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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
NCLH icon
601
Norwegian Cruise Line
NCLH
$9.53B
$36.6M 0.02%
1,438,836
+119,337
+9% +$2.49M
HOLX
602
DELISTED
Hologic
HOLX
$36.5M 0.02%
501,092
+39,249
+8% +$2.77M
ATO icon
603
Atmos Energy
ATO
$29.7B
$36.5M 0.02%
382,185
+34,807
+10% +$3.36M
KYO
604
DELISTED
Kyocera Adr
KYO
$36.5M 0.02%
591,304
+86,165
+17% +$5.31M
XPO icon
605
XPO
XPO
$23.4B
$36.4M 0.02%
882,578
+35,035
+4% +$1.27M
LAD icon
606
Lithia Motors
LAD
$9.75B
$36.3M 0.02%
124,063
+19,787
+19% +$5.41M
HES
607
DELISTED
Hess
HES
$36.3M 0.02%
687,564
+5,983
+0.9% +$272K
BFH icon
608
Bread Financial
BFH
$4.32B
$36.3M 0.02%
613,577
+44,198
+8% +$2.22M
SAN icon
609
Banco Santander
SAN
$191B
$36.3M 0.02%
11,888,490
-575,601
-5% -$1.46M
ARW icon
610
Arrow Electronics
ARW
$10.5B
$36.2M 0.02%
372,536
+23,897
+7% +$2.11M
MITSY
611
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$36M 0.02%
97,636
+4,720
+5% +$1.74M
GTLS
612
DELISTED
Chart Industries
GTLS
$36M 0.02%
305,355
-25,283
-8% -$2.44M
GWRE icon
613
Guidewire Software
GWRE
$13.9B
$35.8M 0.02%
277,808
+2,459
+0.9% +$281K
ESS icon
614
Essex Property Trust
ESS
$19.1B
$35.6M 0.02%
149,833
+12,427
+9% +$2.87M
TDY icon
615
Teledyne Technologies
TDY
$29.2B
$35.5M 0.02%
90,575
+7,833
+9% +$2.81M
HST icon
616
Host Hotels & Resorts
HST
$17.5B
$35.5M 0.02%
2,426,294
+108,288
+5% +$1.4M
DOX icon
617
Amdocs
DOX
$6.03B
$35.4M 0.02%
499,416
-23,697
-5% -$1.49M
STE icon
618
Steris
STE
$22.9B
$35.3M 0.02%
186,478
+3,498
+2% +$653K
AOS icon
619
A.O. Smith
AOS
$8.55B
$35.3M 0.02%
643,878
-18,038
-3% -$994K
FNB icon
620
FNB Corp
FNB
$6.76B
$35.2M 0.02%
3,706,349
+476,323
+15% +$4.04M
FLR icon
621
Fluor
FLR
$6.54B
$35M 0.02%
2,190,396
+353,069
+19% +$5M
BBWI icon
622
Bath & Body Works
BBWI
$3.97B
$34.9M 0.02%
1,162,232
-22,820
-2% -$662K
SNA icon
623
Snap-on
SNA
$21.5B
$34.8M 0.02%
203,247
+12,273
+6% +$2.05M
TDOC icon
624
Teladoc Health
TDOC
$1.66B
$34.7M 0.02%
173,444
+38,147
+28% +$7.76M
CCK icon
625
Crown Holdings
CCK
$13B
$34.6M 0.02%
345,342
-63,663
-16% -$5.85M
23 24
25
26 27

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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.