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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
DFIN icon
1951
Donnelley Financial Solutions
DFIN
$1.16B
$3.53M ﹤0.01%
207,842
+38,168
+22% +$590K
PPTY
1952
US Diversified Real Estate ETF
PPTY
$25.9M
$3.52M ﹤0.01%
121,409
-15,348
-11% -$426K
HT
1953
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3.52M ﹤0.01%
446,061
-32,313
-7% -$220K
BCX icon
1954
BlackRock Resources & Commodities Strategy Trust
BCX
$902M
$3.51M ﹤0.01%
473,678
-12,354
-3% -$80.8K
CMP icon
1955
Compass Minerals
CMP
$1.23B
$3.51M ﹤0.01%
56,867
+1,225
+2% +$75.9K
OSIS icon
1956
OSI Systems
OSIS
$3.65B
$3.51M ﹤0.01%
37,637
-937
-2% -$80.1K
CEO
1957
DELISTED
CNOOC Limited
CEO
$3.5M ﹤0.01%
38,176
-42,874
-53% -$4.24M
HURN icon
1958
Huron Consulting
HURN
$2.41B
$3.5M ﹤0.01%
59,300
-6,273
-10% -$287K
RSX
1959
DELISTED
VanEck Russia ETF
RSX
$3.5M ﹤0.01%
144,725
– –
SAFE
1960
Safehold
SAFE
$1.16B
$3.49M ﹤0.01%
48,343
+845
+2% +$55K
KTOS icon
1961
Kratos Defense & Security Solutions
KTOS
$8.74B
$3.48M ﹤0.01%
126,970
+70,687
+126% +$1.55M
SPDW icon
1962
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.2B
$3.48M ﹤0.01%
103,006
-11,704
-10% -$369K
ALKS icon
1963
Alkermes
ALKS
$8.22B
$3.47M ﹤0.01%
174,141
-17,840
-9% -$326K
IMKTA icon
1964
Ingles Markets
IMKTA
$1.71B
$3.47M ﹤0.01%
81,394
-3,254
-4% -$126K
BEKE icon
1965
KE Holdings
BEKE
$18.7B
$3.47M ﹤0.01%
56,380
+31,062
+123% +$2.06M
BECN
1966
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.46M ﹤0.01%
85,985
+6,800
+9% +$248K
EPC icon
1967
Edgewell Personal Care
EPC
$1.25B
$3.45M ﹤0.01%
99,758
+1,170
+1% +$38K
CWST icon
1968
Casella Waste Systems
CWST
$5.71B
$3.44M ﹤0.01%
55,515
+3,500
+7% +$208K
MAXR
1969
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$3.43M ﹤0.01%
88,990
-50,996
-36% -$1.5M
NSP icon
1970
Insperity
NSP
$1.93B
$3.41M ﹤0.01%
41,843
-1,945
-4% -$160K
FLWS icon
1971
1-800-Flowers.com
FLWS
$250M
$3.4M ﹤0.01%
130,832
-18,656
-12% -$454K
ARCH
1972
DELISTED
Arch Resources, Inc.
ARCH
$3.4M ﹤0.01%
77,708
-3,688
-5% -$138K
CHX
1973
DELISTED
ChampionX
CHX
$3.4M ﹤0.01%
222,087
-19,209
-8% -$213K
SCHL icon
1974
Scholastic
SCHL
$767M
$3.39M ﹤0.01%
135,601
+69,167
+104% +$1.59M
GES
1975
DELISTED
Guess Inc
GES
$3.39M ﹤0.01%
149,839
+7,384
+5% +$116K
77 78
79
80 81

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MCM
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PSUF
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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.