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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
FICO icon
551
Fair Isaac
FICO
$31.8B
$40.8M 0.03%
79,870
+8,290
+12% +$3.86M
DPZ icon
552
Domino's
DPZ
$11.9B
$40.7M 0.03%
106,220
+963
+0.9% +$378K
BXP icon
553
Boston Properties
BXP
$11.6B
$40.5M 0.03%
428,378
+81,707
+24% +$7.3M
HAS icon
554
Hasbro
HAS
$13.5B
$40.3M 0.03%
431,032
+13,510
+3% +$1.2M
WAB icon
555
Wabtec
WAB
$49.3B
$40.3M 0.03%
550,191
+62,749
+13% +$4.29M
AAP icon
556
Advance Auto Parts
AAP
$3.53B
$40.2M 0.03%
255,198
+24,871
+11% +$3.84M
FDS icon
557
Factset
FDS
$10B
$40.2M 0.03%
120,851
-837
-0.7% -$277K
STLA icon
558
Stellantis
STLA
$17.4B
$40.2M 0.03%
2,220,776
+197,779
+10% +$2.91M
MGM icon
559
MGM Resorts International
MGM
$11.7B
$40.1M 0.03%
1,271,878
-12,147
-0.9% -$313K
NI icon
560
NiSource
NI
$21.5B
$39.9M 0.02%
1,738,150
+507,733
+41% +$11.9M
WRB icon
561
W.R. Berkley
WRB
$28.1B
$39.8M 0.02%
1,348,367
-8,039
-0.6% -$232K
TYL icon
562
Tyler Technologies
TYL
$13.7B
$39.7M 0.02%
90,894
+9,459
+12% +$3.9M
QVCGA
563
DELISTED
QVC Group Inc Series A
QVCGA
$39.6M 0.02%
72,229
+14,721
+26% +$6.63M
CXO
564
DELISTED
CONCHO RESOURCES INC.
CXO
$39.6M 0.02%
678,668
+21,172
+3% +$1.11M
CP icon
565
Canadian Pacific Kansas City
CP
$81B
$39.5M 0.02%
569,225
-141,450
-20% -$9.21M
CCEP icon
566
Coca-Cola Europacific Partners
CCEP
$49.1B
$39.3M 0.02%
789,233
-29,009
-4% -$1.23M
TD icon
567
Toronto Dominion Bank
TD
$193B
$39.3M 0.02%
696,783
+128,321
+23% +$6.5M
STM icon
568
STMicroelectronics
STM
$43.1B
$39.2M 0.02%
1,057,055
-2,660
-0.3% -$94.4K
UMC icon
569
United Microelectronic
UMC
$42.9B
$39.2M 0.02%
4,651,504
-822,249
-15% -$5.36M
POOL icon
570
Pool Corp
POOL
$7.05B
$39.1M 0.02%
105,100
+7,769
+8% +$2.71M
RJF icon
571
Raymond James Financial
RJF
$33.5B
$39.1M 0.02%
613,406
+13,134
+2% +$752K
CHKP icon
572
Check Point Software Technologies
CHKP
$14.3B
$39M 0.02%
293,774
+24,712
+9% +$3.02M
TTD icon
573
Trade Desk
TTD
$8.97B
$39M 0.02%
486,740
+36,300
+8% +$2.74M
UTHR icon
574
United Therapeutics
UTHR
$26.1B
$38.9M 0.02%
256,094
+24,438
+11% +$3.21M
IR icon
575
Ingersoll Rand
IR
$33.1B
$38.8M 0.02%
851,252
+20,656
+2% +$855K
21 22
23
24 25

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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.