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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
ICLN icon
1351
iShares Global Clean Energy ETF
ICLN
$2.33B
$9.08M 0.01%
+321,425
New +$7.23M
IMO icon
1352
Imperial Oil
IMO
$62.3B
$9.08M 0.01%
476,985
-40,848
-8% -$654K
JBTM
1353
JBT Marel
JBTM
$7.31B
$9.07M 0.01%
79,638
-1,748
-2% -$180K
TLK icon
1354
Telkom Indonesia
TLK
$14.4B
$9.05M 0.01%
384,695
-38,001
-9% -$798K
SSD icon
1355
Simpson Manufacturing
SSD
$7.68B
$9.02M 0.01%
96,547
-47,394
-33% -$4.4M
CIB icon
1356
Grupo Cibest SA
CIB
$22.3B
$9.02M 0.01%
224,388
-71,400
-24% -$2.23M
CUK
1357
DELISTED
Carnival PLC
CUK
$9.01M 0.01%
480,502
-127,564
-21% -$1.98M
GDOT icon
1358
Green Dot
GDOT
$743M
$8.99M 0.01%
161,129
+21,537
+15% +$1.22M
BPMC
1359
DELISTED
Blueprint Medicines
BPMC
$8.98M 0.01%
80,105
+22,689
+40% +$2.39M
SYKE
1360
DELISTED
SYKES Enterprises Inc
SYKE
$8.95M 0.01%
237,647
+1,681
+0.7% +$62.7K
CTB
1361
DELISTED
Cooper Tire & Rubber Co.
CTB
$8.94M 0.01%
220,841
+38,787
+21% +$1.48M
NMRK icon
1362
Newmark Group
NMRK
$2.68B
$8.94M 0.01%
1,225,908
+71,931
+6% +$445K
BRSL
1363
Brightstar Lottery PLC
BRSL
$1.87B
$8.92M 0.01%
526,681
-104,983
-17% -$1.28M
RPRX icon
1364
Royalty Pharma
RPRX
$26.2B
$8.91M 0.01%
178,050
+158,211
+797% +$6.71M
TI
1365
DELISTED
Telecom Italia
TI
$8.9M 0.01%
1,947,534
-161,720
-8% -$739K
QTS
1366
DELISTED
QTS REALTY TRUST, INC.
QTS
$8.9M 0.01%
143,793
+6,862
+5% +$429K
MTOR
1367
DELISTED
MERITOR, Inc.
MTOR
$8.9M 0.01%
318,772
+14,646
+5% +$387K
UNF icon
1368
Unifirst Corp
UNF
$5.31B
$8.86M 0.01%
41,875
-513
-1% -$97.6K
IWV icon
1369
iShares Russell 3000 ETF
IWV
$19.5B
$8.83M 0.01%
39,500
+36,663
+1,292% +$7.7M
SRC
1370
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$8.83M 0.01%
219,716
-5,664
-3% -$204K
MNDT
1371
DELISTED
Mandiant, Inc. Common Stock
MNDT
$8.82M 0.01%
382,452
+143,401
+60% +$2.21M
BJ icon
1372
BJs Wholesale Club
BJ
$12.6B
$8.82M 0.01%
236,506
-55,765
-19% -$2.23M
SANM icon
1373
Sanmina
SANM
$9.83B
$8.8M 0.01%
276,074
+4,147
+2% +$123K
AU icon
1374
AngloGold Ashanti
AU
$41.6B
$8.77M 0.01%
387,680
-22,546
-5% -$541K
LPSN icon
1375
LivePerson
LPSN
$22M
$8.77M 0.01%
9,394
-712
-7% -$612K
53 54
55
56 57

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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.