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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
TXT icon
401
Textron
TXT
$14.9B
$63.3M 0.04%
1,309,647
+9,271
+0.7% +$390K
BR icon
402
Broadridge
BR
$18.4B
$63M 0.04%
410,914
+9,001
+2% +$1.31M
CHRW icon
403
C.H. Robinson
CHRW
$20.5B
$62.8M 0.04%
669,195
+82,124
+14% +$7.83M
ANZ
404
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$62.8M 0.04%
3,588,449
+201,992
+6% +$3.53M
LH icon
405
Labcorp
LH
$25.2B
$62.3M 0.04%
356,312
+9,623
+3% +$1.66M
LDOS icon
406
Leidos
LDOS
$14.4B
$62.2M 0.04%
591,437
-28,185
-5% -$2.7M
LEA icon
407
Lear
LEA
$7.39B
$62M 0.04%
572,870
+65,963
+13% +$9.28M
LUMN icon
408
Lumen
LUMN
$6.43B
$61.9M 0.04%
6,352,661
-537,787
-8% -$5.31M
OKTA icon
409
Okta
OKTA
$23.8B
$61.9M 0.04%
243,256
+29,560
+14% +$7.03M
SMFG icon
410
Sumitomo Mitsui Financial
SMFG
$159B
$61.8M 0.04%
10,017,679
+936,452
+10% +$5.49M
NAB
411
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$61.5M 0.04%
7,058,560
+308,497
+5% +$2.69M
IVZ icon
412
Invesco
IVZ
$12.4B
$61.2M 0.04%
3,512,645
+47,088
+1% +$724K
JBHT icon
413
JB Hunt Transport Services
JBHT
$25.9B
$61.2M 0.04%
447,612
+68,223
+18% +$9.04M
DOCU
414
DocuSign
DOCU
$11.1B
$61.1M 0.04%
275,064
+39,982
+17% +$8.98M
WY icon
415
Weyerhaeuser
WY
$17.6B
$60.6M 0.04%
1,808,476
+23,623
+1% +$711K
BRK.A icon
416
Berkshire Hathaway Class A
BRK.A
$1.1T
$60.5M 0.04%
174
+1
+0.6% +$331K
TAP icon
417
Molson Coors Class B
TAP
$8.02B
$60.5M 0.04%
1,339,119
+435,704
+48% +$18M
NUE icon
418
Nucor
NUE
$58.3B
$60.2M 0.04%
1,132,537
+8,170
+0.7% +$422K
HBAN icon
419
Huntington Bancshares
HBAN
$34B
$60.2M 0.04%
4,768,428
+18,925
+0.4% +$215K
AXA
420
DELISTED
AXA ADS (1 ORD SHS)
AXA
$60.1M 0.04%
2,510,335
+12,371
+0.5% +$296K
VEEV icon
421
Veeva Systems
VEEV
$33.8B
$60M 0.04%
220,274
+14,770
+7% +$4.14M
EXPE icon
422
Expedia Group
EXPE
$36.5B
$60M 0.04%
452,912
-14,890
-3% -$1.68M
ABB
423
DELISTED
ABB Ltd
ABB
$59.6M 0.04%
2,132,245
-51,314
-2% -$1.37M
MAS icon
424
Masco
MAS
$14.6B
$59.1M 0.04%
1,075,732
+321
+0% +$17.7K
NAD icon
425
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$59.1M 0.04%
3,843,908
-478,942
-11% -$7.08M
15 16
17
18 19

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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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ACI
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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.