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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
WMT icon
26
Walmart Inc
WMT
$871B
$837M 0.52%
17,415,783
+479,571
+3% +$23.3M
CMCSA icon
27
Comcast
CMCSA
$79.1B
$831M 0.52%
15,861,431
+118,897
+0.8% +$5.7M
CSCO icon
28
Cisco
CSCO
$450B
$802M 0.5%
17,923,886
+1,374,360
+8% +$56.5M
INTC icon
29
Intel
INTC
$466B
$795M 0.5%
15,953,736
-441,015
-3% -$21.5M
ABBV icon
30
AbbVie
ABBV
$458B
$764M 0.48%
7,129,803
+131,564
+2% +$12.6M
BAC icon
31
Bank of America
BAC
$435B
$759M 0.47%
25,032,784
-75,148
-0.3% -$2.01M
NFLX icon
32
Netflix
NFLX
$292B
$735M 0.46%
13,591,640
-119,390
-0.9% -$6.05M
QCOM icon
33
Qualcomm
QCOM
$176B
$733M 0.46%
4,812,705
+68,624
+1% +$9.56M
NKE icon
34
Nike
NKE
$61.9B
$725M 0.45%
5,122,966
+48,555
+1% +$6.43M
AMGN icon
35
Amgen
AMGN
$203B
$707M 0.44%
3,075,965
+98,057
+3% +$22.6M
ORCL icon
36
Oracle
ORCL
$331B
$701M 0.44%
10,843,558
-41,493
-0.4% -$2.47M
ABT icon
37
Abbott
ABT
$180B
$694M 0.43%
6,335,495
+144,254
+2% +$15.7M
KO icon
38
Coca-Cola
KO
$354B
$679M 0.42%
12,382,939
+58,533
+0.5% +$3.03M
CRM icon
39
Salesforce
CRM
$134B
$662M 0.41%
2,976,789
+70,101
+2% +$17M
TXN icon
40
Texas Instruments
TXN
$255B
$634M 0.4%
3,861,762
+144,482
+4% +$22.5M
TMO icon
41
Thermo Fisher Scientific
TMO
$211B
$621M 0.39%
1,334,224
+15,708
+1% +$7.37M
COST icon
42
Costco
COST
$415B
$618M 0.39%
1,639,057
+52,243
+3% +$19.5M
NEE icon
43
NextEra Energy
NEE
$187B
$611M 0.38%
7,918,682
+183,602
+2% +$13.7M
ACN icon
44
Accenture
ACN
$89.9B
$589M 0.37%
2,256,122
+72,760
+3% +$17.4M
BMY icon
45
Bristol-Myers Squibb
BMY
$127B
$571M 0.36%
9,199,831
+512,477
+6% +$31.5M
UNP icon
46
Union Pacific
UNP
$183B
$570M 0.36%
2,735,906
+44,961
+2% +$8.98M
MCD icon
47
McDonald's
MCD
$188B
$558M 0.35%
2,600,490
+17,537
+0.7% +$3.81M
LOW icon
48
Lowe's Companies
LOW
$116B
$554M 0.35%
3,452,984
-24,857
-0.7% -$4.04M
HON icon
49
Honeywell
HON
$77.1B
$528M 0.33%
2,631,506
+22,172
+0.8% +$4.03M
DHR icon
50
Danaher
DHR
$135B
$526M 0.33%
2,670,073
+8,978
+0.3% +$1.8M
1
2
3 4 5

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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.