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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
CALX icon
1651
Calix
CALX
$2.23B
$5.88M ﹤0.01%
197,664
-10,348
-5% -$255K
IOVA icon
1652
Iovance Biotherapeutics
IOVA
$1.84B
$5.87M ﹤0.01%
126,416
+15,451
+14% +$613K
MEI icon
1653
Methode Electronics
MEI
$492M
$5.86M ﹤0.01%
153,143
-2,356
-2% -$80.6K
TTGT icon
1654
TechTarget
TTGT
$324M
$5.85M ﹤0.01%
99,018
+36,002
+57% +$1.86M
VLY icon
1655
Valley National Bancorp
VLY
$7.9B
$5.85M ﹤0.01%
600,238
-83,261
-12% -$724K
CVE icon
1656
Cenovus Energy
CVE
$55.4B
$5.85M ﹤0.01%
967,874
-17,252
-2% -$80.5K
NWBI icon
1657
Northwest Bancshares
NWBI
$2.3B
$5.84M ﹤0.01%
458,331
-19,576
-4% -$223K
CNDT icon
1658
Conduent
CNDT
$242M
$5.83M ﹤0.01%
1,215,715
+405,767
+50% +$1.69M
SPHR icon
1659
Sphere Entertainment
SPHR
$5.21B
$5.83M ﹤0.01%
55,495
+13,934
+34% +$1.06M
PBR.A icon
1660
Petrobras Class A
PBR.A
$109B
$5.83M ﹤0.01%
526,796
+64,187
+14% +$561K
SPB icon
1661
Spectrum Brands
SPB
$2.05B
$5.82M ﹤0.01%
73,664
-22,429
-23% -$1.47M
HR
1662
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.8M ﹤0.01%
195,818
-2,539
-1% -$76.3K
HUBG icon
1663
HUB Group
HUBG
$2.85B
$5.77M ﹤0.01%
202,524
+30,084
+17% +$814K
IBP icon
1664
Installed Building Products
IBP
$6.07B
$5.77M ﹤0.01%
56,597
-4,855
-8% -$496K
AMX icon
1665
America Movil
AMX
$76.4B
$5.76M ﹤0.01%
396,216
+2,754
+0.7% +$37.4K
MNRO icon
1666
Monro
MNRO
$386M
$5.75M ﹤0.01%
107,785
+28,953
+37% +$1.32M
CWEN icon
1667
Clearway Energy Class C
CWEN
$4.94B
$5.74M ﹤0.01%
179,876
+9,236
+5% +$277K
ONTO icon
1668
Onto Innovation
ONTO
$12.9B
$5.7M ﹤0.01%
119,965
+23,110
+24% +$926K
BHK icon
1669
BlackRock Core Bond Trust
BHK
$646M
$5.7M ﹤0.01%
349,509
+8,795
+3% +$139K
MRTN icon
1670
Marten Transport
MRTN
$1.23B
$5.69M ﹤0.01%
330,380
-21,907
-6% -$376K
HIW icon
1671
Highwoods Properties
HIW
$3.66B
$5.69M ﹤0.01%
143,595
-39,078
-21% -$1.41M
VCYT icon
1672
Veracyte
VCYT
$3.63B
$5.66M ﹤0.01%
115,649
-6,000
-5% -$278K
TDS icon
1673
Telephone and Data Systems
TDS
$3.78B
$5.66M ﹤0.01%
304,748
-22,793
-7% -$419K
FOXF icon
1674
Fox Factory Holding Corp
FOXF
$728M
$5.64M ﹤0.01%
53,380
-3,169
-6% -$288K
SXI icon
1675
Standex International
SXI
$3.67B
$5.64M ﹤0.01%
72,700
+722
+1% +$51.5K
65 66
67
68 69

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MCM
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PSUF
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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.