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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
AVGO icon
51
Broadcom
AVGO
$1.82T
$520M 0.32%
11,874,910
+334,940
+3% +$13.1M
MDT icon
52
Medtronic
MDT
$108B
$519M 0.32%
4,428,861
+180,935
+4% +$19.9M
T icon
53
AT&T
T
$167B
$513M 0.32%
23,639,428
-5,149,118
-18% -$111M
LLY icon
54
Eli Lilly
LLY
$1.07T
$507M 0.32%
3,000,143
+13,107
+0.4% +$1.96M
TGT icon
55
Target
TGT
$63.7B
$499M 0.31%
2,828,734
+32,810
+1% +$5.47M
INTU icon
56
Intuit
INTU
$83.1B
$496M 0.31%
1,307,012
+44,476
+4% +$15.6M
CVX icon
57
Chevron
CVX
$378B
$465M 0.29%
5,508,198
+838,973
+18% +$67.9M
SBUX icon
58
Starbucks
SBUX
$118B
$454M 0.28%
4,244,023
+177,555
+4% +$17M
LIN icon
59
Linde
LIN
$234B
$431M 0.27%
1,637,469
+22,526
+1% +$5.53M
IEFA icon
60
iShares Core MSCI EAFE ETF
IEFA
$188B
$418M 0.26%
6,056,332
-609,289
-9% -$39.4M
C icon
61
Citigroup
C
$223B
$412M 0.26%
6,684,145
-119,634
-2% -$6.08M
MS icon
62
Morgan Stanley
MS
$337B
$400M 0.25%
5,837,555
+942,717
+19% +$54.1M
MMM icon
63
3M
MMM
$91.9B
$388M 0.24%
2,656,412
+39,375
+2% +$5.59M
PM icon
64
Philip Morris
PM
$305B
$388M 0.24%
4,684,629
-198,461
-4% -$15.4M
AMAT icon
65
Applied Materials
AMAT
$410B
$386M 0.24%
4,471,930
+53,783
+1% +$3.98M
GILD icon
66
Gilead Sciences
GILD
$162B
$365M 0.23%
6,265,052
+338,612
+6% +$20.4M
CVS icon
67
CVS Health
CVS
$137B
$363M 0.23%
5,308,236
-31,679
-0.6% -$2.06M
BLK icon
68
Blackrock
BLK
$165B
$355M 0.22%
491,392
+8,015
+2% +$5.32M
AMT icon
69
American Tower
AMT
$77.7B
$352M 0.22%
1,570,191
-84,161
-5% -$19.6M
CHTR icon
70
Charter Communications
CHTR
$15.7B
$351M 0.22%
530,124
-5,989
-1% -$3.81M
SPGI icon
71
S&P Global
SPGI
$130B
$347M 0.22%
1,055,190
+3,421
+0.3% +$1.15M
XOM icon
72
ExxonMobil
XOM
$642B
$344M 0.21%
8,337,144
+155,741
+2% +$5.84M
UPS icon
73
United Parcel Service
UPS
$96B
$343M 0.21%
2,039,724
+67,140
+3% +$11.3M
IBM icon
74
IBM
IBM
$204B
$341M 0.21%
2,836,384
-378,765
-12% -$43.8M
IWF icon
75
iShares Russell 1000 Growth ETF
IWF
$120B
$336M 0.21%
5,568,056
+257,380
+5% +$14.6M
1 2
3
4 5

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MCM
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PSUF
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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.