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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
LBRDK icon
351
Liberty Broadband Class C
LBRDK
$4.88B
$72.3M 0.05%
456,220
+175,178
+62% +$26.7M
DAL icon
352
Delta Air Lines
DAL
$57.7B
$72.2M 0.05%
1,794,334
+56,715
+3% +$2.06M
CAH icon
353
Cardinal Health
CAH
$54.1B
$70.9M 0.04%
1,324,442
-6,995
-0.5% -$363K
TTE icon
354
TotalEnergies
TTE
$193B
$70.6M 0.04%
1,684,429
-203,836
-11% -$7.86M
FMC icon
355
FMC
FMC
$1.3B
$70.3M 0.04%
611,757
-15,429
-2% -$1.72M
UNM icon
356
Unum
UNM
$13.3B
$70.2M 0.04%
3,061,985
-82,725
-3% -$1.71M
BTI icon
357
British American Tobacco
BTI
$135B
$70.1M 0.04%
1,869,459
-199,066
-10% -$7.13M
NJ
358
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$70M 0.04%
2,207,973
+230,373
+12% +$7.3M
LUV icon
359
Southwest Airlines
LUV
$22B
$69.9M 0.04%
1,500,045
+77,826
+5% +$3.37M
WTW icon
360
Willis Towers Watson
WTW
$30.1B
$69.7M 0.04%
330,630
-7,614
-2% -$1.57M
NTT
361
DELISTED
Nippon Telegraph & Telephone
NTT
$69.3M 0.04%
2,695,936
+368,010
+16% +$9.46M
EFX icon
362
Equifax
EFX
$22.1B
$68.9M 0.04%
357,328
-909
-0.3% -$153K
HAL icon
363
Halliburton
HAL
$26.1B
$68.9M 0.04%
3,645,582
+8,268
+0.2% +$128K
PFG icon
364
Principal Financial Group
PFG
$24.5B
$68.5M 0.04%
1,381,494
-29,577
-2% -$1.35M
DOV icon
365
Dover
DOV
$26.7B
$68.5M 0.04%
542,601
+11,171
+2% +$1.33M
GLD icon
366
SPDR Gold Trust
GLD
$132B
$68.3M 0.04%
383,195
+12,536
+3% +$2.21M
BWA icon
367
BorgWarner
BWA
$12.8B
$67.8M 0.04%
1,994,130
-129,003
-6% -$4.37M
AEE icon
368
Ameren
AEE
$30.6B
$67.8M 0.04%
867,968
+53,783
+7% +$4.31M
OMC icon
369
Omnicom Group
OMC
$23.9B
$67.7M 0.04%
1,085,852
+243,546
+29% +$13.9M
SHOP icon
370
Shopify
SHOP
$172B
$67.6M 0.04%
597,490
+76,150
+15% +$7.99M
VEA icon
371
Vanguard FTSE Developed Markets ETF
VEA
$226B
$67.5M 0.04%
1,430,582
+565,204
+65% +$24.9M
GSK icon
372
GSK
GSK
$106B
$67.5M 0.04%
1,467,478
-449,247
-23% -$20.6M
RNG icon
373
RingCentral
RNG
$4.92B
$67.2M 0.04%
177,385
+20,758
+13% +$6.46M
AES icon
374
AES
AES
$10.6B
$67.2M 0.04%
2,857,499
+14,835
+0.5% +$308K
SYF icon
375
Synchrony
SYF
$24.7B
$67M 0.04%
1,929,672
-109,842
-5% -$3.3M
13 14
15
16 17

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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.