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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
EWJ icon
1851
iShares MSCI Japan ETF
EWJ
$21.9B
$4.18M ﹤0.01%
61,913
+119
+0.2% +$7.47K
AWC
1852
DELISTED
Alumina Ltd
AWC
$4.17M ﹤0.01%
745,294
+122,296
+20% +$685K
SNP
1853
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$4.15M ﹤0.01%
93,116
-34,131
-27% -$1.47M
VSTO
1854
DELISTED
Vista Outdoor Inc.
VSTO
$4.15M ﹤0.01%
174,745
-18,195
-9% -$388K
ADEA icon
1855
Adeia
ADEA
$2.94B
$4.15M ﹤0.01%
749,960
-387,873
-34% -$1.68M
JOE icon
1856
St. Joe Company
JOE
$3.54B
$4.13M ﹤0.01%
97,264
-2,688
-3% -$85.6K
AHCO icon
1857
AdaptHealth
AHCO
$1.47B
$4.12M ﹤0.01%
109,803
+83,636
+320% +$2.59M
CMRE icon
1858
Costamare
CMRE
$1.88B
$4.12M ﹤0.01%
497,573
+3,758
+0.8% +$26.2K
UVSP icon
1859
Univest Financial
UVSP
$1.22B
$4.12M ﹤0.01%
200,089
+26,552
+15% +$476K
TXG icon
1860
10x Genomics
TXG
$6B
$4.11M ﹤0.01%
29,050
+5,557
+24% +$806K
TNC icon
1861
Tennant Co
TNC
$1.43B
$4.11M ﹤0.01%
58,598
-384
-0.7% -$25.2K
VGR
1862
DELISTED
Vector Group Ltd.
VGR
$4.11M ﹤0.01%
497,079
+3,940
+0.8% +$30.9K
CUB
1863
DELISTED
Cubic Corporation
CUB
$4.1M ﹤0.01%
66,065
-3,478
-5% -$211K
IDCC icon
1864
InterDigital
IDCC
$7.88B
$4.08M ﹤0.01%
67,220
-745
-1% -$44.6K
PDM
1865
Piedmont Realty Trust
PDM
$1.21B
$4.08M ﹤0.01%
251,224
+6,367
+3% +$93.7K
CSOD
1866
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$4.08M ﹤0.01%
92,569
-2,120
-2% -$87.7K
RAVN
1867
DELISTED
Raven Industries Inc
RAVN
$4.08M ﹤0.01%
123,137
+2,106
+2% +$55.4K
WSBC icon
1868
WesBanco
WSBC
$3.97B
$4.07M ﹤0.01%
135,970
-24,099
-15% -$650K
BDC icon
1869
Belden
BDC
$4.83B
$4.07M ﹤0.01%
97,157
+4,738
+5% +$175K
JOYY
1870
JOYY Inc
JOYY
$3.71B
$4.06M ﹤0.01%
50,787
-16,359
-24% -$1.41M
USPH icon
1871
US Physical Therapy
USPH
$1.2B
$4.05M ﹤0.01%
33,694
-304
-0.9% -$30.7K
BWG
1872
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$4.05M ﹤0.01%
324,009
+126,056
+64% +$1.49M
MDLA
1873
DELISTED
Medallia, Inc.
MDLA
$4.02M ﹤0.01%
120,997
-4,982
-4% -$159K
NOVT icon
1874
Novanta
NOVT
$5.08B
$4.02M ﹤0.01%
33,974
-522
-2% -$60.9K
STRA icon
1875
Strategic Education
STRA
$1.85B
$4.01M ﹤0.01%
42,101
+3,259
+8% +$303K
73 74
75
76 77

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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.