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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
BOE icon
876
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$19.7M 0.01%
1,807,460
-34,053
-2% -$348K
KIM icon
877
Kimco Realty
KIM
$17.5B
$19.7M 0.01%
1,313,693
-1,394
-0.1% -$18.4K
WTRG icon
878
Essential Utilities
WTRG
$11.5B
$19.7M 0.01%
416,905
+33,854
+9% +$1.5M
AMH icon
879
American Homes 4 Rent
AMH
$12.1B
$19.7M 0.01%
656,732
+74,123
+13% +$2.17M
ENSG icon
880
The Ensign Group
ENSG
$10.6B
$19.7M 0.01%
269,984
+8,454
+3% +$560K
ZS icon
881
Zscaler
ZS
$24.9B
$19.6M 0.01%
98,201
+10,700
+12% +$1.7M
AXTA icon
882
Axalta
AXTA
$7.45B
$19.6M 0.01%
686,898
+109,748
+19% +$2.99M
BMRN icon
883
BioMarin Pharmaceuticals
BMRN
$11.9B
$19.5M 0.01%
222,513
+12,032
+6% +$954K
MDC
884
DELISTED
M.D.C. Holdings, Inc.
MDC
$19.4M 0.01%
432,010
+23,478
+6% +$1.05M
GIB icon
885
CGI
GIB
$15.4B
$19.3M 0.01%
242,808
+66,332
+38% +$4.73M
AEO icon
886
American Eagle Outfitters
AEO
$2.94B
$19.2M 0.01%
958,723
-169,089
-15% -$2.84M
WDFC icon
887
WD-40
WDFC
$2.98B
$19.2M 0.01%
72,302
-3,710
-5% -$898K
SON icon
888
Sonoco
SON
$5.83B
$19.2M 0.01%
324,149
+9,886
+3% +$556K
HXL icon
889
Hexcel
HXL
$7.97B
$19.2M 0.01%
395,550
+37,572
+10% +$1.64M
LPL icon
890
LG Display
LPL
$2.79B
$19.1M 0.01%
2,260,350
-264,647
-10% -$1.88M
CBT icon
891
Cabot Corp
CBT
$4.72B
$19M 0.01%
424,224
-12,386
-3% -$514K
CACI icon
892
CACI
CACI
$10.8B
$19M 0.01%
76,253
+4,745
+7% +$1.09M
SVC
893
Service Properties Trust
SVC
$1.05B
$19M 0.01%
330,502
-26,386
-7% -$1.34M
SE icon
894
Sea Limited
SE
$66.4B
$19M 0.01%
95,235
-25,299
-21% -$4.5M
SYNH
895
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$18.9M 0.01%
277,905
+6,262
+2% +$390K
ZNGA
896
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$18.9M 0.01%
1,915,484
+611,303
+47% +$5.5M
FLG
897
Flagstar Bank National Association
FLG
$5.87B
$18.9M 0.01%
597,003
-137,386
-19% -$3.79M
CM icon
898
Canadian Imperial Bank of Commerce
CM
$106B
$18.9M 0.01%
441,082
+66,554
+18% +$2.71M
EQC
899
DELISTED
Equity Commonwealth
EQC
$18.8M 0.01%
690,643
+281,088
+69% +$7.5M
TTM
900
DELISTED
Tata Motors Limited
TTM
$18.8M 0.01%
1,491,725
-99,652
-6% -$1.06M
34 35
36
37 38

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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.