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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
KPN
1151
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$12.5M 0.01%
4,029,367
+492,491
+14% +$1.52M
ACCO icon
1152
Acco Brands
ACCO
$399M
$12.4M 0.01%
1,472,343
+937,533
+175% +$6.81M
CLR
1153
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$12.4M 0.01%
760,632
-17,080
-2% -$255K
BC icon
1154
Brunswick
BC
$5.23B
$12.4M 0.01%
162,510
+6,568
+4% +$463K
CDK
1155
DELISTED
CDK Global, Inc.
CDK
$12.4M 0.01%
238,810
+9,702
+4% +$460K
PSO icon
1156
Pearson
PSO
$10.6B
$12.3M 0.01%
1,344,769
+279,881
+26% +$2.24M
FSD
1157
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$12.3M 0.01%
832,280
+38,122
+5% +$542K
ANF icon
1158
Abercrombie & Fitch
ANF
$4.55B
$12.3M 0.01%
602,332
+127,388
+27% +$2.34M
JRI icon
1159
Nuveen Real Asset Income & Growth Fund
JRI
$350M
$12.2M 0.01%
909,736
+47,400
+5% +$604K
VIAV icon
1160
Viavi Solutions
VIAV
$7.95B
$12.2M 0.01%
815,154
-31,740
-4% -$422K
DIOD icon
1161
Diodes
DIOD
$3.5B
$12.2M 0.01%
172,970
-5,792
-3% -$374K
LAMR icon
1162
Lamar Advertising Co
LAMR
$16.7B
$12.2M 0.01%
146,498
+1,587
+1% +$119K
HALO icon
1163
Halozyme
HALO
$9.88B
$12.2M 0.01%
284,954
-762
-0.3% -$27.4K
CNK icon
1164
Cinemark Holdings
CNK
$4.07B
$12.2M 0.01%
698,405
-32,982
-5% -$415K
BYD icon
1165
Boyd Gaming
BYD
$6.75B
$12.1M 0.01%
282,338
-41,541
-13% -$1.53M
LFUS icon
1166
Littelfuse
LFUS
$10.4B
$12.1M 0.01%
47,409
+4,777
+11% +$1.06M
SRCL
1167
DELISTED
Stericycle Inc
SRCL
$12.1M 0.01%
173,861
-10,162
-6% -$695K
ABG icon
1168
Asbury Automotive
ABG
$4.62B
$12M 0.01%
82,578
+6,161
+8% +$764K
FNV icon
1169
Franco-Nevada
FNV
$41.3B
$12M 0.01%
96,029
+2,512
+3% +$339K
AUO
1170
DELISTED
AU Optronics Corp
AUO
$12M 0.01%
2,431,035
-169,541
-7% -$839K
AWR icon
1171
American States Water
AWR
$3.44B
$12M 0.01%
151,328
-8,740
-5% -$669K
LECO icon
1172
Lincoln Electric
LECO
$14.1B
$12M 0.01%
103,453
+2,976
+3% +$326K
FLO icon
1173
Flowers Foods
FLO
$1.58B
$12M 0.01%
530,930
+15,440
+3% +$360K
CLGX
1174
DELISTED
Corelogic, Inc.
CLGX
$12M 0.01%
154,944
+5,250
+4% +$393K
HAE icon
1175
Haemonetics
HAE
$3.88B
$11.9M 0.01%
100,354
+930
+0.9% +$100K
45 46
47
48 49

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MCM
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PSUF
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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.