We are live on ! Find out more
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
AMD icon
76
Advanced Micro Devices
AMD
$807B
$334M 0.21%
3,643,797
+257,708
+8% +$22.2M
NOW icon
77
ServiceNow
NOW
$109B
$333M 0.21%
3,028,330
+239,080
+9% +$24.9M
ISRG icon
78
Intuitive Surgical
ISRG
$128B
$326M 0.2%
1,194,600
+13,989
+1% +$3.47M
TJX icon
79
TJX Companies
TJX
$173B
$325M 0.2%
4,764,016
+36,118
+0.8% +$2.2M
ADP icon
80
Automatic Data Processing
ADP
$102B
$325M 0.2%
1,842,847
+75,557
+4% +$12.4M
MDLZ icon
81
Mondelez International
MDLZ
$77.9B
$311M 0.19%
5,321,762
-5,771
-0.1% -$330K
CAT icon
82
Caterpillar
CAT
$402B
$307M 0.19%
1,684,261
+33,514
+2% +$5.68M
KR icon
83
Kroger
KR
$35.5B
$305M 0.19%
9,595,203
+618,548
+7% +$20M
IEMG icon
84
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$304M 0.19%
4,905,124
+1,260,541
+35% +$72.7M
MCO icon
85
Moody's
MCO
$84.2B
$300M 0.19%
1,034,453
+9,606
+0.9% +$2.69M
ELV icon
86
Elevance Health
ELV
$82.1B
$297M 0.19%
924,844
+12,647
+1% +$3.88M
BA icon
87
Boeing
BA
$167B
$293M 0.18%
1,369,999
+129,257
+10% +$24.8M
MU icon
88
Micron Technology
MU
$1.02T
$289M 0.18%
3,840,326
+130,283
+4% +$7.86M
DG icon
89
Dollar General
DG
$27.2B
$288M 0.18%
1,369,053
+37,761
+3% +$8.07M
RTX icon
90
RTX Corp
RTX
$294B
$286M 0.18%
3,998,184
-140,664
-3% -$9.25M
SHW icon
91
Sherwin-Williams
SHW
$80.7B
$284M 0.18%
1,160,625
+243
+0% +$57.6K
LMT icon
92
Lockheed Martin
LMT
$134B
$283M 0.18%
797,409
-67,260
-8% -$24.7M
ITW icon
93
Illinois Tool Works
ITW
$81.9B
$283M 0.18%
1,386,749
+9,054
+0.7% +$1.85M
HUM icon
94
Humana
HUM
$45.8B
$278M 0.17%
676,721
+14,753
+2% +$6.13M
LRCX icon
95
Lam Research
LRCX
$365B
$277M 0.17%
5,869,930
+27,780
+0.5% +$1.17M
VTI icon
96
Vanguard Total Stock Market ETF
VTI
$655B
$276M 0.17%
1,420,553
-129,553
-8% -$23.7M
ZTS icon
97
Zoetis
ZTS
$32.2B
$276M 0.17%
1,666,787
+76,805
+5% +$12.5M
GE icon
98
GE Aerospace
GE
$375B
$275M 0.17%
5,109,271
+627,322
+14% +$28.1M
BDX icon
99
Becton Dickinson
BDX
$43.8B
$272M 0.17%
1,112,632
+59,044
+6% +$13.8M
GS icon
100
Goldman Sachs
GS
$309B
$269M 0.17%
1,020,455
-19,929
-2% -$4.44M
2 3
4
5 6

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.