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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
TM icon
176
Toyota
TM
$216B
$153M 0.1%
990,529
+31,934
+3% +$4.46M
ILMN icon
177
Illumina
ILMN
$28.7B
$152M 0.09%
420,934
+40,854
+11% +$13M
MSCI icon
178
MSCI
MSCI
$41.5B
$150M 0.09%
336,642
-20,082
-6% -$7.88M
GM icon
179
General Motors
GM
$78.7B
$149M 0.09%
3,568,850
-48,885
-1% -$1.9M
AZN icon
180
AstraZeneca
AZN
$263B
$148M 0.09%
1,482,794
+41,499
+3% +$4.4M
SAP icon
181
SAP
SAP
$200B
$147M 0.09%
1,130,338
-159,995
-12% -$20.7M
SYY icon
182
Sysco
SYY
$40.2B
$147M 0.09%
1,978,201
-2,740
-0.1% -$188K
ALGN icon
183
Align Technology
ALGN
$12B
$146M 0.09%
273,815
+13,848
+5% +$6.23M
TROW icon
184
T. Rowe Price
TROW
$25.5B
$145M 0.09%
959,821
-3,038
-0.3% -$435K
AON icon
185
Aon
AON
$78.4B
$145M 0.09%
687,193
-1,537
-0.2% -$314K
APH icon
186
Amphenol
APH
$184B
$145M 0.09%
4,425,172
+278,408
+7% +$8.56M
GIS icon
187
General Mills
GIS
$19.5B
$144M 0.09%
2,453,595
+88,136
+4% +$5.33M
PRU icon
188
Prudential Financial
PRU
$42.3B
$144M 0.09%
1,839,543
-51,745
-3% -$3.74M
HPQ icon
189
HP
HPQ
$24.3B
$142M 0.09%
5,760,504
+201,274
+4% +$4.22M
GLW icon
190
Corning
GLW
$123B
$142M 0.09%
3,930,654
+60,052
+2% +$2.13M
BAX icon
191
Baxter International
BAX
$12.1B
$141M 0.09%
1,762,841
-106,909
-6% -$8.47M
AEP icon
192
American Electric Power
AEP
$72.7B
$141M 0.09%
1,695,517
+62,458
+4% +$5.42M
NVO
193
Novo Nordisk
NVO
$220B
$141M 0.09%
4,033,348
+398,194
+11% +$13.8M
KLAC icon
194
KLA
KLAC
$266B
$140M 0.09%
5,423,070
+147,560
+3% +$3.44M
DOW icon
195
Dow Inc
DOW
$20.8B
$140M 0.09%
2,516,369
+79,277
+3% +$4.09M
SPY icon
196
State Street SPDR S&P 500 ETF Trust
SPY
$781B
$139M 0.09%
371,484
-84,611
-19% -$30M
LYB icon
197
LyondellBasell Industries
LYB
$18.9B
$138M 0.09%
1,504,941
+3,323
+0.2% +$271K
SONY icon
198
Sony
SONY
$131B
$138M 0.09%
6,821,195
-314,740
-4% -$5.47M
PH icon
199
Parker-Hannifin
PH
$124B
$138M 0.09%
506,183
+5,721
+1% +$1.42M
PSX icon
200
Phillips 66
PSX
$83.3B
$137M 0.09%
1,956,464
-414,716
-17% -$24.3M
6 7
8
9 10

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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.