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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
PCAR icon
226
PACCAR
PCAR
$72.7B
$123M 0.08%
2,130,915
-3,146
-0.1% -$185K
LNC icon
227
Lincoln National
LNC
$8.19B
$123M 0.08%
2,435,076
-58,353
-2% -$2.48M
CLX icon
228
Clorox
CLX
$12.1B
$122M 0.08%
605,876
+22,902
+4% +$4.74M
CFG icon
229
Citizens Financial Group
CFG
$30.8B
$121M 0.08%
3,385,419
-87,946
-3% -$2.76M
SPYG icon
230
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.4B
$121M 0.08%
2,181,382
+92,116
+4% +$4.84M
RF icon
231
Regions Financial
RF
$26.7B
$119M 0.07%
7,379,502
+73,672
+1% +$1.07M
SBAC icon
232
SBA Communications
SBAC
$18.6B
$119M 0.07%
421,252
-5,555
-1% -$1.63M
MPC icon
233
Marathon Petroleum
MPC
$89.3B
$118M 0.07%
2,859,772
+82,998
+3% +$2.98M
CDNS icon
234
Cadence Design Systems
CDNS
$95.1B
$118M 0.07%
865,862
+41,921
+5% +$4.92M
WEC icon
235
WEC Energy
WEC
$37B
$118M 0.07%
1,280,801
-3,861
-0.3% -$376K
IUSG icon
236
iShares Core S&P US Growth ETF
IUSG
$31B
$118M 0.07%
1,328,102
-11,563
-0.9% -$973K
TT icon
237
Trane Technologies
TT
$104B
$117M 0.07%
804,656
+19,959
+3% +$2.76M
NTAP icon
238
NetApp
NTAP
$34.2B
$116M 0.07%
1,752,564
+287,396
+20% +$15.2M
ALXN
239
DELISTED
Alexion Pharmaceuticals
ALXN
$116M 0.07%
742,162
+72,564
+11% +$9.32M
WBA
240
DELISTED
Walgreens Boots Alliance
WBA
$116M 0.07%
2,898,709
+613,098
+27% +$23.7M
KHC icon
241
Kraft Heinz
KHC
$32.4B
$115M 0.07%
3,317,077
+51,398
+2% +$1.67M
WMB icon
242
Williams Companies
WMB
$85.8B
$115M 0.07%
5,717,630
+49,966
+0.9% +$1.01M
STZ icon
243
Constellation Brands
STZ
$22.5B
$115M 0.07%
522,815
+9,182
+2% +$1.81M
ADM icon
244
Archer Daniels Midland
ADM
$40.1B
$113M 0.07%
2,247,013
+35,733
+2% +$1.77M
VLO icon
245
Valero Energy
VLO
$88.7B
$113M 0.07%
1,994,938
-248,302
-11% -$12.2M
BHP icon
246
BHP
BHP
$213B
$113M 0.07%
1,930,964
-76,059
-4% -$3.81M
XEL icon
247
Xcel Energy
XEL
$50.1B
$112M 0.07%
1,680,483
+21,919
+1% +$1.53M
ES icon
248
Eversource Energy
ES
$28.4B
$112M 0.07%
1,290,465
+55,807
+5% +$4.97M
FAST icon
249
Fastenal
FAST
$55.2B
$111M 0.07%
4,550,924
+101,596
+2% +$2.39M
EMN icon
250
Eastman Chemical
EMN
$7.79B
$110M 0.07%
1,100,984
-9,037
-0.8% -$838K
8 9
10
11 12

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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.