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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
ARGX icon
1451
argenx
ARGX
$54.6B
$7.99M 0.01%
27,163
+12,827
+89% +$3.53M
ADAM
1452
Adamas Trust
ADAM
$803M
$7.99M 0.01%
541,186
+40,602
+8% +$514K
BILL icon
1453
BILL Holdings
BILL
$4.52B
$7.98M 0.01%
58,456
+11,404
+24% +$1.34M
ENS icon
1454
EnerSys
ENS
$6.74B
$7.97M 0.01%
95,939
+1,359
+1% +$107K
SBNY
1455
DELISTED
Signature Bank
SBNY
$7.96M 0.01%
58,821
-2,658
-4% -$278K
QSR icon
1456
Restaurant Brands International
QSR
$25.8B
$7.92M ﹤0.01%
129,582
-40,336
-24% -$2.35M
AYI icon
1457
Acuity Brands
AYI
$10.1B
$7.91M ﹤0.01%
65,351
-719
-1% -$77.1K
IWR icon
1458
iShares Russell Mid-Cap ETF
IWR
$56.1B
$7.9M ﹤0.01%
115,270
-2,649
-2% -$169K
FCN icon
1459
FTI Consulting
FCN
$4.95B
$7.88M ﹤0.01%
70,507
+2,345
+3% +$253K
BLUE
1460
DELISTED
bluebird bio
BLUE
$7.87M ﹤0.01%
14,044
+4,259
+44% +$2.7M
BCC icon
1461
Boise Cascade
BCC
$2.65B
$7.87M ﹤0.01%
164,575
-237
-0.1% -$10.3K
SCL icon
1462
Stepan Co
SCL
$1.48B
$7.86M ﹤0.01%
65,846
-7,823
-11% -$921K
KBR icon
1463
KBR
KBR
$4.36B
$7.81M ﹤0.01%
252,650
+244
+0.1% +$6.42K
CBU icon
1464
Community Bank
CBU
$3.42B
$7.81M ﹤0.01%
125,389
+644
+0.5% +$39.5K
CCMP
1465
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$7.81M ﹤0.01%
51,590
-2,419
-4% -$362K
DBRG icon
1466
DigitalBridge
DBRG
$2.93B
$7.8M ﹤0.01%
405,255
-64,603
-14% -$1.03M
SAFM
1467
DELISTED
Sanderson Farms Inc
SAFM
$7.8M ﹤0.01%
58,979
+1,203
+2% +$159K
SWX icon
1468
Southwest Gas
SWX
$6.54B
$7.79M ﹤0.01%
128,298
+5,277
+4% +$348K
COOP
1469
DELISTED
Mr. Cooper
COOP
$7.78M ﹤0.01%
250,825
+16,417
+7% +$420K
MSGS icon
1470
Madison Square Garden
MSGS
$9.75B
$7.77M ﹤0.01%
42,224
+5,294
+14% +$871K
MTDR icon
1471
Matador Resources
MTDR
$6B
$7.77M ﹤0.01%
644,367
+2,061
+0.3% +$20.1K
RCM
1472
DELISTED
R1 RCM Inc. Common Stock
RCM
$7.76M ﹤0.01%
323,148
-19,616
-6% -$390K
APLE icon
1473
Apple Hospitality REIT
APLE
$3.92B
$7.76M ﹤0.01%
600,798
-80
-0% -$949
AMKR icon
1474
Amkor Technology
AMKR
$12B
$7.73M ﹤0.01%
512,609
-8,259
-2% -$112K
EGHT icon
1475
8x8 Inc
EGHT
$262M
$7.72M ﹤0.01%
224,065
+37,262
+20% +$799K
57 58
59
60 61

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MCM
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PSUF
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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.