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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
AJG icon
426
Arthur J. Gallagher & Co
AJG
$69.1B
$58.9M 0.04%
475,767
+40,190
+9% +$4.58M
AVY icon
427
Avery Dennison
AVY
$12.8B
$58.4M 0.04%
376,806
-20,465
-5% -$2.96M
ZM icon
428
Zoom
ZM
$27.1B
$58.4M 0.04%
173,199
+16,738
+11% +$7.46M
HSBC icon
429
HSBC
HSBC
$352B
$58.1M 0.04%
2,244,282
+788,202
+54% +$18.7M
DASTY
430
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$58M 0.04%
284,889
+61,071
+27% +$12.4M
MKTX icon
431
MarketAxess Holdings
MKTX
$4.47B
$58M 0.04%
101,670
+8,254
+9% +$4.5M
BCS icon
432
Barclays
BCS
$87.8B
$57.8M 0.04%
7,239,468
+256,472
+4% +$1.72M
BF
433
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$57.6M 0.04%
2,924,537
+237,892
+9% +$4.68M
RELX icon
434
RELX
RELX
$66.8B
$57.4M 0.04%
2,326,865
+84,371
+4% +$1.93M
JD icon
435
JD.com
JD
$43.5B
$57.1M 0.04%
649,386
-50,544
-7% -$4.22M
MXIM
436
DELISTED
Maxim Integrated Products
MXIM
$57.1M 0.04%
643,601
+30,714
+5% +$2.42M
MTB icon
437
M&T Bank
MTB
$36.3B
$56.9M 0.04%
447,064
+5,837
+1% +$665K
PKG icon
438
Packaging Corp of America
PKG
$22.2B
$56.8M 0.04%
412,060
-1,325
-0.3% -$167K
HRL icon
439
Hormel Foods
HRL
$14.2B
$56.8M 0.04%
1,218,733
+179,618
+17% +$8.76M
RDS.A
440
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$56.8M 0.04%
1,616,148
+207,397
+15% +$6.47M
VIG icon
441
Vanguard Dividend Appreciation ETF
VIG
$111B
$56.8M 0.04%
402,073
-15,602
-4% -$2.11M
NRG icon
442
NRG Energy
NRG
$26.2B
$56.7M 0.04%
1,508,702
-112,639
-7% -$3.71M
BP icon
443
BP
BP
$112B
$56.5M 0.04%
2,754,897
+740,279
+37% +$14M
XRAY icon
444
Dentsply Sirona
XRAY
$2.84B
$56.5M 0.04%
1,079,054
+2,964
+0.3% +$146K
DRI icon
445
Darden Restaurants
DRI
$24.3B
$56.3M 0.04%
473,013
-56,216
-11% -$6.02M
NICE icon
446
Nice
NICE
$6.15B
$56.2M 0.04%
198,096
-33,160
-14% -$8.06M
VXUS icon
447
Vanguard Total International Stock ETF
VXUS
$151B
$56M 0.03%
930,096
-199,567
-18% -$11.2M
NEA icon
448
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$55.8M 0.03%
3,694,882
-596,451
-14% -$8.69M
DLTR icon
449
Dollar Tree
DLTR
$24.8B
$55.8M 0.03%
516,279
+26,880
+5% +$2.7M
NTRS icon
450
Northern Trust
NTRS
$21.8B
$55.6M 0.03%
596,692
+10,951
+2% +$966K
16 17
18
19 20

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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.