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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
HCA icon
151
HCA Healthcare
HCA
$86.4B
$191M 0.12%
1,159,561
-18,742
-2% -$2.74M
GPN icon
152
Global Payments
GPN
$23B
$190M 0.12%
883,939
+29,413
+3% +$5.49M
EXC icon
153
Exelon
EXC
$48.2B
$189M 0.12%
6,282,474
+229,814
+4% +$6.78M
D icon
154
Dominion Energy
D
$61.8B
$186M 0.12%
2,472,557
-228,045
-8% -$18.1M
CB icon
155
Chubb
CB
$139B
$184M 0.11%
1,192,886
+141,026
+13% +$19.8M
ROST icon
156
Ross Stores
ROST
$78.1B
$181M 0.11%
1,477,815
+4,083
+0.3% +$428K
MCHP icon
157
Microchip Technology
MCHP
$42.3B
$181M 0.11%
2,623,116
-50,238
-2% -$3.13M
COF icon
158
Capital One
COF
$127B
$178M 0.11%
1,804,948
-224,057
-11% -$19.1M
EA icon
159
Electronic Arts
EA
$52.4B
$178M 0.11%
1,237,498
+60,891
+5% +$7.85M
ITOT icon
160
iShares Core S&P Total US Stock Market ETF
ITOT
$93.5B
$175M 0.11%
2,027,497
+1,074
+0.1% +$87K
AMP icon
161
Ameriprise Financial
AMP
$47.6B
$173M 0.11%
889,694
-3,169
-0.4% -$567K
PARA
162
DELISTED
Paramount Global Class B
PARA
$172M 0.11%
4,613,857
+117,386
+3% +$3.77M
MTD icon
163
Mettler-Toledo International
MTD
$27B
$171M 0.11%
150,210
+8,308
+6% +$9.11M
COP icon
164
ConocoPhillips
COP
$141B
$171M 0.11%
4,274,617
-308,030
-7% -$11.4M
BBY icon
165
Best Buy
BBY
$18.6B
$169M 0.11%
1,695,557
+13,106
+0.8% +$1.47M
ALL icon
166
Allstate
ALL
$67.3B
$168M 0.11%
1,531,620
-41,457
-3% -$4.07M
NOC icon
167
Northrop Grumman
NOC
$77.8B
$166M 0.1%
544,065
-60,116
-10% -$18.4M
TDG icon
168
TransDigm Group
TDG
$71.9B
$165M 0.1%
266,324
+15,681
+6% +$8.62M
VNQ icon
169
Vanguard Real Estate ETF
VNQ
$39.8B
$165M 0.1%
1,940,476
-45,615
-2% -$3.78M
EMR icon
170
Emerson Electric
EMR
$83.6B
$165M 0.1%
2,049,883
-164,244
-7% -$12.2M
WM icon
171
Waste Management
WM
$95.5B
$163M 0.1%
1,379,800
+47,472
+4% +$5.54M
IDXX icon
172
Idexx Laboratories
IDXX
$43.9B
$160M 0.1%
320,065
+1,271
+0.4% +$569K
BIIB icon
173
Biogen
BIIB
$29.5B
$158M 0.1%
643,890
-70,773
-10% -$18.3M
AGG icon
174
iShares Core US Aggregate Bond ETF
AGG
$138B
$157M 0.1%
1,330,435
-82,755
-6% -$9.75M
DFS
175
DELISTED
Discover Financial Services
DFS
$157M 0.1%
1,735,681
-177,282
-9% -$13.2M
5 6
7
8 9

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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.