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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
AIG icon
201
American International
AIG
$42B
$136M 0.09%
3,599,664
+62,214
+2% +$2.19M
JCI icon
202
Johnson Controls International
JCI
$87.5B
$136M 0.08%
2,917,723
+145,659
+5% +$6.47M
FITB
203
Fifth Third Bancorp
FITB
$51.7B
$136M 0.08%
4,928,469
-11,181
-0.2% -$282K
ORLY icon
204
O'Reilly Automotive
ORLY
$75.1B
$135M 0.08%
4,472,190
+83,385
+2% +$2.52M
MNST icon
205
Monster Beverage
MNST
$93.2B
$134M 0.08%
2,899,100
-74,880
-3% -$3.15M
CTSH icon
206
Cognizant
CTSH
$22.3B
$134M 0.08%
1,631,102
+89,633
+6% +$6.82M
BSX icon
207
Boston Scientific
BSX
$67.6B
$133M 0.08%
3,709,905
-700,270
-16% -$25.2M
LHX icon
208
L3Harris
LHX
$56.5B
$133M 0.08%
704,591
+240
+0% +$43.9K
F icon
209
Ford
F
$58.5B
$132M 0.08%
15,041,580
+416,799
+3% +$3.49M
DEO icon
210
Diageo
DEO
$47.3B
$132M 0.08%
828,844
-16,891
-2% -$2.52M
A icon
211
Agilent Technologies
A
$38.9B
$132M 0.08%
1,110,447
+43,641
+4% +$4.83M
AZO icon
212
AutoZone
AZO
$50.2B
$130M 0.08%
109,885
-4,758
-4% -$5.51M
MET icon
213
MetLife
MET
$61.2B
$129M 0.08%
2,753,471
+120,503
+5% +$5.22M
MSI icon
214
Motorola Solutions
MSI
$70.3B
$128M 0.08%
753,529
+11,862
+2% +$1.99M
YUM icon
215
Yum! Brands
YUM
$40.7B
$128M 0.08%
1,176,535
+34,559
+3% +$3.53M
GWW icon
216
W.W. Grainger
GWW
$66B
$127M 0.08%
310,177
-2,248
-0.7% -$884K
STT icon
217
State Street
STT
$50.7B
$126M 0.08%
1,735,441
-82,005
-5% -$5.57M
VRSN icon
218
VeriSign
VRSN
$24.8B
$125M 0.08%
579,328
+12,994
+2% +$2.66M
SI
219
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$125M 0.08%
1,745,064
-45,313
-3% -$3.25M
BNY
220
Bank of New York Mellon
BNY
$107B
$125M 0.08%
2,945,504
+278,282
+10% +$10.7M
REGN icon
221
Regeneron Pharmaceuticals
REGN
$69.9B
$125M 0.08%
258,471
-235
-0.1% -$127K
SWK icon
222
Stanley Black & Decker
SWK
$14.6B
$124M 0.08%
695,808
-8,139
-1% -$1.44M
AFL icon
223
Aflac
AFL
$64.4B
$124M 0.08%
2,792,866
-95,606
-3% -$3.91M
SNY icon
224
Sanofi
SNY
$105B
$124M 0.08%
2,549,661
+462,288
+22% +$22.8M
FRC
225
DELISTED
First Republic Bank
FRC
$123M 0.08%
836,797
+34,115
+4% +$4.44M
7 8
9
10 11

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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.