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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
TREE icon
1701
LendingTree
TREE
$447M
$5.45M ﹤0.01%
19,904
+538
+3% +$160K
PEN icon
1702
Penumbra
PEN
$12.6B
$5.45M ﹤0.01%
31,127
+493
+2% +$108K
PCH
1703
DELISTED
PotlatchDeltic
PCH
$5.44M ﹤0.01%
108,829
-801
-0.7% -$36.8K
KRG icon
1704
Kite Realty
KRG
$5.78B
$5.44M ﹤0.01%
363,748
+14,235
+4% +$189K
ANAT
1705
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.44M ﹤0.01%
56,604
+4,472
+9% +$360K
FPRX
1706
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$5.44M ﹤0.01%
319,699
+50,462
+19% +$632K
TI.A
1707
DELISTED
Telecom Italia 10 Svg
TI.A
$5.44M ﹤0.01%
1,071,620
-192,269
-15% -$976K
IRT icon
1708
Independence Realty Trust
IRT
$3.92B
$5.44M ﹤0.01%
404,838
-1,001
-0.2% -$12.8K
AXS icon
1709
AXIS Capital
AXS
$7.72B
$5.43M ﹤0.01%
107,719
-527
-0.5% -$25.6K
BANR icon
1710
Banner Corp
BANR
$2.38B
$5.4M ﹤0.01%
115,853
+14,063
+14% +$580K
CTRE icon
1711
CareTrust REIT
CTRE
$9.87B
$5.39M ﹤0.01%
242,886
+26,361
+12% +$519K
NVRI icon
1712
Enviri
NVRI
$635M
$5.37M ﹤0.01%
298,382
-18,518
-6% -$297K
UCTT
1713
Ultra Clean Holdings
UCTT
$3.83B
$5.36M ﹤0.01%
172,080
-4,565
-3% -$127K
UNVR
1714
DELISTED
Univar Solutions Inc.
UNVR
$5.35M ﹤0.01%
281,299
-3,896
-1% -$70.3K
FULT icon
1715
Fulton Financial
FULT
$4.66B
$5.34M ﹤0.01%
420,241
+19,548
+5% +$232K
ARNA
1716
DELISTED
Arena Pharmaceuticals Inc
ARNA
$5.34M ﹤0.01%
69,502
-6,466
-9% -$485K
TDC icon
1717
Teradata
TDC
$2.9B
$5.33M ﹤0.01%
237,254
-55,479
-19% -$1.19M
WNS
1718
DELISTED
WNS Holdings
WNS
$5.32M ﹤0.01%
73,898
-13,210
-15% -$885K
GKOS icon
1719
Glaukos
GKOS
$9.77B
$5.32M ﹤0.01%
70,648
+2,783
+4% +$176K
KALU icon
1720
Kaiser Aluminum
KALU
$2.6B
$5.31M ﹤0.01%
53,727
+9,121
+20% +$699K
PAG icon
1721
Penske Automotive Group
PAG
$14.3B
$5.3M ﹤0.01%
89,234
+1,544
+2% +$87K
PMT
1722
PennyMac Mortgage Investment
PMT
$816M
$5.28M ﹤0.01%
300,120
+13,630
+5% +$231K
NSLR
1723
Neostellar Capital Corp
NSLR
$268M
$5.27M ﹤0.01%
479,387
– –
PIPR icon
1724
Piper Sandler
PIPR
$5.09B
$5.23M ﹤0.01%
207,360
+17,208
+9% +$390K
TV icon
1725
Televisa
TV
$1.5B
$5.22M ﹤0.01%
632,984
-59,161
-9% -$451K
67 68
69
70 71

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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.