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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
BKI
1101
DELISTED
Black Knight, Inc. Common Stock
BKI
$13.6M 0.01%
153,441
+24,690
+19% +$2.24M
SPEM icon
1102
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.7B
$13.5M 0.01%
321,266
-2,361
-0.7% -$93.7K
NGVT icon
1103
Ingevity
NGVT
$2.46B
$13.5M 0.01%
178,727
+17,161
+11% +$1.12M
AIRC
1104
DELISTED
Apartment Income REIT Corp.
AIRC
$13.5M 0.01%
+351,901
New +$13.5M
NOK icon
1105
Nokia
NOK
$46.9B
$13.5M 0.01%
3,454,639
+100,709
+3% +$397K
FHI icon
1106
Federated Hermes
FHI
$4.56B
$13.5M 0.01%
467,215
-10,106
-2% -$269K
TELN
1107
DELISTED
TELENOR ASA
TELN
$13.5M 0.01%
792,304
+277,608
+54% +$4.72M
SAIA icon
1108
Saia
SAIA
$10.5B
$13.5M 0.01%
74,483
+6,494
+10% +$1.07M
KAMN
1109
DELISTED
Kaman Corp
KAMN
$13.4M 0.01%
234,730
+3,958
+2% +$195K
QDEL icon
1110
QuidelOrtho
QDEL
$1.13B
$13.4M 0.01%
74,620
-5,181
-6% -$1.15M
ETRN
1111
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$13.4M 0.01%
1,666,308
+196,449
+13% +$1.57M
PODD icon
1112
Insulet
PODD
$11.8B
$13.4M 0.01%
52,393
+82
+0.2% +$20.3K
HRB icon
1113
H&R Block
HRB
$5.98B
$13.4M 0.01%
842,400
-82,772
-9% -$1.43M
ATH
1114
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$13.3M 0.01%
309,330
+33,185
+12% +$1.31M
BLDR icon
1115
Builders FirstSource
BLDR
$7.29B
$13.3M 0.01%
326,029
-20,251
-6% -$717K
AWP
1116
abrdn Global Premier Properties Fund
AWP
$376M
$13.3M 0.01%
842,192
+19,805
+2% +$294K
SU icon
1117
Suncor Energy
SU
$77.7B
$13.3M 0.01%
791,313
-124,727
-14% -$1.83M
BVN icon
1118
Compañía de Minas Buenaventura
BVN
$7.68B
$13.1M 0.01%
1,075,513
-119,756
-10% -$1.46M
TMX
1119
DELISTED
Terminix Global Holdings, Inc.
TMX
$13M 0.01%
254,747
+770
+0.3% +$37.2K
ACA icon
1120
Arcosa
ACA
$7.11B
$13M 0.01%
236,479
+27,207
+13% +$1.39M
SIGI icon
1121
Selective Insurance
SIGI
$5.76B
$13M 0.01%
193,830
+7,996
+4% +$479K
XLI icon
1122
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$13M 0.01%
146,611
+117,186
+398% +$9.87M
OZK icon
1123
Bank OZK
OZK
$5.63B
$13M 0.01%
414,908
+6,464
+2% +$175K
REXR icon
1124
Rexford Industrial Realty
REXR
$8.63B
$13M 0.01%
263,878
+9,813
+4% +$478K
RL icon
1125
Ralph Lauren
RL
$22.4B
$13M 0.01%
124,848
-17,588
-12% -$1.48M
43 44
45
46 47

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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.