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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
ITT icon
1001
ITT
ITT
$17.1B
$16M 0.01%
207,862
+7,678
+4% +$537K
ACM icon
1002
Aecom
ACM
$9.46B
$16M 0.01%
320,485
-25,563
-7% -$1.22M
ORAN
1003
DELISTED
Orange
ORAN
$15.9M 0.01%
1,339,906
+481,208
+56% +$5.63M
EGP icon
1004
EastGroup Properties
EGP
$11.2B
$15.9M 0.01%
114,983
-4,336
-4% -$600K
TWNK
1005
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$15.8M 0.01%
1,082,585
-3,591
-0.3% -$48.4K
KEP icon
1006
Korea Electric Power
KEP
$14.6B
$15.8M 0.01%
1,288,337
+66,109
+5% +$654K
IART icon
1007
Integra LifeSciences
IART
$1.28B
$15.8M 0.01%
243,397
+15,945
+7% +$858K
PENN icon
1008
PENN Entertainment
PENN
$2.84B
$15.8M 0.01%
182,492
-4,295
-2% -$307K
TAL icon
1009
TAL Education Group
TAL
$6.04B
$15.7M 0.01%
219,994
-4,345
-2% -$314K
THO icon
1010
Thor Industries
THO
$4.06B
$15.7M 0.01%
169,050
+36,491
+28% +$3.42M
FTI icon
1011
TechnipFMC
FTI
$28.6B
$15.7M 0.01%
2,246,108
-673,917
-23% -$3.96M
THS
1012
DELISTED
Treehouse Foods
THS
$15.7M 0.01%
369,570
+121,322
+49% +$4.93M
STMP
1013
DELISTED
Stamps.com, Inc.
STMP
$15.7M 0.01%
79,945
-11,597
-13% -$2.55M
PTEN icon
1014
Patterson-UTI
PTEN
$3.54B
$15.6M 0.01%
2,973,191
-137,255
-4% -$540K
TRP icon
1015
TC Energy
TRP
$70.1B
$15.6M 0.01%
383,526
-54,640
-12% -$2.33M
WPM icon
1016
Wheaton Precious Metals
WPM
$49.7B
$15.6M 0.01%
373,740
+109,302
+41% +$4.88M
WOLF icon
1017
Wolfspeed
WOLF
$1.04B
$15.6M 0.01%
147,275
+19,047
+15% +$1.53M
RYAAY icon
1018
Ryanair
RYAAY
$30B
$15.6M 0.01%
354,163
+25,193
+8% +$989K
SLF icon
1019
Sun Life Financial
SLF
$45.6B
$15.5M 0.01%
348,878
-10,120
-3% -$438K
SXT icon
1020
Sensient Technologies
SXT
$5.22B
$15.5M 0.01%
209,761
-10,362
-5% -$723K
NBIX icon
1021
Neurocrine Biosciences
NBIX
$18.2B
$15.5M 0.01%
161,390
-23,962
-13% -$2.31M
NBR icon
1022
Nabors Industries
NBR
$1.17B
$15.4M 0.01%
265,244
+96,864
+58% +$4.27M
TRN icon
1023
Trinity Industries
TRN
$2.92B
$15.4M 0.01%
583,911
-19,034
-3% -$429K
MKSI icon
1024
MKS Inc
MKSI
$17.4B
$15.4M 0.01%
102,263
+11,494
+13% +$1.5M
MSM icon
1025
MSC Industrial Direct
MSM
$6.76B
$15.3M 0.01%
181,779
+3,773
+2% +$291K
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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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.