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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
NVT icon
1276
nVent Electric
NVT
$23.4B
$10.3M 0.01%
443,297
+32,522
+8% +$685K
RUN icon
1277
Sunrun
RUN
$2.27B
$10.3M 0.01%
148,716
-5,419
-4% -$336K
PDCE
1278
DELISTED
PDC Energy, Inc.
PDCE
$10.3M 0.01%
501,859
+60,636
+14% +$948K
LCII icon
1279
LCI Industries
LCII
$2.5B
$10.3M 0.01%
79,410
+4,531
+6% +$557K
FWONK icon
1280
Liberty Media Series C
FWONK
$25.1B
$10.3M 0.01%
249,532
+13,947
+6% +$539K
UI icon
1281
Ubiquiti
UI
$32.3B
$10.3M 0.01%
36,905
+2,606
+8% +$599K
ACWV icon
1282
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.33B
$10.3M 0.01%
+105,986
New +$10M
SEM
1283
DELISTED
Select Medical
SEM
$10.2M 0.01%
687,256
+59,863
+10% +$781K
KNSL icon
1284
Kinsale Capital Group
KNSL
$8.11B
$10.2M 0.01%
51,132
-9,896
-16% -$2.17M
URBN icon
1285
Urban Outfitters
URBN
$6.49B
$10.2M 0.01%
398,313
-23,247
-6% -$599K
PPC icon
1286
Pilgrim's Pride
PPC
$6.98B
$10.2M 0.01%
519,713
+45,906
+10% +$831K
FAF icon
1287
First American
FAF
$7.71B
$10.2M 0.01%
196,605
-21,524
-10% -$1.08M
TRUP icon
1288
Trupanion
TRUP
$1.07B
$10.1M 0.01%
84,680
+4,148
+5% +$392K
CHDN icon
1289
Churchill Downs
CHDN
$5.76B
$10.1M 0.01%
103,784
+152
+0.1% +$13.8K
TXRH icon
1290
Texas Roadhouse
TXRH
$13.7B
$10.1M 0.01%
129,258
+20,800
+19% +$1.55M
LTHM
1291
DELISTED
Livent Corporation
LTHM
$10.1M 0.01%
535,857
+99,216
+23% +$1.38M
WORK
1292
DELISTED
Slack Technologies, Inc.
WORK
$10.1M 0.01%
238,134
+125,787
+112% +$4.25M
RLJ icon
1293
RLJ Lodging Trust
RLJ
$1.87B
$10M 0.01%
707,965
-10,462
-1% -$117K
ARWR icon
1294
Arrowhead Research
ARWR
$12.3B
$10M 0.01%
130,485
+35,044
+37% +$2.24M
MGLN
1295
DELISTED
Magellan Health Services, Inc.
MGLN
$10M 0.01%
120,683
+1,253
+1% +$99.1K
VAC icon
1296
Marriott Vacations Worldwide
VAC
$3.35B
$9.95M 0.01%
72,519
+2,355
+3% +$278K
EPR icon
1297
EPR Properties
EPR
$4.9B
$9.95M 0.01%
306,152
-25,385
-8% -$747K
CATY icon
1298
Cathay General Bancorp
CATY
$4.21B
$9.93M 0.01%
308,540
-21,316
-6% -$581K
AROC icon
1299
Archrock
AROC
$6.21B
$9.92M 0.01%
1,145,346
+38,381
+3% +$280K
ESRT icon
1300
Empire State Realty Trust
ESRT
$862M
$9.9M 0.01%
1,062,259
+189,585
+22% +$1.5M
50 51
52
53 54

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MCM
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PSUF
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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.