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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
PEGA icon
1751
Pegasystems
PEGA
$5.02B
$5.05M ﹤0.01%
75,836
-3,298
-4% -$210K
GTY
1752
Getty Realty Corp
GTY
$2.11B
$5.04M ﹤0.01%
182,822
-38,461
-17% -$1.07M
GRBK icon
1753
Green Brick Partners
GRBK
$3.04B
$5.03M ﹤0.01%
219,126
+79,457
+57% +$1.66M
MLI icon
1754
Mueller Industries
MLI
$14.7B
$5.01M ﹤0.01%
571,000
+25,752
+5% +$206K
PATK icon
1755
Patrick Industries
PATK
$2.74B
$4.99M ﹤0.01%
109,394
+6,999
+7% +$297K
GRA
1756
DELISTED
W.R. Grace & Co.
GRA
$4.98M ﹤0.01%
90,884
-2,269
-2% -$114K
AQUA
1757
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$4.98M ﹤0.01%
184,431
-13,842
-7% -$343K
ILPT
1758
Industrial Logistics Properties Trust
ILPT
$575M
$4.97M ﹤0.01%
213,605
+6,128
+3% +$134K
VISN
1759
Vistance Networks Inc
VISN
$2.65B
$4.97M ﹤0.01%
371,173
-51,272
-12% -$565K
LMNX
1760
DELISTED
Luminex Corp
LMNX
$4.96M ﹤0.01%
214,470
-31,491
-13% -$732K
ADUS icon
1761
Addus HomeCare
ADUS
$2.16B
$4.95M ﹤0.01%
42,236
+6,936
+20% +$716K
VEON icon
1762
VEON
VEON
$3.62B
$4.94M ﹤0.01%
130,752
-14,575
-10% -$519K
KELYA icon
1763
Kelly Services Class A
KELYA
$514M
$4.93M ﹤0.01%
239,820
+4,358
+2% +$87.4K
BCO icon
1764
Brink's
BCO
$4.88B
$4.93M ﹤0.01%
68,410
-9,661
-12% -$562K
SSL icon
1765
Sasol
SSL
$7.5B
$4.9M ﹤0.01%
553,511
-14,521
-3% -$109K
KSA icon
1766
iShares MSCI Saudi Arabia ETF
KSA
$623M
$4.89M ﹤0.01%
157,313
+325
+0.2% +$9.93K
GVA icon
1767
Granite Construction
GVA
$5.29B
$4.88M ﹤0.01%
182,736
+11,334
+7% +$260K
FCPT icon
1768
Four Corners Property Trust
FCPT
$2.81B
$4.86M ﹤0.01%
163,369
+576
+0.4% +$16.1K
BHE icon
1769
Benchmark Electronics
BHE
$2.87B
$4.86M ﹤0.01%
179,741
+15,077
+9% +$356K
SHAK icon
1770
Shake Shack
SHAK
$2.53B
$4.81M ﹤0.01%
56,766
+9,054
+19% +$703K
UNFI icon
1771
United Natural Foods
UNFI
$3.08B
$4.8M ﹤0.01%
300,832
-49,928
-14% -$836K
CALM icon
1772
Cal-Maine
CALM
$4.12B
$4.8M ﹤0.01%
127,902
-5,419
-4% -$209K
MGU
1773
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$4.8M ﹤0.01%
236,423
+14,046
+6% +$270K
FSS icon
1774
Federal Signal
FSS
$7.62B
$4.79M ﹤0.01%
144,318
-4,309
-3% -$136K
PARAA
1775
DELISTED
Paramount Global Class A
PARAA
$4.79M ﹤0.01%
126,563
+2,441
+2% +$81.6K
69 70
71
72 73

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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.