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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
DXCM icon
326
DexCom
DXCM
$28.9B
$80M 0.05%
865,072
-121,200
-12% -$10.8M
EOG icon
327
EOG Resources
EOG
$74.4B
$79.9M 0.05%
1,603,014
-97,240
-6% -$4.23M
CCL icon
328
Carnival Corporation Ltd
CCL
$38.7B
$79.4M 0.05%
3,664,880
+51,120
+1% +$909K
VOYA icon
329
Voya Financial
VOYA
$9.07B
$79.3M 0.05%
1,348,561
+18,950
+1% +$1.03M
SWKS icon
330
Skyworks Solutions
SWKS
$9.73B
$79.3M 0.05%
518,475
+4,568
+0.9% +$669K
ED icon
331
Consolidated Edison
ED
$41.3B
$79M 0.05%
1,093,724
-345,441
-24% -$26.8M
WDC icon
332
Western Digital
WDC
$160B
$78.8M 0.05%
1,881,147
+40,607
+2% +$1.35M
WBK
333
DELISTED
Westpac Banking Corporation
WBK
$78.4M 0.05%
5,258,892
+361,791
+7% +$5.05M
XYZ
334
Block Inc
XYZ
$49.5B
$77.8M 0.05%
357,367
+49,293
+16% +$9.62M
MRVL icon
335
Marvell Technology
MRVL
$157B
$77.7M 0.05%
1,633,511
+131,691
+9% +$5.7M
MRO
336
DELISTED
Marathon Oil Corporation
MRO
$77.5M 0.05%
11,618,464
+1,425,025
+14% +$7.66M
SIVB
337
DELISTED
SVB Financial Group
SIVB
$77.4M 0.05%
199,609
-1,924
-1% -$623K
INFY icon
338
Infosys
INFY
$50B
$77.4M 0.05%
4,566,285
+480,778
+12% +$7.36M
HSY icon
339
Hershey
HSY
$37.2B
$77.3M 0.05%
507,744
+4,644
+0.9% +$687K
TWLO icon
340
Twilio
TWLO
$29.5B
$77.1M 0.05%
227,901
+37,615
+20% +$11.8M
LULU icon
341
lululemon athletica
LULU
$13.7B
$76.5M 0.05%
219,840
-6,054
-3% -$2.1M
RCL icon
342
Royal Caribbean
RCL
$86.5B
$76.1M 0.05%
1,019,239
-34,547
-3% -$2.41M
WHR icon
343
Whirlpool
WHR
$2.49B
$75.9M 0.05%
420,421
-4,601
-1% -$881K
KMI icon
344
Kinder Morgan
KMI
$70.3B
$74.4M 0.05%
5,445,686
+261,956
+5% +$3.51M
GPC icon
345
Genuine Parts
GPC
$17.9B
$73.7M 0.05%
733,866
+20,652
+3% +$2.02M
OTIS icon
346
Otis Worldwide
OTIS
$28B
$72.9M 0.05%
1,079,301
+14,483
+1% +$940K
XOP icon
347
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$72.9M 0.05%
1,246,251
+451,245
+57% +$22.9M
EIX icon
348
Edison International
EIX
$30.7B
$72.8M 0.05%
1,158,190
+48,650
+4% +$2.93M
CSGP icon
349
CoStar Group
CSGP
$12.4B
$72.7M 0.05%
786,600
-25,400
-3% -$2.23M
TTWO icon
350
Take-Two Interactive
TTWO
$46.3B
$72.6M 0.05%
349,319
+35,300
+11% +$6.17M
12 13
14
15 16

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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.