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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
BEN icon
301
Franklin Resources
BEN
$17.3B
$89M 0.06%
3,560,688
+601,571
+20% +$13.4M
INFO
302
DELISTED
IHS Markit Ltd. Common Shares
INFO
$88.8M 0.06%
988,749
+24,412
+3% +$2.11M
CERN
303
DELISTED
Cerner Corp
CERN
$88.5M 0.06%
1,128,253
+79,576
+8% +$5.9M
KSU
304
DELISTED
Kansas City Southern
KSU
$88.1M 0.06%
431,460
-1,284
-0.3% -$241K
PSA icon
305
Public Storage
PSA
$61.7B
$86.5M 0.05%
374,563
+30,864
+9% +$7.08M
AWK icon
306
American Water Works
AWK
$27B
$86.4M 0.05%
562,811
+24,108
+4% +$3.71M
GGG icon
307
Graco
GGG
$13.3B
$86M 0.05%
1,188,255
+7,157
+0.6% +$479K
FTV icon
308
Fortive
FTV
$19.5B
$85.9M 0.05%
1,608,770
-272,080
-14% -$14M
WELL icon
309
Welltower
WELL
$175B
$85.9M 0.05%
1,328,662
+43,853
+3% +$2.66M
UBER icon
310
Uber
UBER
$144B
$85.5M 0.05%
1,676,275
-107,793
-6% -$4.83M
QRVO icon
311
Qorvo
QRVO
$8.09B
$85.3M 0.05%
512,852
-63,366
-11% -$9.33M
RMD icon
312
ResMed
RMD
$30.3B
$84.9M 0.05%
399,523
+3,463
+0.9% +$690K
LEN icon
313
Lennar Class A
LEN
$21.1B
$84.9M 0.05%
1,150,758
-15,348
-1% -$1.15M
URI icon
314
United Rentals
URI
$67.9B
$84M 0.05%
362,234
-16,214
-4% -$3.43M
NXPI icon
315
NXP Semiconductors
NXPI
$65.4B
$83.3M 0.05%
524,054
-51,440
-9% -$7.58M
DTE icon
316
DTE Energy
DTE
$30.4B
$82.8M 0.05%
801,170
-8,754
-1% -$923K
VWO icon
317
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$82.7M 0.05%
1,651,298
+660,786
+67% +$31M
BF.B icon
318
Brown-Forman Class B
BF.B
$13.3B
$82.3M 0.05%
1,036,530
-4,321
-0.4% -$334K
EXPD icon
319
Expeditors International
EXPD
$22.4B
$81.9M 0.05%
860,610
+98,300
+13% +$8.95M
APTV icon
320
Aptiv
APTV
$12.6B
$81.3M 0.05%
624,070
+31,673
+5% +$3.52M
CPRT icon
321
Copart
CPRT
$28.4B
$80.8M 0.05%
2,540,444
+84,348
+3% +$2.46M
IQV icon
322
IQVIA
IQV
$40B
$80.5M 0.05%
449,106
+30,536
+7% +$5.15M
HPE icon
323
Hewlett Packard
HPE
$60.4B
$80.4M 0.05%
6,784,384
+241,597
+4% +$2.54M
SJM icon
324
J.M. Smucker
SJM
$13.2B
$80.3M 0.05%
694,774
-22,715
-3% -$2.64M
DVA icon
325
DaVita
DVA
$15.4B
$80.2M 0.05%
683,446
+29,094
+4% +$2.96M
11 12
13
14 15

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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.