Corporation
RAD
$27.1M 0.02%
1,714,614
+476,534
+38% +$6.12M
27 28
29
30 31

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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.