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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
ABMD
526
DELISTED
Abiomed Inc
ABMD
$43.7M 0.03%
134,752
-117
-0.1% -$32.4K
WRK
527
DELISTED
WestRock Company
WRK
$43.6M 0.03%
1,001,527
-30,339
-3% -$1.25M
BBVA icon
528
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$43.6M 0.03%
8,819,472
+868,681
+11% +$3.33M
GHY
529
PGIM Global High Yield Fund
GHY
$476M
$43.5M 0.03%
2,993,135
+173,086
+6% +$2.38M
INGR icon
530
Ingredion
INGR
$6.42B
$43.4M 0.03%
552,195
-6,873
-1% -$530K
EMD
531
Western Asset Emerging Markets Debt Fund
EMD
$606M
$43.4M 0.03%
3,123,627
+87,355
+3% +$1.15M
CRH icon
532
CRH
CRH
$66.6B
$43.3M 0.03%
1,015,829
+196,245
+24% +$7.72M
UAL icon
533
United Airlines
UAL
$38.8B
$43.2M 0.03%
999,666
+28,434
+3% +$1.15M
CDW icon
534
CDW
CDW
$18.9B
$42.9M 0.03%
325,176
+15,777
+5% +$2.07M
CTRA
535
DELISTED
Coterra Energy
CTRA
$42.7M 0.03%
2,620,928
-372,811
-12% -$6.55M
ZD icon
536
Ziff Davis
ZD
$2B
$42.6M 0.03%
501,932
+36,288
+8% +$2.63M
IT icon
537
Gartner
IT
$11.1B
$42.6M 0.03%
266,139
+15,110
+6% +$2.18M
HMC icon
538
Honda
HMC
$39.8B
$42.6M 0.03%
1,508,009
+215,066
+17% +$5.81M
RS icon
539
Reliance Steel & Aluminium
RS
$20.6B
$42.5M 0.03%
355,051
-1,437
-0.4% -$166K
MOS icon
540
The Mosaic Company
MOS
$7.19B
$42.3M 0.03%
1,839,924
+20,549
+1% +$414K
M icon
541
Macy's
M
$6.51B
$42.2M 0.03%
3,747,466
-243,467
-6% -$2.08M
GL icon
542
Globe Life
GL
$14B
$42.1M 0.03%
443,297
-8,894
-2% -$792K
BIO icon
543
Bio-Rad Laboratories Class A
BIO
$8.76B
$42M 0.03%
72,092
+3,989
+6% +$2.27M
AGCO icon
544
AGCO
AGCO
$8.41B
$41.7M 0.03%
404,592
+11,666
+3% +$1.04M
HUN icon
545
Huntsman Corp
HUN
$2.1B
$41.7M 0.03%
1,657,954
-20,161
-1% -$500K
TEAM icon
546
Atlassian
TEAM
$26.5B
$41.4M 0.03%
177,049
+10,202
+6% +$2.16M
JKHY icon
547
Jack Henry & Associates
JKHY
$11.4B
$41.3M 0.03%
254,798
+4,689
+2% +$745K
WCC
548
WESCO International
WCC
$15.1B
$41.1M 0.03%
523,421
-12,699
-2% -$752K
QGEN icon
549
Qiagen
QGEN
$8.62B
$41M 0.03%
731,713
+58,375
+9% +$3.12M
PWR icon
550
Quanta Services
PWR
$84.2B
$40.8M 0.03%
566,931
-44,020
-7% -$2.9M
20 21
22
23 24

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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.