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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
NTB icon
1401
Bank of N.T. Butterfield & Son
NTB
$2.45B
$8.5M 0.01%
272,777
-235
-0.1% -$6.91K
ROIC
1402
DELISTED
Retail Opportunity Investments Corp.
ROIC
$8.48M 0.01%
633,665
+19,428
+3% +$238K
VONG icon
1403
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
$8.43M 0.01%
136,068
+4,860
+4% +$285K
STAY
1404
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$8.41M 0.01%
567,861
-2,446
-0.4% -$31.7K
IGSB icon
1405
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$8.41M 0.01%
152,422
-13,400
-8% -$737K
BDJ icon
1406
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$8.4M 0.01%
992,155
-265,320
-21% -$2.08M
PII icon
1407
Polaris
PII
$3.88B
$8.39M 0.01%
88,081
-2,163
-2% -$207K
LYFT icon
1408
Lyft
LYFT
$5.9B
$8.37M 0.01%
170,420
-17,344
-9% -$631K
RAMP icon
1409
LiveRamp
RAMP
$2.3B
$8.32M 0.01%
113,719
-897
-0.8% -$57.2K
PLXS icon
1410
Plexus
PLXS
$6.47B
$8.3M 0.01%
106,110
-41
-0% -$3.06K
AVNT icon
1411
Avient
AVNT
$3.36B
$8.3M 0.01%
206,010
+15,005
+8% +$529K
RBA icon
1412
RB Global
RBA
$20.5B
$8.28M 0.01%
119,082
+20,768
+21% +$1.37M
PRI icon
1413
Primerica
PRI
$10.1B
$8.28M 0.01%
61,810
+1,138
+2% +$143K
SABR icon
1414
Sabre
SABR
$739M
$8.28M 0.01%
688,585
+100,710
+17% +$931K
IRTC icon
1415
iRhythm Holdings
IRTC
$3.91B
$8.27M 0.01%
34,873
-7,557
-18% -$1.72M
CRI icon
1416
Carter's
CRI
$1.39B
$8.27M 0.01%
87,886
-5,974
-6% -$526K
FBC
1417
DELISTED
Flagstar Bancorp, Inc. New
FBC
$8.27M 0.01%
202,819
+2,067
+1% +$71.2K
BUSE icon
1418
First Busey Corp
BUSE
$2.6B
$8.27M 0.01%
383,589
+79,736
+26% +$1.56M
OMF icon
1419
OneMain Financial
OMF
$7.32B
$8.26M 0.01%
171,541
-16,551
-9% -$654K
SHOO icon
1420
Steven Madden
SHOO
$3.5B
$8.26M 0.01%
233,843
+99,627
+74% +$2.83M
GNW icon
1421
Genworth Financial
GNW
$3.81B
$8.26M 0.01%
2,184,741
+66,467
+3% +$273K
RCI icon
1422
Rogers Communications
RCI
$18.4B
$8.22M 0.01%
176,454
+13,200
+8% +$585K
CORE
1423
DELISTED
Core Mark Holding Co., Inc.
CORE
$8.21M 0.01%
279,522
+42,718
+18% +$1.31M
WAL icon
1424
Western Alliance Bancorporation
WAL
$8.87B
$8.21M 0.01%
136,928
+12,087
+10% +$588K
ESE icon
1425
ESCO Technologies
ESE
$8.07B
$8.21M 0.01%
79,491
-10,448
-12% -$984K
55 56
57
58 59

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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.