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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
GD icon
251
General Dynamics
GD
$106B
$110M 0.07%
740,874
-6,175
-0.8% -$903K
PPG icon
252
PPG Industries
PPG
$26.5B
$110M 0.07%
761,604
+29,499
+4% +$4.11M
FCX icon
253
Freeport-McMoran
FCX
$88.6B
$109M 0.07%
4,196,761
+308,845
+8% +$6.42M
PEG icon
254
Public Service Enterprise Group
PEG
$39.3B
$109M 0.07%
1,864,638
+47,636
+3% +$2.77M
CTAS icon
255
Cintas
CTAS
$86B
$109M 0.07%
1,229,256
+5,968
+0.5% +$518K
XLNX
256
DELISTED
Xilinx Inc
XLNX
$108M 0.07%
763,665
-119,690
-14% -$15.6M
KEY icon
257
KeyCorp
KEY
$24.3B
$108M 0.07%
6,596,958
+119,657
+2% +$1.74M
SPG icon
258
Simon Property Group
SPG
$76.8B
$108M 0.07%
1,266,762
+52,505
+4% +$4.01M
CARR icon
259
Carrier Global
CARR
$52.5B
$107M 0.07%
2,847,561
+93,640
+3% +$3.39M
DHI icon
260
D.R. Horton
DHI
$42.3B
$107M 0.07%
1,555,442
+99,473
+7% +$7.25M
COR icon
261
Cencora
COR
$62.2B
$106M 0.07%
1,084,989
-14,354
-1% -$1.44M
ROK icon
262
Rockwell Automation
ROK
$52.4B
$106M 0.07%
421,368
+17,106
+4% +$4.18M
MAR icon
263
Marriott International
MAR
$101B
$106M 0.07%
800,386
+15,664
+2% +$1.79M
CTVA icon
264
Corteva
CTVA
$59.5B
$105M 0.07%
2,705,691
+74,763
+3% +$2.67M
CAG icon
265
Conagra Brands
CAG
$7.38B
$105M 0.07%
2,885,661
+23,018
+0.8% +$835K
VFC icon
266
VF Corp
VFC
$7.16B
$105M 0.07%
1,224,063
+199,341
+19% +$15.9M
MELI icon
267
Mercado Libre
MELI
$94.4B
$105M 0.07%
62,401
-7,669
-11% -$10.8M
CMA
268
DELISTED
Comerica
CMA
$103M 0.06%
1,847,396
-8,682
-0.5% -$423K
PAYX icon
269
Paychex
PAYX
$42.3B
$102M 0.06%
1,099,392
+39,670
+4% +$3.52M
CTXS
270
DELISTED
Citrix Systems Inc
CTXS
$102M 0.06%
786,102
-10,931
-1% -$1.39M
AME icon
271
Ametek
AME
$55.3B
$102M 0.06%
844,745
+11,831
+1% +$1.33M
KSS icon
272
Kohl's
KSS
$2.16B
$101M 0.06%
2,489,795
+572,720
+30% +$16.7M
RIO icon
273
Rio Tinto
RIO
$149B
$101M 0.06%
1,341,018
-35,179
-3% -$2.31M
IP icon
274
International Paper
IP
$23.3B
$100M 0.06%
2,125,439
-9,101
-0.4% -$407K
VRSK icon
275
Verisk Analytics
VRSK
$27.8B
$100M 0.06%
481,562
+5,194
+1% +$1.01M
9 10
11
12 13

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MCM
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PSUF
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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.