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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
IIPR icon
1226
Innovative Industrial Properties
IIPR
$1.76B
$11.1M 0.01%
60,422
+14,118
+30% +$2.11M
BGS icon
1227
B&G Foods
BGS
$293M
$11M 0.01%
398,361
+62,818
+19% +$1.77M
ALGT icon
1228
Allegiant Air
ALGT
$2.66B
$11M 0.01%
58,278
-6,714
-10% -$1.03M
EXLS icon
1229
EXL Service
EXLS
$5.21B
$11M 0.01%
647,080
-16,705
-3% -$265K
SWN
1230
DELISTED
Southwestern Energy Company
SWN
$11M 0.01%
3,687,114
+1,021,227
+38% +$3.01M
CROX icon
1231
Crocs
CROX
$6.14B
$11M 0.01%
175,308
-1,981
-1% -$113K
FSLY icon
1232
Fastly Inc
FSLY
$3.37B
$11M 0.01%
125,590
-11,896
-9% -$1.05M
TTEC icon
1233
TTEC Holdings
TTEC
$126M
$11M 0.01%
150,437
+25,020
+20% +$1.62M
GPK icon
1234
Graphic Packaging
GPK
$3.24B
$11M 0.01%
646,831
+133,185
+26% +$2.02M
AGO icon
1235
Assured Guaranty
AGO
$3.73B
$10.9M 0.01%
347,483
+116,343
+50% +$3.42M
JJSF icon
1236
J&J Snack Foods
JJSF
$1.44B
$10.9M 0.01%
70,424
-2,641
-4% -$385K
FOX icon
1237
Fox Class B
FOX
$22B
$10.9M 0.01%
378,857
-27,391
-7% -$759K
KEX icon
1238
Kirby Corp
KEX
$7.08B
$10.9M 0.01%
210,562
+47,757
+29% +$2.18M
FTDR icon
1239
Frontdoor
FTDR
$5.16B
$10.8M 0.01%
215,884
-1,371
-0.6% -$62.7K
CPK icon
1240
Chesapeake Utilities
CPK
$3.2B
$10.8M 0.01%
100,023
+17,313
+21% +$1.73M
PBR icon
1241
Petrobras
PBR
$123B
$10.8M 0.01%
963,046
+30,774
+3% +$273K
XLB icon
1242
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$10.8M 0.01%
297,584
+285,168
+2,297% +$9.76M
MDB icon
1243
MongoDB
MDB
$26.2B
$10.8M 0.01%
29,971
+4,853
+19% +$1.36M
ESI icon
1244
Element Solutions
ESI
$8.68B
$10.7M 0.01%
605,136
+173,068
+40% +$2.39M
SJI
1245
DELISTED
South Jersey Industries, Inc.
SJI
$10.7M 0.01%
497,824
+64,976
+15% +$1.4M
PHI icon
1246
PLDT
PHI
$4.26B
$10.7M 0.01%
384,251
-15,521
-4% -$432K
FRPT icon
1247
Freshpet
FRPT
$2.98B
$10.7M 0.01%
75,498
-9,178
-11% -$1.18M
MUR icon
1248
Murphy Oil
MUR
$5.48B
$10.7M 0.01%
885,547
+112,955
+15% +$1.12M
BHC icon
1249
Bausch Health
BHC
$2.25B
$10.7M 0.01%
513,057
+43,111
+9% +$804K
BKH icon
1250
Black Hills Corp
BKH
$5.5B
$10.6M 0.01%
173,035
-14,752
-8% -$882K
48 49
50
51 52

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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.