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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
PFSI icon
1576
PennyMac Financial
PFSI
$3.88B
$6.62M ﹤0.01%
100,848
-22,828
-18% -$1.36M
APPN icon
1577
Appian
APPN
$1.97B
$6.59M ﹤0.01%
40,683
+8,494
+26% +$951K
SITC icon
1578
SITE Centers
SITC
$225M
$6.59M ﹤0.01%
835,082
-8,994
-1% -$62.8K
FCNCA icon
1579
First Citizens BancShares
FCNCA
$24.7B
$6.59M ﹤0.01%
11,478
+1,850
+19% +$933K
SNOW icon
1580
Snowflake
SNOW
$105B
$6.59M ﹤0.01%
23,408
+22,456
+2,359% +$6.39M
PFGC icon
1581
Performance Food Group
PFGC
$17.9B
$6.58M ﹤0.01%
138,202
-5,168
-4% -$218K
SPGM icon
1582
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.71B
$6.57M ﹤0.01%
134,897
+7,611
+6% +$352K
MDRX
1583
DELISTED
Veradigm Inc. Common Stock
MDRX
$6.55M ﹤0.01%
453,503
+15,962
+4% +$193K
WSC icon
1584
WillScot Mobile Mini Holdings
WSC
$4.37B
$6.54M ﹤0.01%
282,243
-33,213
-11% -$670K
MYGN icon
1585
Myriad Genetics
MYGN
$291M
$6.53M ﹤0.01%
330,243
+103,618
+46% +$1.67M
LGIH icon
1586
LGI Homes
LGIH
$1.29B
$6.51M ﹤0.01%
61,469
-18,849
-23% -$2.15M
PLAN
1587
DELISTED
Anaplan, Inc.
PLAN
$6.5M ﹤0.01%
90,418
+15,242
+20% +$991K
CAR icon
1588
Avis
CAR
$5.14B
$6.46M ﹤0.01%
173,251
-88,805
-34% -$3.12M
SYNA icon
1589
Synaptics
SYNA
$4.28B
$6.46M ﹤0.01%
67,032
-3,634
-5% -$296K
GBX icon
1590
The Greenbrier Companies
GBX
$1.52B
$6.45M ﹤0.01%
177,346
+6,117
+4% +$202K
TRIP icon
1591
TripAdvisor
TRIP
$1.66B
$6.43M ﹤0.01%
223,505
-729
-0.3% -$17.6K
BSAC icon
1592
Banco Santander Chile
BSAC
$16.3B
$6.41M ﹤0.01%
337,692
+8,486
+3% +$142K
MCR
1593
DELISTED
MFS Charter Income Trust
MCR
$6.39M ﹤0.01%
729,166
+17,752
+2% +$149K
CDP icon
1594
COPT Defense Properties
CDP
$4.33B
$6.39M ﹤0.01%
245,078
-9,445
-4% -$238K
CVLT icon
1595
Commault Systems
CVLT
$4.8B
$6.39M ﹤0.01%
115,330
+16,780
+17% +$784K
MTSI icon
1596
MACOM Technology Solutions
MTSI
$19.4B
$6.38M ﹤0.01%
115,835
-11,141
-9% -$475K
MMT
1597
Aberdeen Multi-Market Income Fund
MMT
$237M
$6.35M ﹤0.01%
1,039,057
+40,730
+4% +$241K
NPO icon
1598
Enpro
NPO
$6.7B
$6.33M ﹤0.01%
83,776
-990
-1% -$66.4K
PRFT
1599
DELISTED
Perficient Inc
PRFT
$6.33M ﹤0.01%
132,738
-15,307
-10% -$695K
BBT
1600
Beacon Financial Corp
BBT
$2.57B
$6.31M ﹤0.01%
368,465
-15,075
-4% -$225K
62 63
64
65 66

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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.