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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
TMHC
901
DELISTED
Taylor Morrison
TMHC
$18.8M 0.01%
731,956
-2,552
-0.3% -$65.1K
MT icon
902
ArcelorMittal
MT
$49.5B
$18.7M 0.01%
818,380
+47,496
+6% +$831K
COHR icon
903
Coherent
COHR
$43.4B
$18.7M 0.01%
246,410
+24,991
+11% +$1.48M
HOUS
904
DELISTED
Anywhere Real Estate
HOUS
$18.7M 0.01%
1,422,447
+342,601
+32% +$4.09M
IGR
905
CBRE Global Real Estate Income Fund
IGR
$719M
$18.6M 0.01%
2,709,602
+172,518
+7% +$1.1M
VIPS icon
906
Vipshop
VIPS
$7.26B
$18.6M 0.01%
661,740
-89,528
-12% -$1.99M
CMC icon
907
Commercial Metals
CMC
$7.53B
$18.5M 0.01%
903,034
-5,506
-0.6% -$114K
SIG icon
908
Signet Jewelers
SIG
$3.84B
$18.5M 0.01%
679,905
-68,062
-9% -$1.74M
SMG icon
909
ScottsMiracle-Gro
SMG
$4.09B
$18.5M 0.01%
93,102
-4,430
-5% -$759K
MHK icon
910
Mohawk Industries
MHK
$6.91B
$18.5M 0.01%
131,440
+1,267
+1% +$153K
MTN icon
911
Vail Resorts
MTN
$5.7B
$18.5M 0.01%
66,381
+7,275
+12% +$1.88M
TGNA
912
DELISTED
TEGNA Inc
TGNA
$18.4M 0.01%
1,320,926
-13,845
-1% -$185K
SDX
913
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$18.4M 0.01%
1,085,474
+110,356
+11% +$1.87M
PRGO icon
914
Perrigo
PRGO
$1.44B
$18.4M 0.01%
411,415
-51,999
-11% -$2.41M
KKR icon
915
KKR & Co
KKR
$89.1B
$18.4M 0.01%
454,072
-26,946
-6% -$1.02M
SEDG icon
916
SolarEdge
SEDG
$2.37B
$18.4M 0.01%
57,574
+9,791
+20% +$2.71M
INDA icon
917
iShares MSCI India ETF
INDA
$6.81B
$18.3M 0.01%
456,190
-28,762
-6% -$1.05M
SEO
918
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$18.3M 0.01%
972,700
+40,385
+4% +$762K
MMS icon
919
Maximus
MMS
$3.32B
$18.3M 0.01%
249,793
-6,284
-2% -$446K
OLLI icon
920
Ollie's Bargain Outlet
OLLI
$4.31B
$18.3M 0.01%
223,533
-10,466
-4% -$915K
EXPO icon
921
Exponent
EXPO
$3.19B
$18.3M 0.01%
202,795
-7,319
-3% -$584K
RRX icon
922
Regal Rexnord
RRX
$12.5B
$18.2M 0.01%
148,209
+16,883
+13% +$1.86M
TWO
923
Two Harbors Investment
TWO
$1.27B
$18.2M 0.01%
713,826
+1,606
+0.2% +$38.1K
MOD icon
924
Modine Manufacturing
MOD
$9.46B
$18.2M 0.01%
1,446,174
-130,160
-8% -$1.26M
IIM icon
925
Invesco Value Municipal Income Trust
IIM
$585M
$18.1M 0.01%
1,158,195
+45,645
+4% +$691K
35 36
37
38 39

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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.