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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
NJR icon
1076
New Jersey Resources
NJR
$6B
$13.9M 0.01%
392,322
-1,057
-0.3% -$34.4K
CHH icon
1077
Choice Hotels
CHH
$5.26B
$13.9M 0.01%
130,489
+5,187
+4% +$504K
GH icon
1078
Guardant Health
GH
$19.1B
$13.9M 0.01%
108,062
-7,856
-7% -$904K
SMTC icon
1079
Semtech
SMTC
$9.65B
$13.9M 0.01%
192,983
+38,723
+25% +$2.47M
SF
1080
Stifel
SF
$12.4B
$13.9M 0.01%
413,088
-40,993
-9% -$1.22M
AZPN
1081
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$13.8M 0.01%
106,326
+11,338
+12% +$1.48M
WPX
1082
DELISTED
WPX Energy, Inc.
WPX
$13.8M 0.01%
1,699,070
+228,124
+16% +$1.45M
XLE icon
1083
State Street Energy Select Sector SPDR ETF
XLE
$39B
$13.8M 0.01%
+729,696
New +$12.6M
WCN
1084
Waste Connections
WCN
$43.6B
$13.8M 0.01%
134,586
-5,633
-4% -$582K
AAWW
1085
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$13.8M 0.01%
252,928
-13,704
-5% -$805K
HELE icon
1086
Helen of Troy
HELE
$656M
$13.8M 0.01%
62,015
+6,186
+11% +$1.27M
TMIC
1087
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$13.8M 0.01%
240,062
+13,447
+6% +$772K
RARE icon
1088
Ultragenyx Pharmaceutical
RARE
$2.46B
$13.8M 0.01%
99,513
+11,040
+12% +$1.31M
CC icon
1089
Chemours
CC
$2.48B
$13.7M 0.01%
554,603
+8,807
+2% +$210K
IVW icon
1090
iShares S&P 500 Growth ETF
IVW
$70.5B
$13.7M 0.01%
215,281
-1,527
-0.7% -$92.6K
EBS icon
1091
Emergent Biosolutions
EBS
$379M
$13.7M 0.01%
153,061
-13,187
-8% -$1.21M
AEIS icon
1092
Advanced Energy
AEIS
$10.1B
$13.7M 0.01%
141,417
+13,582
+11% +$1.16M
CONE
1093
DELISTED
CyrusOne Inc Common Stock
CONE
$13.7M 0.01%
187,298
-11,449
-6% -$831K
EAD
1094
Allspring Income Opportunities Fund
EAD
$371M
$13.7M 0.01%
1,677,332
+22,860
+1% +$176K
IONS icon
1095
Ionis Pharmaceuticals
IONS
$8.93B
$13.7M 0.01%
241,920
+16,602
+7% +$827K
NEO icon
1096
NeoGenomics
NEO
$1.96B
$13.7M 0.01%
254,053
+31,303
+14% +$1.41M
CUBE icon
1097
CubeSmart
CUBE
$9.61B
$13.6M 0.01%
405,222
-25,512
-6% -$854K
ACC
1098
DELISTED
American Campus Communities, Inc.
ACC
$13.6M 0.01%
318,190
+110,548
+53% +$4.41M
LGF.A
1099
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$13.6M 0.01%
1,193,781
+1,067,288
+844% +$9.59M
OVV icon
1100
Ovintiv
OVV
$17B
$13.6M 0.01%
944,678
+19,262
+2% +$226K
42 43
44
45 46

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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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ACI
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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.