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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
ENTG icon
851
Entegris
ENTG
$16.3B
$20.7M 0.01%
215,636
+1,516
+0.7% +$132K
NLSN
852
DELISTED
Nielsen Holdings plc
NLSN
$20.7M 0.01%
991,840
+9,632
+1% +$156K
WYNN icon
853
Wynn Resorts
WYNN
$10.3B
$20.7M 0.01%
183,332
-2,868
-2% -$265K
TS icon
854
Tenaris
TS
$28.2B
$20.7M 0.01%
1,296,208
+370,325
+40% +$4.93M
VALE icon
855
Vale
VALE
$62.3B
$20.6M 0.01%
1,231,076
+12,827
+1% +$171K
ONC
856
BeOne Medicines Ltd
ONC
$33.9B
$20.6M 0.01%
79,674
-5,858
-7% -$1.61M
TEF
857
DELISTED
Telefonica
TEF
$20.5M 0.01%
5,710,175
+2,449,671
+75% +$8.28M
SR icon
858
Spire
SR
$4.79B
$20.4M 0.01%
318,992
+22,421
+8% +$1.37M
LII icon
859
Lennox International
LII
$15B
$20.4M 0.01%
74,512
+2,532
+4% +$720K
PAGS icon
860
PagSeguro Digital
PAGS
$2.67B
$20.4M 0.01%
358,394
-45,142
-11% -$2.03M
MFC icon
861
Manulife Financial
MFC
$73B
$20.4M 0.01%
1,142,140
+256,635
+29% +$4.1M
BMO icon
862
Bank of Montreal
BMO
$123B
$20.3M 0.01%
267,425
+46,694
+21% +$3.2M
POR icon
863
Portland General Electric
POR
$5.82B
$20.3M 0.01%
475,133
+4,899
+1% +$200K
AM icon
864
Antero Midstream
AM
$10.2B
$20.3M 0.01%
2,633,487
+45,482
+2% +$308K
ENOV icon
865
Enovis
ENOV
$1.74B
$20.3M 0.01%
308,108
-18,243
-6% -$1.07M
TRU icon
866
TransUnion
TRU
$16B
$20.3M 0.01%
204,112
+6,587
+3% +$603K
AWF
867
AllianceBernstein Global High Income Fund
AWF
$869M
$20.2M 0.01%
1,718,489
+237,737
+16% +$2.61M
WF icon
868
Woori Financial
WF
$15.9B
$20.1M 0.01%
735,808
-39,133
-5% -$1.01M
BAY
869
DELISTED
BAYER AG SPONS ADR
BAY
$20.1M 0.01%
1,355,679
-859,359
-39% -$12.8M
E icon
870
ENI
E
$78B
$20.1M 0.01%
976,268
-236,688
-20% -$4.28M
IPGP icon
871
IPG Photonics
IPGP
$3.4B
$20M 0.01%
89,348
-27,687
-24% -$5.55M
GDDY icon
872
GoDaddy
GDDY
$13.9B
$19.9M 0.01%
240,279
-8,351
-3% -$656K
CIEN icon
873
Ciena
CIEN
$46.8B
$19.9M 0.01%
376,025
+25,146
+7% +$1.12M
JHG
874
DELISTED
Janus Henderson
JHG
$19.8M 0.01%
609,032
-58,543
-9% -$1.67M
SNV
875
DELISTED
Synovus
SNV
$19.7M 0.01%
609,854
+17,176
+3% +$497K
33 34
35
36 37

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MCM
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PSUF
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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.