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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
DOOR
1126
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$12.9M 0.01%
131,670
+10,423
+9% +$1.01M
TUP
1127
DELISTED
Tupperware Brands Corporation
TUP
$12.9M 0.01%
399,585
+26,964
+7% +$795K
ICUI icon
1128
ICU Medical
ICUI
$4.16B
$12.9M 0.01%
60,305
-2,102
-3% -$408K
FCF icon
1129
First Commonwealth Financial
FCF
$2.2B
$12.9M 0.01%
1,179,560
+129,949
+12% +$1.25M
NATI
1130
DELISTED
National Instruments Corp
NATI
$12.8M 0.01%
292,410
-31,314
-10% -$1.17M
APAM icon
1131
Artisan Partners
APAM
$2.86B
$12.8M 0.01%
255,035
+3,793
+2% +$172K
NEU icon
1132
NewMarket
NEU
$7.24B
$12.8M 0.01%
32,182
+2,053
+7% +$764K
LITE icon
1133
Lumentum
LITE
$46.9B
$12.8M 0.01%
134,833
-6,655
-5% -$574K
KT icon
1134
KT
KT
$8.74B
$12.8M 0.01%
1,159,244
-27,111
-2% -$286K
NSIT icon
1135
Insight Enterprises
NSIT
$3.85B
$12.7M 0.01%
167,382
+3,531
+2% +$238K
SM icon
1136
SM Energy
SM
$7.6B
$12.7M 0.01%
2,080,405
+690,868
+50% +$2.33M
ARGO
1137
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$12.7M 0.01%
290,205
+81,974
+39% +$3.27M
ZTO icon
1138
ZTO Express
ZTO
$18.2B
$12.7M 0.01%
434,886
-61,398
-12% -$1.8M
WBS icon
1139
Webster Financial
WBS
$12.3B
$12.7M 0.01%
300,163
+9,704
+3% +$350K
MTZ icon
1140
MasTec
MTZ
$22.7B
$12.6M 0.01%
185,473
+8,536
+5% +$479K
AN icon
1141
AutoNation
AN
$7.7B
$12.6M 0.01%
180,862
-71,927
-28% -$4.52M
HWC icon
1142
Hancock Whitney
HWC
$6.19B
$12.6M 0.01%
370,836
+3,955
+1% +$107K
BHF icon
1143
Brighthouse Financial
BHF
$3.61B
$12.6M 0.01%
347,830
-21,598
-6% -$725K
CLF icon
1144
Cleveland-Cliffs
CLF
$6.49B
$12.6M 0.01%
864,838
+88,450
+11% +$896K
VGLT icon
1145
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$12.6M 0.01%
+131,251
New +$12.7M
COLM icon
1146
Columbia Sportswear
COLM
$3.25B
$12.6M 0.01%
143,977
-12,989
-8% -$1.13M
CZR icon
1147
Caesars Entertainment
CZR
$6.06B
$12.6M 0.01%
169,282
-788
-0.5% -$49.4K
VVR icon
1148
Invesco Senior Income Trust
VVR
$456M
$12.6M 0.01%
3,155,413
+30,714
+1% +$116K
BLMN icon
1149
Bloomin' Brands
BLMN
$754M
$12.5M 0.01%
645,869
-331,021
-34% -$5.64M
KGC icon
1150
Kinross Gold
KGC
$27.7B
$12.5M 0.01%
1,697,373
+401,413
+31% +$3.2M
44 45
46
47 48

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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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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.