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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
YUMC icon
451
Yum China
YUMC
$15.7B
$55.3M 0.03%
969,453
+46,994
+5% +$2.64M
FE icon
452
FirstEnergy
FE
$28.4B
$55.3M 0.03%
1,807,902
-2,717
-0.2% -$81.4K
UBS icon
453
UBS Group
UBS
$170B
$55.3M 0.03%
3,910,543
+283,728
+8% +$3.76M
MAN icon
454
ManpowerGroup
MAN
$2.6B
$55M 0.03%
610,407
+86,649
+17% +$7.12M
TIF
455
DELISTED
Tiffany & Co.
TIF
$55M 0.03%
418,162
+47,612
+13% +$6.09M
IEX icon
456
IDEX
IEX
$17B
$54.4M 0.03%
273,224
+1,909
+0.7% +$363K
PAYC icon
457
Paycom
PAYC
$7.88B
$54.2M 0.03%
119,811
+7,431
+7% +$2.96M
WST icon
458
West Pharmaceutical
WST
$23.7B
$54.1M 0.03%
191,100
+13,524
+8% +$3.8M
MAA icon
459
Mid-America Apartment Communities
MAA
$16B
$53.8M 0.03%
424,541
+39,108
+10% +$4.83M
HII icon
460
Huntington Ingalls Industries
HII
$11B
$53.6M 0.03%
314,383
+91,238
+41% +$14.5M
OXY icon
461
Occidental Petroleum
OXY
$55.7B
$53.2M 0.03%
3,075,125
-66,088
-2% -$906K
ING icon
462
ING
ING
$92.9B
$53.1M 0.03%
5,624,029
-693,519
-11% -$5.95M
RACE icon
463
Ferrari
RACE
$67.8B
$53M 0.03%
231,136
+31,651
+16% +$6.46M
FHN icon
464
First Horizon
FHN
$12.2B
$53M 0.03%
4,152,261
+8,637
+0.2% +$101K
STLD icon
465
Steel Dynamics
STLD
$36.4B
$52.9M 0.03%
1,435,363
+27,480
+2% +$954K
HIT
466
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$52.5M 0.03%
660,830
+23,349
+4% +$1.85M
MUFG icon
467
Mitsubishi UFJ Financial
MUFG
$247B
$52M 0.03%
11,743,042
+1,175,321
+11% +$4.99M
WAT icon
468
Waters Corp
WAT
$37.3B
$51.9M 0.03%
209,672
+28,110
+15% +$6.37M
ZBRA icon
469
Zebra Technologies
ZBRA
$13.5B
$51.5M 0.03%
133,997
+2,246
+2% +$756K
HDB icon
470
HDFC Bank
HDB
$123B
$51.4M 0.03%
1,423,046
+116,242
+9% +$3.71M
MLM icon
471
Martin Marietta Materials
MLM
$34.2B
$51.3M 0.03%
180,532
+5,401
+3% +$1.44M
HLT icon
472
Hilton Worldwide
HLT
$72.4B
$51.2M 0.03%
459,917
+29,784
+7% +$2.95M
PUK icon
473
Prudential
PUK
$36.4B
$50.8M 0.03%
1,419,581
-72,258
-5% -$2.22M
PXD
474
DELISTED
Pioneer Natural Resource Co.
PXD
$50.7M 0.03%
444,817
+739
+0.2% +$71.8K
BG icon
475
Bunge Global
BG
$20.9B
$50.6M 0.03%
772,216
-20,120
-3% -$1.17M
17 18
19
20 21

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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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ACI
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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.