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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
BLD
751
DELISTED
TopBuild
BLD
$25.4M 0.02%
137,975
-16,952
-11% -$3M
CPT icon
752
Camden Property Trust
CPT
$11.5B
$25.4M 0.02%
253,913
+42,046
+20% +$4.07M
ENB icon
753
Enbridge
ENB
$120B
$25.4M 0.02%
793,015
-195,022
-20% -$5.93M
STNE icon
754
StoneCo
STNE
$2.67B
$25.3M 0.02%
301,933
+22,215
+8% +$1.49M
IRM icon
755
Iron Mountain
IRM
$35.9B
$25.2M 0.02%
856,033
+26,470
+3% +$734K
SKM icon
756
SK Telecom
SKM
$11.4B
$25.2M 0.02%
625,038
-3,843
-0.6% -$148K
XRX icon
757
Xerox
XRX
$345M
$25.2M 0.02%
1,086,881
+48,655
+5% +$1.03M
RGLD icon
758
Royal Gold
RGLD
$16.6B
$25.2M 0.02%
236,935
-593
-0.2% -$68.5K
JWN
759
DELISTED
Nordstrom
JWN
$25.1M 0.02%
805,010
+316,173
+65% +$6.6M
APA icon
760
APA Corp
APA
$13B
$25.1M 0.02%
1,769,462
+662,686
+60% +$7.71M
CPB icon
761
Campbell Soup
CPB
$6.85B
$25M 0.02%
516,428
-67,263
-12% -$3.25M
RGEN icon
762
Repligen
RGEN
$6.91B
$24.9M 0.02%
130,031
+5,703
+5% +$1.04M
SLG icon
763
SL Green Realty
SLG
$3.83B
$24.8M 0.02%
404,926
+12,104
+3% +$640K
BFAM icon
764
Bright Horizons
BFAM
$4.35B
$24.7M 0.02%
142,738
+37,619
+36% +$6.16M
TREX icon
765
Trex
TREX
$4.4B
$24.7M 0.02%
294,523
-40,872
-12% -$3.13M
RPM icon
766
RPM International
RPM
$13.8B
$24.6M 0.02%
270,667
+23,195
+9% +$2.05M
VER
767
DELISTED
VEREIT, Inc.
VER
$24.5M 0.02%
649,511
-25,231
-4% -$896K
PK icon
768
Park Hotels & Resorts
PK
$3.08B
$24.5M 0.02%
1,427,636
+606,296
+74% +$8.41M
BNL
769
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$24.5M 0.02%
719,420
+17,975
+3% +$611K
VYX icon
770
NCR Voyix
VYX
$1.19B
$24.4M 0.02%
1,059,145
-27,819
-3% -$461K
FIVE icon
771
Five Below
FIVE
$11.6B
$24.4M 0.02%
139,210
+10,909
+9% +$1.62M
BWXT icon
772
BWX Technologies
BWXT
$14.4B
$24.3M 0.02%
402,408
-26,572
-6% -$1.53M
ALSN icon
773
Allison Transmission
ALSN
$9.51B
$24.2M 0.02%
561,755
-4,370
-0.8% -$176K
BAH icon
774
Booz Allen Hamilton
BAH
$8.44B
$24.2M 0.02%
277,748
-140,109
-34% -$11.9M
EON
775
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$24.2M 0.02%
2,184,690
+152,304
+7% +$1.68M
29 30
31
32 33

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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.