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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
BB icon
1901
BlackBerry
BB
$4.98B
$3.85M ﹤0.01%
580,634
+103,211
+22% +$611K
OXM icon
1902
Oxford Industries
OXM
$566M
$3.85M ﹤0.01%
58,765
-3,579
-6% -$185K
TKC icon
1903
Turkcell
TKC
$4.68B
$3.85M ﹤0.01%
713,697
+131,742
+23% +$663K
MATV icon
1904
Mativ Holdings
MATV
$481M
$3.84M ﹤0.01%
95,605
+2,020
+2% +$72.5K
BE icon
1905
Bloom Energy
BE
$60.6B
$3.84M ﹤0.01%
133,993
+7,646
+6% +$163K
CTT
1906
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.84M ﹤0.01%
409,832
-15,576
-4% -$142K
MYRG icon
1907
MYR Group
MYRG
$5.19B
$3.83M ﹤0.01%
63,804
+3,632
+6% +$180K
TX icon
1908
Ternium
TX
$9.67B
$3.83M ﹤0.01%
131,673
-53,050
-29% -$1.31M
NOMD icon
1909
Nomad Foods
NOMD
$1.66B
$3.82M ﹤0.01%
150,353
+21,240
+16% +$526K
WT icon
1910
WisdomTree
WT
$2.96B
$3.81M ﹤0.01%
711,334
-11,101
-2% -$47.8K
ATE
1911
DELISTED
Advantest Corp
ATE
$3.8M ﹤0.01%
50,478
+19,307
+62% +$1.45M
ATSG
1912
DELISTED
Air Transport Services Group
ATSG
$3.79M ﹤0.01%
121,052
+49,803
+70% +$1.45M
ZG icon
1913
Zillow
ZG
$7.94B
$3.79M ﹤0.01%
27,883
+3,046
+12% +$343K
SKT icon
1914
Tanger
SKT
$4.67B
$3.79M ﹤0.01%
380,341
+58,186
+18% +$492K
MPLX icon
1915
MPLX
MPLX
$59.3B
$3.77M ﹤0.01%
174,347
-718,039
-80% -$14.2M
VOOG icon
1916
Vanguard S&P 500 Growth ETF
VOOG
$25.9B
$3.77M ﹤0.01%
+98,406
New +$3.59M
OUT icon
1917
Outfront Media
OUT
$5.61B
$3.77M ﹤0.01%
195,714
-7,339
-4% -$124K
MNR
1918
DELISTED
Monmouth Real Estate Investment Corp
MNR
$3.76M ﹤0.01%
217,315
+2,965
+1% +$44.7K
USNA icon
1919
Usana Health Sciences
USNA
$408M
$3.76M ﹤0.01%
48,769
+4,185
+9% +$324K
CADE
1920
DELISTED
Cadence Bank
CADE
$3.75M ﹤0.01%
136,815
-940
-0.7% -$23.7K
UE icon
1921
Urban Edge Properties
UE
$2.86B
$3.74M ﹤0.01%
289,284
-7,716
-3% -$92.6K
CHL
1922
DELISTED
China Mobile Limited
CHL
$3.73M ﹤0.01%
130,620
-81,532
-38% -$2.52M
VICR icon
1923
Vicor
VICR
$9.56B
$3.71M ﹤0.01%
40,240
-14,239
-26% -$1.2M
CVGW
1924
DELISTED
Calavo Growers
CVGW
$3.7M ﹤0.01%
53,329
-1,011
-2% -$71.3K
PAC icon
1925
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$3.68M ﹤0.01%
33,084
-1,020
-3% -$101K
75 76
77
78 79

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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.