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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
OSK icon
726
Oshkosh
OSK
$8.91B
$27.1M 0.02%
314,815
+24,534
+8% +$1.95M
CF icon
727
CF Industries
CF
$19.6B
$27.1M 0.02%
699,866
-25,533
-4% -$843K
BURL icon
728
Burlington
BURL
$23.4B
$27.1M 0.02%
103,578
-4,146
-4% -$924K
UDR icon
729
UDR
UDR
$12.9B
$26.9M 0.02%
699,361
+90,558
+15% +$3.3M
TRI icon
730
Thomson Reuters
TRI
$46.4B
$26.9M 0.02%
311,435
+45,973
+17% +$3.94M
SCI icon
731
Service Corp International
SCI
$11.8B
$26.6M 0.02%
541,497
+92,165
+21% +$4.38M
VST icon
732
Vistra
VST
$48.2B
$26.6M 0.02%
1,351,615
-156,317
-10% -$2.91M
SCM
733
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$26.6M 0.02%
494,083
-743
-0.2% -$39.9K
UHS icon
734
Universal Health Services
UHS
$10.2B
$26.5M 0.02%
192,978
+9,080
+5% +$1.13M
IFF icon
735
International Flavors & Fragrances
IFF
$20.3B
$26.5M 0.02%
243,719
-48,332
-17% -$5.42M
WEX icon
736
WEX
WEX
$6.42B
$26.5M 0.02%
130,298
+9,586
+8% +$1.61M
CNQ icon
737
Canadian Natural Resources
CNQ
$96.9B
$26.4M 0.02%
2,237,744
+473,054
+27% +$4.75M
EEFT icon
738
Euronet Worldwide
EEFT
$3.19B
$26.2M 0.02%
180,496
+28,702
+19% +$3.34M
NVR icon
739
NVR
NVR
$17.1B
$26.1M 0.02%
6,407
-46
-0.7% -$191K
AFG icon
740
American Financial Group
AFG
$11.9B
$26M 0.02%
296,496
-21,491
-7% -$1.76M
EVV
741
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$25.9M 0.02%
2,068,605
+181,480
+10% +$2.19M
LEG icon
742
Leggett & Platt
LEG
$1.4B
$25.9M 0.02%
584,114
-73,672
-11% -$3.16M
EQNR icon
743
Equinor
EQNR
$97.3B
$25.8M 0.02%
1,572,575
-200,494
-11% -$3.03M
SLGN icon
744
Silgan Holdings
SLGN
$4.51B
$25.7M 0.02%
693,261
-14,390
-2% -$519K
FL
745
DELISTED
Foot Locker
FL
$25.5M 0.02%
631,225
+178,307
+39% +$6.95M
AVK
746
Advent Convertible and Income Fund
AVK
$528M
$25.5M 0.02%
1,586,088
-108,674
-6% -$1.6M
TCF
747
DELISTED
TCF Financial Corporation Common Stock
TCF
$25.5M 0.02%
688,983
-222,594
-24% -$7.07M
DECK icon
748
Deckers Outdoor
DECK
$14.1B
$25.5M 0.02%
533,520
-13,260
-2% -$588K
GNTX icon
749
Gentex
GNTX
$5.1B
$25.5M 0.02%
751,445
+27,148
+4% +$837K
Z icon
750
Zillow
Z
$7.78B
$25.4M 0.02%
195,768
+15,044
+8% +$1.66M
28 29
30
31 32

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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.