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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
MD icon
1026
Pediatrix Medical
MD
$2.17B
$15.3M 0.01%
621,507
+71,754
+13% +$1.35M
REZI icon
1027
Resideo Technologies
REZI
$5.26B
$15.2M 0.01%
716,208
+85,962
+14% +$1.38M
EWZ icon
1028
iShares MSCI Brazil ETF
EWZ
$9.25B
$15.2M 0.01%
+410,104
New +$13.2M
VEDL
1029
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$15.2M 0.01%
1,730,606
+48,943
+3% +$320K
VSH icon
1030
Vishay Intertechnology
VSH
$5.18B
$15.2M 0.01%
733,032
+32,283
+5% +$595K
SMCI icon
1031
Super Micro Computer
SMCI
$17.9B
$15.1M 0.01%
4,767,100
+266,340
+6% +$751K
MED icon
1032
Medifast
MED
$110M
$15.1M 0.01%
76,854
+10,864
+16% +$1.92M
NIO icon
1033
NIO
NIO
$12.1B
$15.1M 0.01%
309,200
+382
+0.1% +$14.8K
MUSA icon
1034
Murphy USA
MUSA
$11.4B
$15.1M 0.01%
115,138
-10,751
-9% -$1.38M
AIMC
1035
DELISTED
Altra Industrial Motion Corp
AIMC
$15.1M 0.01%
271,760
+46,363
+21% +$2.28M
ADNT icon
1036
Adient
ADNT
$1.72B
$15.1M 0.01%
433,177
+153,306
+55% +$4.32M
MKTAY
1037
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$15M 0.01%
299,005
+27,181
+10% +$1.37M
STL
1038
DELISTED
Sterling Bancorp
STL
$15M 0.01%
836,338
+60,249
+8% +$907K
WTM icon
1039
White Mountains Insurance
WTM
$5.25B
$15M 0.01%
15,024
-430
-3% -$405K
VTA
1040
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$15M 0.01%
1,399,191
+120,803
+9% +$1.19M
AVA icon
1041
Avista
AVA
$3.39B
$15M 0.01%
373,821
-17,824
-5% -$654K
AEM icon
1042
Agnico Eagle Mines
AEM
$75.4B
$14.9M 0.01%
210,897
+59,683
+39% +$4.45M
LGND icon
1043
Ligand Pharmaceuticals
LGND
$5.94B
$14.9M 0.01%
239,466
-25,343
-10% -$1.44M
OLED icon
1044
Universal Display
OLED
$3.76B
$14.8M 0.01%
64,516
+1,115
+2% +$238K
DDS icon
1045
Dillards
DDS
$9.41B
$14.8M 0.01%
234,410
+17,309
+8% +$846K
ASB icon
1046
Associated Banc-Corp
ASB
$5.8B
$14.7M 0.01%
864,690
+53,807
+7% +$817K
ICLR icon
1047
Icon
ICLR
$12.8B
$14.7M 0.01%
75,391
-21,441
-22% -$4.19M
ISBC
1048
DELISTED
Investors Bancorp, Inc.
ISBC
$14.7M 0.01%
1,391,267
-79,734
-5% -$728K
BRX icon
1049
Brixmor Property Group
BRX
$9.67B
$14.7M 0.01%
886,923
+133,341
+18% +$1.89M
SIRI icon
1050
SiriusXM
SIRI
$10.4B
$14.6M 0.01%
229,507
+14,999
+7% +$921K
40 41
42
43 44

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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.