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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
CUZ icon
1326
Cousins Properties
CUZ
$5.25B
$9.47M 0.01%
282,739
-49,703
-15% -$1.54M
UBSI icon
1327
United Bankshares
UBSI
$6.62B
$9.46M 0.01%
291,820
+18,780
+7% +$530K
ABM icon
1328
ABM Industries
ABM
$2.79B
$9.43M 0.01%
249,294
+28,487
+13% +$1.08M
GMED icon
1329
Globus Medical
GMED
$10.9B
$9.4M 0.01%
144,095
+30,868
+27% +$1.77M
RPAI
1330
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$9.38M 0.01%
1,095,934
-14,525
-1% -$106K
CAKE icon
1331
Cheesecake Factory
CAKE
$5.03B
$9.38M 0.01%
252,985
-188,366
-43% -$6.46M
CADE
1332
DELISTED
Cadence Bancorporation
CADE
$9.37M 0.01%
570,764
+2,281
+0.4% +$30.2K
ST icon
1333
Sensata Technologies
ST
$6.98B
$9.36M 0.01%
177,415
-21,181
-11% -$1.02M
PRG icon
1334
PROG Holdings
PRG
$1.72B
$9.33M 0.01%
173,124
-29,161
-14% -$1.5M
THC icon
1335
Tenet Healthcare
THC
$21.8B
$9.31M 0.01%
233,202
-121,723
-34% -$3.93M
UNIT
1336
Uniti Group
UNIT
$2.26B
$9.29M 0.01%
791,995
+178,020
+29% +$1.85M
PEB icon
1337
Pebblebrook Hotel Trust
PEB
$2.12B
$9.28M 0.01%
493,583
-14,589
-3% -$236K
NVCR icon
1338
NovoCure
NVCR
$1.77B
$9.27M 0.01%
53,592
-945
-2% -$129K
X
1339
DELISTED
US Steel
X
$9.27M 0.01%
552,528
+8,755
+2% +$109K
SJR
1340
DELISTED
Shaw Communications Inc.
SJR
$9.17M 0.01%
522,266
+207,056
+66% +$3.65M
CPA icon
1341
Copa Holdings
CPA
$5.8B
$9.15M 0.01%
118,520
-18,687
-14% -$1.25M
BIG
1342
DELISTED
Big Lots, Inc.
BIG
$9.15M 0.01%
213,062
-75,113
-26% -$3.65M
ODP
1343
DELISTED
ODP
ODP
$9.14M 0.01%
311,957
-54,620
-15% -$1.38M
NTRA icon
1344
Natera
NTRA
$38.6B
$9.14M 0.01%
91,819
+21,322
+30% +$1.78M
OII icon
1345
Oceaneering
OII
$4.74B
$9.12M 0.01%
1,146,720
+301,259
+36% +$1.76M
CDLX icon
1346
Cardlytics
CDLX
$22.1M
$9.11M 0.01%
6,383
+1,531
+32% +$1.63M
KMT icon
1347
Kennametal
KMT
$2.54B
$9.1M 0.01%
251,222
+5,408
+2% +$186K
MEOH icon
1348
Methanex
MEOH
$4.27B
$9.1M 0.01%
197,575
-27,556
-12% -$993K
SFM icon
1349
Sprouts Farmers Market
SFM
$8.17B
$9.1M 0.01%
452,463
-6,942
-2% -$142K
GHC icon
1350
Graham Holdings Company
GHC
$5.28B
$9.09M 0.01%
17,033
+425
+3% +$188K
52 53
54
55 56

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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.