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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
EVTC icon
1376
Evertec
EVTC
$1.95B
$8.74M 0.01%
222,378
+41,796
+23% +$1.55M
MEDP icon
1377
Medpace
MEDP
$16.1B
$8.74M 0.01%
62,795
+263
+0.4% +$33.1K
TCOM icon
1378
Trip.com Group
TCOM
$29.3B
$8.73M 0.01%
258,920
+17,706
+7% +$577K
BMCH
1379
DELISTED
BMC Stock Holdings, Inc
BMCH
$8.73M 0.01%
162,659
-9,891
-6% -$458K
BBD icon
1380
Banco Bradesco
BBD
$37.9B
$8.72M 0.01%
2,005,375
-599,475
-23% -$2.19M
OLN icon
1381
Olin
OLN
$2.53B
$8.71M 0.01%
354,698
-5,336
-1% -$109K
EDIT icon
1382
Editas Medicine
EDIT
$413M
$8.69M 0.01%
123,983
+67,808
+121% +$2.79M
CNMD icon
1383
CONMED
CNMD
$1.41B
$8.69M 0.01%
77,571
-838
-1% -$79.3K
TEX icon
1384
Terex
TEX
$7.11B
$8.68M 0.01%
248,721
-41,029
-14% -$1.21M
KWR icon
1385
Quaker Houghton
KWR
$2.69B
$8.67M 0.01%
34,218
-387
-1% -$87.4K
MRCY icon
1386
Mercury Systems
MRCY
$5.76B
$8.67M 0.01%
98,418
-2,440
-2% -$185K
DSU icon
1387
BlackRock Debt Strategies Fund
DSU
$591M
$8.66M 0.01%
829,203
-208,693
-20% -$2.1M
DAY
1388
DELISTED
Dayforce
DAY
$8.66M 0.01%
81,268
+16,312
+25% +$1.54M
BDN
1389
Brandywine Realty Trust
BDN
$525M
$8.65M 0.01%
726,004
-51,184
-7% -$550K
RBC icon
1390
RBC Bearings
RBC
$17.8B
$8.65M 0.01%
48,292
-5,470
-10% -$835K
SSTK icon
1391
Shutterstock
SSTK
$198M
$8.64M 0.01%
120,486
+4,443
+4% +$295K
CALY
1392
Callaway Golf Company
CALY
$3.33B
$8.63M 0.01%
359,285
+9,078
+3% +$185K
NWE icon
1393
NorthWestern Energy
NWE
$4.29B
$8.6M 0.01%
147,477
+5,759
+4% +$320K
HR icon
1394
Healthcare Realty
HR
$7.46B
$8.6M 0.01%
312,195
+43,271
+16% +$1.14M
VKQ icon
1395
Invesco Municipal Trust
VKQ
$541M
$8.57M 0.01%
668,389
-45,323
-6% -$563K
EC icon
1396
Ecopetrol
EC
$35B
$8.55M 0.01%
662,496
-173,783
-21% -$1.96M
MSA icon
1397
Mine Safety
MSA
$6.73B
$8.55M 0.01%
57,216
-1,114
-2% -$161K
LBTYA icon
1398
Liberty Global Class A
LBTYA
$3.56B
$8.52M 0.01%
351,829
-11,049
-3% -$246K
ESLT icon
1399
Elbit Systems
ESLT
$36.8B
$8.52M 0.01%
65,137
+7,425
+13% +$894K
ADC icon
1400
Agree Realty
ADC
$9.42B
$8.51M 0.01%
127,823
+16,149
+14% +$1.06M
54 55
56
57 58

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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.