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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
PBA icon
1501
Pembina Pipeline
PBA
$29.3B
$7.41M ﹤0.01%
313,011
+1,852
+0.6% +$43.5K
PRSP
1502
DELISTED
Perspecta Inc. Common Stock
PRSP
$7.4M ﹤0.01%
307,218
-20,980
-6% -$450K
SLAB icon
1503
Silicon Laboratories
SLAB
$7.15B
$7.39M ﹤0.01%
58,075
+4,611
+9% +$519K
ITGR icon
1504
Integer Holdings
ITGR
$3.42B
$7.39M ﹤0.01%
90,983
+3,598
+4% +$253K
B
1505
DELISTED
Barnes Group Inc.
B
$7.38M ﹤0.01%
145,545
+4,230
+3% +$187K
BYND icon
1506
Beyond Meat
BYND
$286M
$7.38M ﹤0.01%
59,019
+9,473
+19% +$1.43M
ARCB icon
1507
ArcBest
ARCB
$3.17B
$7.36M ﹤0.01%
172,554
+30,119
+21% +$1.14M
UCB
1508
United Community Banks
UCB
$4.23B
$7.36M ﹤0.01%
258,855
+39,793
+18% +$940K
RVNC
1509
DELISTED
Revance Therapeutics, Inc.
RVNC
$7.36M ﹤0.01%
259,694
-36,497
-12% -$945K
MZTI
1510
The Marzetti Company
MZTI
$2.95B
$7.36M ﹤0.01%
40,052
-1,625
-4% -$283K
FMBI
1511
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$7.34M ﹤0.01%
460,780
+197,046
+75% +$2.71M
PFPT
1512
DELISTED
Proofpoint, Inc.
PFPT
$7.32M ﹤0.01%
53,633
+3,466
+7% +$380K
HMSY
1513
DELISTED
HMS Holdings Corp.
HMSY
$7.3M ﹤0.01%
198,764
+18,320
+10% +$556K
CHGG icon
1514
Chegg
CHGG
$118M
$7.3M ﹤0.01%
80,826
-15,718
-16% -$1.25M
ALV icon
1515
Autoliv
ALV
$9.09B
$7.29M ﹤0.01%
79,116
-2,711
-3% -$234K
CRNC icon
1516
Cerence
CRNC
$375M
$7.28M ﹤0.01%
72,452
-20,267
-22% -$1.51M
WKC icon
1517
World Kinect Corp
WKC
$2.03B
$7.26M ﹤0.01%
233,067
-34,350
-13% -$916K
FFIN icon
1518
First Financial Bankshares
FFIN
$5B
$7.25M ﹤0.01%
200,458
+1,780
+0.9% +$58.4K
LPX icon
1519
Louisiana-Pacific
LPX
$5.02B
$7.24M ﹤0.01%
194,663
+8,639
+5% +$289K
FN icon
1520
Fabrinet
FN
$15.7B
$7.23M ﹤0.01%
93,231
+2,984
+3% +$203K
GWB
1521
DELISTED
Great Western Bancorp, Inc.
GWB
$7.23M ﹤0.01%
346,063
-116,118
-25% -$1.91M
BSBR icon
1522
Santander
BSBR
$37.8B
$7.23M ﹤0.01%
873,747
+1,299
+0.1% +$8.6K
DY icon
1523
Dycom Industries
DY
$12.5B
$7.21M ﹤0.01%
95,440
-26,209
-22% -$1.81M
TRTN
1524
DELISTED
Triton International Limited
TRTN
$7.2M ﹤0.01%
148,513
+34,525
+30% +$1.46M
AIT icon
1525
Applied Industrial Technologies
AIT
$12.6B
$7.2M ﹤0.01%
92,310
+2,096
+2% +$147K
59 60
61
62 63

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MCM
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PSUF
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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.