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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
DISH
826
DELISTED
DISH Network Corp.
DISH
$21.7M 0.01%
671,679
-4,910
-0.7% -$151K
AER icon
827
AerCap
AER
$23.4B
$21.7M 0.01%
476,527
+34,122
+8% +$1.19M
WMS icon
828
Advanced Drainage Systems
WMS
$10.6B
$21.7M 0.01%
259,615
-61,211
-19% -$4.34M
SRPT icon
829
Sarepta Therapeutics
SRPT
$1.64B
$21.6M 0.01%
126,956
+9,631
+8% +$1.43M
OC icon
830
Owens Corning
OC
$11B
$21.5M 0.01%
283,651
+12,438
+5% +$906K
EXAS
831
DELISTED
Exact Sciences
EXAS
$21.5M 0.01%
162,034
+51,132
+46% +$6.18M
BRO icon
832
Brown & Brown
BRO
$25.1B
$21.4M 0.01%
450,637
+31,242
+7% +$1.44M
ALNY icon
833
Alnylam Pharmaceuticals
ALNY
$38.3B
$21.3M 0.01%
163,784
+10,210
+7% +$1.36M
AMED
834
DELISTED
Amedisys
AMED
$21.3M 0.01%
72,546
+4,119
+6% +$1.06M
KDP icon
835
Keurig Dr Pepper
KDP
$42.8B
$21.3M 0.01%
664,764
+110,873
+20% +$3.28M
CHT icon
836
Chunghwa Telecom
CHT
$33.5B
$21.3M 0.01%
550,603
-42,850
-7% -$1.63M
FRT icon
837
Federal Realty Investment Trust
FRT
$10.9B
$21.3M 0.01%
249,648
-33,158
-12% -$2.76M
FLS icon
838
Flowserve
FLS
$8.94B
$21.2M 0.01%
574,959
+29,775
+5% +$974K
WIT icon
839
Wipro
WIT
$19.5B
$21.2M 0.01%
7,491,214
+363,048
+5% +$936K
IHG icon
840
InterContinental Hotels
IHG
$23.8B
$21.2M 0.01%
324,848
+16,386
+5% +$964K
OGE icon
841
OGE Energy
OGE
$9.87B
$21.1M 0.01%
663,426
+23,253
+4% +$751K
SLM icon
842
SLM Corp
SLM
$4.83B
$21.1M 0.01%
1,701,333
+3,118
+0.2% +$32.8K
LYV icon
843
Live Nation Entertainment
LYV
$42.9B
$21M 0.01%
285,979
+12,152
+4% +$767K
NWSA icon
844
News Corp Class A
NWSA
$15.6B
$21M 0.01%
1,166,725
-42,730
-4% -$689K
CX icon
845
Cemex
CX
$16.9B
$20.9M 0.01%
4,049,201
-292,313
-7% -$1.34M
JBLU icon
846
JetBlue
JBLU
$2.16B
$20.9M 0.01%
1,434,718
-60,651
-4% -$832K
DB icon
847
Deutsche Bank
DB
$66.6B
$20.9M 0.01%
1,913,374
+206,994
+12% +$2.13M
ACGL icon
848
Arch Capital
ACGL
$35.7B
$20.9M 0.01%
578,065
+53,505
+10% +$1.76M
IDA icon
849
Idacorp
IDA
$8B
$20.8M 0.01%
216,862
+16,760
+8% +$1.53M
NFG icon
850
National Fuel Gas
NFG
$7.69B
$20.8M 0.01%
505,976
-15,471
-3% -$644K
32 33
34
35 36

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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.