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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
VAR
476
DELISTED
Varian Medical Systems, Inc.
VAR
$50.6M 0.03%
288,990
-53,694
-16% -$9.31M
ARE icon
477
Alexandria Real Estate Equities
ARE
$9.37B
$50.5M 0.03%
283,482
+19,538
+7% +$3.23M
NGG icon
478
National Grid
NGG
$79.3B
$50.4M 0.03%
964,639
+136,120
+16% +$7.22M
XYL icon
479
Xylem
XYL
$28.5B
$50.3M 0.03%
493,894
+6,142
+1% +$577K
ALC icon
480
Alcon
ALC
$34B
$50.3M 0.03%
761,667
+154,818
+26% +$9.69M
JHX icon
481
James Hardie Industries
JHX
$15.2B
$50.1M 0.03%
1,689,098
-69,617
-4% -$1.89M
GEN icon
482
Gen Digital
GEN
$16.5B
$49.9M 0.03%
2,402,132
-246,884
-9% -$4.99M
O icon
483
Realty Income
O
$61.1B
$49.4M 0.03%
820,770
+57,522
+8% +$3.4M
PINS icon
484
Pinterest
PINS
$13.7B
$49.1M 0.03%
745,716
+75,071
+11% +$4.5M
NDAQ icon
485
Nasdaq
NDAQ
$53.4B
$49.1M 0.03%
1,109,454
+15,150
+1% +$641K
RY icon
486
Royal Bank of Canada
RY
$287B
$48.5M 0.03%
590,612
+90,145
+18% +$6.98M
JNPR
487
DELISTED
Juniper Networks
JNPR
$48.4M 0.03%
2,149,213
+200,078
+10% +$4.37M
CNP icon
488
CenterPoint Energy
CNP
$28.3B
$48.3M 0.03%
2,232,737
-43,480
-2% -$964K
ODFL icon
489
Old Dominion Freight Line
ODFL
$46.3B
$48.2M 0.03%
494,194
+19,026
+4% +$1.89M
MUI
490
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$48.2M 0.03%
3,241,984
-49,655
-2% -$715K
TEVA icon
491
Teva Pharmaceuticals
TEVA
$40.4B
$48M 0.03%
4,972,380
+1,204,724
+32% +$11.5M
MFG icon
492
Mizuho Financial
MFG
$120B
$47.9M 0.03%
18,769,747
+720,723
+4% +$1.86M
EG icon
493
Everest Group
EG
$15.6B
$47.9M 0.03%
204,452
-13,509
-6% -$2.98M
KMX icon
494
CarMax
KMX
$8.39B
$47.7M 0.03%
505,442
+1,768
+0.4% +$166K
INCY icon
495
Incyte
INCY
$25.8B
$47.5M 0.03%
546,401
+36,834
+7% +$3.19M
LVS icon
496
Las Vegas Sands
LVS
$31.4B
$47.4M 0.03%
795,719
+58,547
+8% +$3.12M
PHG icon
497
Philips
PHG
$25.5B
$47.4M 0.03%
1,078,878
+7,463
+0.7% +$308K
FBIN icon
498
Fortune Brands Innovations
FBIN
$5.86B
$46.8M 0.03%
639,358
-11,808
-2% -$861K
CINF icon
499
Cincinnati Financial
CINF
$27.8B
$46.7M 0.03%
534,256
+12,472
+2% +$995K
GAP
500
The Gap Inc
GAP
$7.3B
$46.5M 0.03%
2,302,909
-61,010
-3% -$1.28M
18 19
20
21 22

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AF
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MCM
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PSUF
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IA
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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.