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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
JLL icon
976
Jones Lang LaSalle
JLL
$15.8B
$16.8M 0.01%
113,027
-1,711
-1% -$220K
VRNT
977
DELISTED
Verint Systems
VRNT
$16.8M 0.01%
489,951
+1,564
+0.3% +$44.4K
ELAN icon
978
Elanco Animal Health
ELAN
$13.2B
$16.7M 0.01%
544,834
+228,584
+72% +$6.97M
ALE
979
DELISTED
Allete
ALE
$16.7M 0.01%
269,108
+4,135
+2% +$234K
AGR
980
DELISTED
Avangrid, Inc.
AGR
$16.7M 0.01%
366,695
+107,628
+42% +$5.29M
ASH icon
981
Ashland
ASH
$3.34B
$16.6M 0.01%
210,131
-9,474
-4% -$716K
EWBC icon
982
East-West Bancorp
EWBC
$17.8B
$16.6M 0.01%
327,584
-6,371
-2% -$271K
SPSC icon
983
SPS Commerce
SPSC
$2.55B
$16.6M 0.01%
152,634
+2,333
+2% +$219K
FHB icon
984
First Hawaiian
FHB
$3.41B
$16.6M 0.01%
702,857
+344,764
+96% +$6.89M
GFI icon
985
Gold Fields
GFI
$28.8B
$16.5M 0.01%
1,780,660
-45,842
-3% -$484K
FSLR icon
986
First Solar
FSLR
$21.4B
$16.5M 0.01%
166,667
-9,300
-5% -$806K
PLUG icon
987
Plug Power
PLUG
$2.65B
$16.5M 0.01%
486,136
-80,099
-14% -$1.81M
RNR icon
988
RenaissanceRe
RNR
$13.8B
$16.5M 0.01%
99,409
-89,104
-47% -$15.1M
VTIP icon
989
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$16.4M 0.01%
321,917
+17,240
+6% +$877K
ERIE icon
990
Erie Indemnity
ERIE
$13B
$16.4M 0.01%
66,757
+14,547
+28% +$3.39M
FND icon
991
Floor & Decor
FND
$6.03B
$16.3M 0.01%
175,941
-797
-0.5% -$66.5K
KNX icon
992
Knight Transportation
KNX
$11.5B
$16.3M 0.01%
390,414
+57,716
+17% +$2.35M
Y
993
DELISTED
Alleghany Corp
Y
$16.3M 0.01%
26,967
+2,831
+12% +$1.65M
NAVI icon
994
Navient
NAVI
$819M
$16.3M 0.01%
1,655,779
+7,385
+0.4% +$70.1K
PCG icon
995
PG&E
PCG
$39B
$16.2M 0.01%
1,301,049
+376,293
+41% +$4.26M
RH icon
996
RH
RH
$3.33B
$16.2M 0.01%
36,206
-6,675
-16% -$2.75M
HEI icon
997
HEICO Corp
HEI
$49.6B
$16.1M 0.01%
121,488
-14,182
-10% -$1.73M
ACAD icon
998
Acadia Pharmaceuticals
ACAD
$4.51B
$16.1M 0.01%
300,576
+148,383
+97% +$7.37M
DK icon
999
Delek US
DK
$3.98B
$16.1M 0.01%
999,299
+716,263
+253% +$9.46M
EVR icon
1000
Evercore
EVR
$11.8B
$16M 0.01%
146,021
+16,637
+13% +$1.48M
38 39
40
41 42

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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.