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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
SIMO icon
951
Silicon Motion
SIMO
$8.65B
$17.5M 0.01%
363,756
+96,657
+36% +$3.95M
CASY icon
952
Casey's General Stores
CASY
$32.1B
$17.5M 0.01%
97,760
+12,397
+15% +$2.25M
FMS icon
953
Fresenius Medical Care
FMS
$13.8B
$17.5M 0.01%
420,119
+7,363
+2% +$307K
NOV icon
954
NOV
NOV
$6.93B
$17.4M 0.01%
1,268,535
-321,451
-20% -$3.64M
FNF icon
955
Fidelity National Financial
FNF
$14B
$17.4M 0.01%
461,913
+23,874
+5% +$805K
W icon
956
Wayfair
W
$11.9B
$17.3M 0.01%
76,537
+6,168
+9% +$1.64M
PPBI
957
DELISTED
Pacific Premier Bancorp
PPBI
$17.2M 0.01%
549,905
+9,448
+2% +$262K
WWD icon
958
Woodward
WWD
$21.2B
$17.2M 0.01%
141,699
+34,798
+33% +$3.53M
FLEX icon
959
Flex
FLEX
$41B
$17.2M 0.01%
1,269,196
-94,891
-7% -$1.1M
WPC icon
960
W.P. Carey
WPC
$16.9B
$17.1M 0.01%
247,776
+55,350
+29% +$3.7M
FLIR
961
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$17.1M 0.01%
389,954
+55,767
+17% +$2.15M
VICI icon
962
VICI Properties
VICI
$29B
$17.1M 0.01%
670,038
+59,641
+10% +$1.48M
TTC icon
963
Toro Company
TTC
$8.72B
$17.1M 0.01%
180,134
+11,530
+7% +$1.02M
ASX icon
964
ASE Group
ASX
$76.3B
$17M 0.01%
2,918,543
-346,870
-11% -$1.73M
UFS
965
DELISTED
DOMTAR CORPORATION (New)
UFS
$17M 0.01%
538,282
+160,606
+43% +$4.57M
CVNA icon
966
Carvana
CVNA
$44B
$17M 0.01%
355,560
+21,195
+6% +$969K
CHNG
967
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$17M 0.01%
911,437
+71,673
+9% +$1.18M
VNT icon
968
Vontier
VNT
$4.49B
$16.9M 0.01%
+507,394
New +$15.7M
AVT icon
969
Avnet
AVT
$7.12B
$16.9M 0.01%
482,545
+24,035
+5% +$713K
EQT icon
970
EQT Corp
EQT
$33B
$16.9M 0.01%
1,332,207
-90,429
-6% -$1.3M
ARDC
971
Are Dynamic Credit Allocation Fund
ARDC
$296M
$16.9M 0.01%
1,183,119
-46,845
-4% -$623K
AGNC icon
972
AGNC Investment
AGNC
$12.7B
$16.9M 0.01%
1,081,017
+115,555
+12% +$1.71M
VB icon
973
Vanguard Morningstar Small-Cap ETF
VB
$79.6B
$16.9M 0.01%
86,559
-25,489
-23% -$4.5M
WH icon
974
Wyndham Hotels & Resorts
WH
$5.65B
$16.8M 0.01%
283,443
-458
-0.2% -$24.7K
LPLA icon
975
LPL Financial
LPLA
$27.1B
$16.8M 0.01%
161,362
+5,140
+3% +$462K
37 38
39
40 41

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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.