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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
STX icon
276
Seagate
STX
$169B
$99.6M 0.06%
1,602,936
-8,184
-0.5% -$460K
CNC icon
277
Centene
CNC
$31.6B
$99.5M 0.06%
1,657,282
-44,309
-3% -$2.82M
SNPS icon
278
Synopsys
SNPS
$73.5B
$99.2M 0.06%
382,564
+23,197
+6% +$5.35M
BALL icon
279
Ball Corp
BALL
$17.8B
$97.9M 0.06%
1,050,752
+29,772
+3% +$2.75M
MKC icon
280
McCormick & Company Non-Voting
MKC
$13.9B
$97.8M 0.06%
1,023,122
+24,506
+2% +$2.31M
ZBH icon
281
Zimmer Biomet
ZBH
$18.5B
$97.7M 0.06%
653,110
+11,014
+2% +$1.56M
SRE icon
282
Sempra
SRE
$59.2B
$97.6M 0.06%
1,532,666
+7,036
+0.5% +$453K
SLB icon
283
SLB Ltd
SLB
$74.2B
$97.3M 0.06%
4,457,543
-1,134,959
-20% -$21.4M
ZION icon
284
Zions Bancorporation
ZION
$10.1B
$97.2M 0.06%
2,237,002
-15,731
-0.7% -$582K
ANSS
285
DELISTED
Ansys
ANSS
$96.6M 0.06%
265,610
+10,685
+4% +$3.58M
CHD icon
286
Church & Dwight Co
CHD
$23.7B
$96.1M 0.06%
1,101,244
+2,248
+0.2% +$199K
PPL
287
PPL Corp
PPL
$27.3B
$95.7M 0.06%
3,394,539
+51,791
+2% +$1.47M
DOC icon
288
Healthpeak Properties
DOC
$15.7B
$94.3M 0.06%
3,118,501
-77,080
-2% -$2.24M
CMS icon
289
CMS Energy
CMS
$23B
$93.6M 0.06%
1,534,397
-1,097
-0.1% -$68.6K
TEL icon
290
TE Connectivity
TEL
$62.1B
$93.5M 0.06%
772,091
+34,657
+5% +$3.82M
PHM icon
291
Pultegroup
PHM
$25.7B
$93.3M 0.06%
2,163,996
-67,868
-3% -$3.01M
TSN icon
292
Tyson Foods
TSN
$21.5B
$93M 0.06%
1,443,040
+1,183
+0.1% +$73.6K
CMG icon
293
Chipotle Mexican Grill
CMG
$43B
$92.5M 0.06%
3,335,500
+5,850
+0.2% +$153K
TWTR
294
DELISTED
Twitter, Inc.
TWTR
$92M 0.06%
1,699,782
+199,216
+13% +$9.51M
VTRS icon
295
Viatris
VTRS
$20.8B
$91.7M 0.06%
4,893,754
+2,662,119
+119% +$43.4M
DVN icon
296
Devon Energy
DVN
$49.2B
$91.6M 0.06%
5,794,327
-38,245
-0.7% -$474K
DLR icon
297
Digital Realty Trust
DLR
$71.5B
$90.6M 0.06%
649,770
-68,068
-9% -$9.73M
KEYS icon
298
Keysight
KEYS
$52.2B
$89.8M 0.06%
679,794
+23,004
+4% +$2.65M
TFX icon
299
Teleflex
TFX
$5.94B
$89.3M 0.06%
216,912
+1,734
+0.8% +$640K
OKE icon
300
Oneok
OKE
$55.9B
$89M 0.06%
2,319,337
+406,060
+21% +$13.7M
10 11
12
13 14

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AF
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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.