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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
MRSH
126
Marsh
MRSH
$87.5B
$225M 0.14%
1,927,043
+39,541
+2% +$4.49M
TFC icon
127
Truist Financial
TFC
$63.7B
$224M 0.14%
4,680,117
+7,573
+0.2% +$343K
SCHW
128
Charles Schwab
SCHW
$181B
$222M 0.14%
4,185,871
+694,392
+20% +$31.4M
ECL icon
129
Ecolab
ECL
$76.4B
$220M 0.14%
1,017,669
-42,334
-4% -$8.84M
EBAY icon
130
eBay
EBAY
$50.3B
$218M 0.14%
4,344,653
+319,997
+8% +$16.3M
EL icon
131
Estee Lauder
EL
$30.1B
$216M 0.13%
811,126
+19,965
+3% +$4.8M
SO icon
132
Southern Company
SO
$109B
$213M 0.13%
3,472,015
+137,101
+4% +$8.24M
KMB icon
133
Kimberly-Clark
KMB
$37B
$213M 0.13%
1,581,324
-52,762
-3% -$7.39M
BABA icon
134
Alibaba
BABA
$276B
$212M 0.13%
911,899
-193,364
-17% -$53.7M
ADI icon
135
Analog Devices
ADI
$181B
$212M 0.13%
1,436,212
+33,017
+2% +$4.38M
PGR icon
136
Progressive
PGR
$125B
$212M 0.13%
2,141,914
+151,730
+8% +$14.4M
USB icon
137
US Bancorp
USB
$98.9B
$211M 0.13%
4,530,251
+294,483
+7% +$12.5M
EQIX icon
138
Equinix
EQIX
$103B
$208M 0.13%
291,315
-6,133
-2% -$4.57M
FISV
139
Fiserv Inc
FISV
$27.9B
$207M 0.13%
1,816,688
+78,596
+5% +$8.47M
CME icon
140
CME Group
CME
$91.8B
$202M 0.13%
1,110,603
-48,856
-4% -$8.31M
ROP icon
141
Roper Technologies
ROP
$37.1B
$200M 0.13%
464,848
+912
+0.2% +$375K
VRTX icon
142
Vertex Pharmaceuticals
VRTX
$122B
$196M 0.12%
829,094
-93,022
-10% -$21.3M
TSM icon
143
TSMC
TSM
$2.07T
$196M 0.12%
1,794,795
-186,604
-9% -$17.7M
EW icon
144
Edwards Lifesciences
EW
$47.8B
$195M 0.12%
2,132,555
+49,728
+2% +$4.12M
CMI icon
145
Cummins
CMI
$91.3B
$194M 0.12%
855,419
+7,064
+0.8% +$1.59M
TRV icon
146
Travelers Companies
TRV
$81.4B
$193M 0.12%
1,378,214
+2,378
+0.2% +$305K
NSC icon
147
Norfolk Southern
NSC
$77.1B
$193M 0.12%
812,198
+8,963
+1% +$2.04M
DD icon
148
DuPont de Nemours
DD
$18.9B
$192M 0.12%
2,152,820
+108,668
+5% +$8.53M
NEM icon
149
Newmont
NEM
$98.5B
$192M 0.12%
3,205,957
-114,653
-3% -$7.07M
MCK icon
150
McKesson
MCK
$99.5B
$192M 0.12%
1,101,214
+181,733
+20% +$30.3M
4 5
6
7 8

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MCM
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PSUF
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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.