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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
CCJ icon
1251
Cameco
CCJ
$38.4B
$10.6M 0.01%
792,565
-60,835
-7% -$650K
VVV icon
1252
Valvoline
VVV
$4.9B
$10.6M 0.01%
458,604
-3,170
-0.7% -$68.6K
GDS icon
1253
GDS Holdings
GDS
$6.41B
$10.6M 0.01%
113,279
-4,552
-4% -$404K
BRKR icon
1254
Bruker
BRKR
$9.79B
$10.6M 0.01%
195,587
+3,304
+2% +$158K
HEI.A icon
1255
HEICO Corp Class A
HEI.A
$35.8B
$10.6M 0.01%
90,319
+13,440
+17% +$1.46M
NEOG icon
1256
Neogen
NEOG
$2.51B
$10.6M 0.01%
266,462
-78,972
-23% -$2.94M
BF.A icon
1257
Brown-Forman Class A
BF.A
$13.4B
$10.6M 0.01%
143,746
+6,180
+4% +$444K
JACK icon
1258
Jack in the Box
JACK
$312M
$10.5M 0.01%
113,108
+14,711
+15% +$1.29M
SQM icon
1259
Sociedad Química y Minera de Chile
SQM
$19.5B
$10.5M 0.01%
213,541
-26,838
-11% -$1.13M
ITRI icon
1260
Itron
ITRI
$4.33B
$10.5M 0.01%
109,287
-22,242
-17% -$1.71M
ESNT icon
1261
Essent Group
ESNT
$6.12B
$10.5M 0.01%
242,519
+774
+0.3% +$33.5K
WTFC icon
1262
Wintrust Financial
WTFC
$10.8B
$10.5M 0.01%
171,420
+18,814
+12% +$1.01M
BX icon
1263
Blackstone
BX
$102B
$10.5M 0.01%
161,502
+19,179
+13% +$1.12M
SIX
1264
DELISTED
Six Flags Entertainment Corp.
SIX
$10.5M 0.01%
306,952
-10,794
-3% -$296K
ALRM icon
1265
Alarm.com
ALRM
$2.68B
$10.5M 0.01%
101,172
+25,150
+33% +$1.82M
NNN icon
1266
NNN REIT
NNN
$9.16B
$10.5M 0.01%
255,697
-6,255
-2% -$236K
WWE
1267
DELISTED
World Wrestling Entertainment
WWE
$10.5M 0.01%
217,568
-7,846
-3% -$329K
CYBR
1268
DELISTED
CyberArk
CYBR
$10.4M 0.01%
64,606
+8,311
+15% +$967K
TECK icon
1269
Teck Resources
TECK
$30.7B
$10.4M 0.01%
573,955
-45,160
-7% -$696K
UHAL icon
1270
U-Haul Holding Co
UHAL
$13.9B
$10.4M 0.01%
229,480
+43,860
+24% +$1.75M
FORM icon
1271
FormFactor
FORM
$8.21B
$10.4M 0.01%
242,027
-8,629
-3% -$312K
PLAY icon
1272
Dave & Buster's
PLAY
$377M
$10.4M 0.01%
345,985
-512,933
-60% -$11.4M
FBP icon
1273
First Bancorp
FBP
$4.4B
$10.4M 0.01%
1,125,786
-227
-0% -$1.73K
HHH icon
1274
Howard Hughes
HHH
$3.87B
$10.4M 0.01%
137,756
-4,910
-3% -$329K
EXEL icon
1275
Exelixis
EXEL
$14.1B
$10.4M 0.01%
516,294
+7,664
+2% +$160K
49 50
51
52 53

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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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ACI
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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.