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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
JEF icon
926
Jefferies Financial Group
JEF
$12.7B
$18.1M 0.01%
769,565
+21,612
+3% +$454K
PUB
927
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$18.1M 0.01%
1,464,503
+22,103
+2% +$273K
AMN icon
928
AMN Healthcare
AMN
$1.35B
$18.1M 0.01%
264,685
+12,772
+5% +$833K
NUAN
929
DELISTED
Nuance Communications, Inc.
NUAN
$18.1M 0.01%
409,438
-41,590
-9% -$1.58M
OMCL icon
930
Omnicell
OMCL
$1.88B
$18M 0.01%
150,159
+20,533
+16% +$2.01M
HAIN icon
931
Hain Celestial
HAIN
$44.6M
$18M 0.01%
448,307
-151,563
-25% -$5.51M
WSO icon
932
Watsco Inc
WSO
$13.2B
$18M 0.01%
79,241
+7,164
+10% +$1.65M
RRC icon
933
Range Resources
RRC
$9.33B
$17.9M 0.01%
2,672,622
-45,292
-2% -$333K
SAGE
934
DELISTED
Sage Therapeutics
SAGE
$17.8M 0.01%
206,243
+26,695
+15% +$1.97M
AEL
935
DELISTED
American Equity Investment Life Holding Company
AEL
$17.8M 0.01%
644,795
-305,900
-32% -$8.44M
PE
936
DELISTED
PARSLEY ENERGY INC
PE
$17.8M 0.01%
1,255,413
+70,158
+6% +$835K
VMW
937
DELISTED
VMware, Inc
VMW
$17.8M 0.01%
127,037
+5,517
+5% +$790K
OTEX icon
938
Open Text
OTEX
$6.28B
$17.7M 0.01%
390,392
+48,511
+14% +$2.07M
ARMK icon
939
Aramark
ARMK
$15B
$17.7M 0.01%
638,297
-72,360
-10% -$1.73M
EHC icon
940
Encompass Health
EHC
$11.3B
$17.7M 0.01%
269,375
+10,229
+4% +$602K
CXT icon
941
Crane NXT
CXT
$2.99B
$17.7M 0.01%
656,323
+4,109
+0.6% +$90.5K
G icon
942
Genpact
G
$6.22B
$17.7M 0.01%
426,923
-1,740
-0.4% -$68.8K
HI
943
DELISTED
Hillenbrand
HI
$17.6M 0.01%
443,190
+48,857
+12% +$1.69M
ELS icon
944
Equity Lifestyle Properties
ELS
$13.1B
$17.6M 0.01%
278,357
+56,685
+26% +$3.5M
PDD icon
945
Pinduoduo
PDD
$126B
$17.6M 0.01%
99,091
-2,984
-3% -$357K
WDR
946
DELISTED
Waddell & Reed Financial, Inc.
WDR
$17.6M 0.01%
690,936
+152,748
+28% +$2.94M
RITM icon
947
Rithm Capital
RITM
$5.58B
$17.6M 0.01%
1,769,622
+248,925
+16% +$2.2M
AEG icon
948
Aegon
AEG
$13.3B
$17.6M 0.01%
4,825,284
+378,260
+9% +$1.16M
DISCK
949
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$17.6M 0.01%
670,629
+49,483
+8% +$1.08M
TTEK icon
950
Tetra Tech
TTEK
$8.77B
$17.5M 0.01%
757,395
+38,685
+5% +$872K
36 37
38
39 40

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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.