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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
AKZOY
776
DELISTED
Akzo Nobel NV
AKZOY
$24.2M 0.02%
669,958
+27,871
+4% +$1.01M
LOGI icon
777
Logitech
LOGI
$14.8B
$24.1M 0.02%
247,457
+71,905
+41% +$6.21M
PVH icon
778
PVH
PVH
$4.07B
$24M 0.02%
255,319
+7,377
+3% +$562K
CVET
779
DELISTED
Covetrus, Inc. Common Stock
CVET
$23.9M 0.01%
833,153
-17,937
-2% -$484K
NXST icon
780
Nexstar Media Group
NXST
$6.01B
$23.9M 0.01%
219,052
-10,824
-5% -$1.06M
KB icon
781
KB Financial Group
KB
$40.6B
$23.8M 0.01%
601,593
-18,733
-3% -$733K
INVH icon
782
Invitation Homes
INVH
$17.9B
$23.7M 0.01%
797,736
+178,127
+29% +$5.13M
CBOE icon
783
Cboe Global Markets
CBOE
$32.2B
$23.7M 0.01%
254,237
-30,894
-11% -$2.7M
REG icon
784
Regency Centers
REG
$14.9B
$23.6M 0.01%
517,623
-1,521
-0.3% -$65.4K
OHI icon
785
Omega Healthcare
OHI
$15.3B
$23.5M 0.01%
648,337
+83,468
+15% +$2.83M
MANH icon
786
Manhattan Associates
MANH
$11.9B
$23.5M 0.01%
223,782
-22,451
-9% -$2.21M
DLB icon
787
Dolby
DLB
$4.97B
$23.5M 0.01%
242,072
-5,364
-2% -$443K
OPTU
788
Optimum Communications Inc
OPTU
$298M
$23.4M 0.01%
617,079
+9,145
+2% +$286K
NWG icon
789
NatWest
NWG
$69.9B
$23.3M 0.01%
4,785,815
+415,973
+10% +$1.66M
IAA
790
DELISTED
IAA, Inc. Common Stock
IAA
$23.3M 0.01%
358,426
+17,140
+5% +$1.03M
BAP icon
791
Credicorp
BAP
$30.5B
$23.2M 0.01%
141,722
-26,257
-16% -$3.64M
AMG icon
792
Affiliated Managers Group
AMG
$9.51B
$23.2M 0.01%
227,956
+13,094
+6% +$1.13M
GMAB icon
793
Genmab
GMAB
$17.5B
$23.1M 0.01%
567,671
+19,973
+4% +$747K
RP
794
DELISTED
RealPage, Inc.
RP
$23M 0.01%
264,061
+86,356
+49% +$5.66M
PDCO
795
DELISTED
Patterson Companies, Inc.
PDCO
$23M 0.01%
775,020
+72,235
+10% +$2.05M
ADX icon
796
Adams Diversified Equity Fund
ADX
$3.01B
$22.9M 0.01%
1,326,934
+117,240
+10% +$1.97M
ISD
797
PGIM High Yield Bond Fund
ISD
$414M
$22.9M 0.01%
1,528,134
+130,922
+9% +$1.88M
POWI icon
798
Power Integrations
POWI
$3.15B
$22.8M 0.01%
279,064
+23,205
+9% +$1.57M
STWD icon
799
Starwood Property Trust
STWD
$6.12B
$22.8M 0.01%
1,181,919
+99,195
+9% +$1.69M
SEIC icon
800
SEI Investments
SEIC
$12.3B
$22.8M 0.01%
396,744
+4,436
+1% +$242K
30 31
32
33 34

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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.