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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
WFC icon
101
Wells Fargo
WFC
$264B
$265M 0.17%
8,773,089
-405,428
-4% -$10.5M
BKNG icon
102
Booking.com
BKNG
$145B
$258M 0.16%
2,900,625
+114,975
+4% +$8.88M
FDX icon
103
FedEx
FDX
$73.5B
$258M 0.16%
995,028
+213,243
+27% +$59.1M
FIS icon
104
Fidelity National Information Services
FIS
$22.3B
$257M 0.16%
1,818,628
-211,273
-10% -$30.2M
AXP icon
105
American Express
AXP
$229B
$257M 0.16%
2,122,843
-37,860
-2% -$4.19M
MO icon
106
Altria Group
MO
$122B
$257M 0.16%
6,258,755
-413,007
-6% -$16.6M
UL icon
107
Unilever
UL
$132B
$256M 0.16%
3,764,745
+2,720,503
+261% +$185M
SYK icon
108
Stryker
SYK
$129B
$255M 0.16%
1,039,713
+9,565
+0.9% +$2.17M
DE icon
109
Deere & Co
DE
$169B
$253M 0.16%
941,452
+29,465
+3% +$7.32M
TMUS icon
110
T-Mobile US
TMUS
$190B
$250M 0.16%
1,857,569
+204,374
+12% +$25.2M
CL icon
111
Colgate-Palmolive
CL
$73.6B
$249M 0.16%
2,917,203
+80,094
+3% +$6.62M
DUK icon
112
Duke Energy
DUK
$100B
$246M 0.15%
2,689,297
+142,372
+6% +$13.2M
NVS icon
113
Novartis
NVS
$297B
$246M 0.15%
2,602,401
+116,617
+5% +$10.2M
ATVI
114
DELISTED
Activision Blizzard
ATVI
$244M 0.15%
2,632,736
+78,487
+3% +$6.38M
APD icon
115
Air Products & Chemicals
APD
$65.2B
$243M 0.15%
890,558
+52,714
+6% +$14.8M
CCI icon
116
Crown Castle
CCI
$32.4B
$242M 0.15%
1,519,800
+8,816
+0.6% +$1.43M
PLD icon
117
Prologis
PLD
$137B
$242M 0.15%
2,423,569
+34,722
+1% +$3.51M
ADSK icon
118
Autodesk
ADSK
$47.7B
$239M 0.15%
781,116
+14,917
+2% +$3.93M
ETN icon
119
Eaton
ETN
$155B
$237M 0.15%
1,973,182
+1,404
+0.1% +$159K
EEM icon
120
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$236M 0.15%
4,576,000
+3,038,978
+198% +$146M
ICE icon
121
Intercontinental Exchange
ICE
$84.1B
$236M 0.15%
2,047,362
-89,370
-4% -$9.27M
PNC icon
122
PNC Financial Services
PNC
$99.6B
$233M 0.15%
1,561,811
+4,160
+0.3% +$531K
CI icon
123
Cigna
CI
$77B
$232M 0.14%
1,114,267
+20,867
+2% +$4.09M
CSX icon
124
CSX Corp
CSX
$96B
$228M 0.14%
7,547,112
+216,297
+3% +$6.21M
ASML icon
125
ASML
ASML
$636B
$226M 0.14%
463,745
+10,759
+2% +$4.53M
3 4
5
6 7

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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.