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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
XME icon
501
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$46.5M 0.03%
1,389,315
+152,159
+12% +$4.32M
BIDU icon
502
Baidu
BIDU
$35.7B
$46.3M 0.03%
213,994
-117,719
-35% -$17.5M
EQR icon
503
Equity Residential
EQR
$25.8B
$46.2M 0.03%
778,572
+78,271
+11% +$4.42M
TER icon
504
Teradyne
TER
$50B
$46M 0.03%
383,934
+13,981
+4% +$1.43M
SPOT icon
505
Spotify
SPOT
$108B
$45.9M 0.03%
145,853
+7,954
+6% +$2.24M
K
506
DELISTED
Kellanova
K
$45.7M 0.03%
782,857
-39,478
-5% -$2.37M
RVTY icon
507
Revvity
RVTY
$12.6B
$45.7M 0.03%
318,489
+10,228
+3% +$1.36M
PANW icon
508
Palo Alto Networks
PANW
$256B
$45.7M 0.03%
771,420
+63,528
+9% +$2.97M
TKR icon
509
Timken Company
TKR
$9.19B
$45.7M 0.03%
590,642
+51,015
+9% +$3.47M
ETSY icon
510
Etsy
ETSY
$8.12B
$45.4M 0.03%
255,363
+69,915
+38% +$10.5M
ALK icon
511
Alaska Air
ALK
$5.11B
$45.1M 0.03%
866,493
+61,419
+8% +$2.76M
IX icon
512
ORIX
IX
$42.7B
$45M 0.03%
2,912,460
+377,785
+15% +$5.33M
WDAY icon
513
Workday
WDAY
$41.5B
$45M 0.03%
187,801
+28,021
+18% +$6.3M
CRWD icon
514
CrowdStrike
CRWD
$183B
$44.8M 0.03%
846,476
+196,524
+30% +$7.66M
LNT icon
515
Alliant Energy
LNT
$18.6B
$44.7M 0.03%
868,209
+7,090
+0.8% +$381K
SCCO icon
516
Southern Copper
SCCO
$138B
$44.5M 0.03%
737,415
-69,671
-9% -$3.59M
MKL icon
517
Markel Group
MKL
$25.2B
$44.3M 0.03%
42,853
+5
+0% +$4.98K
AVB icon
518
AvalonBay Communities
AVB
$27.5B
$44.3M 0.03%
275,829
-1,608
-0.6% -$256K
COO icon
519
Cooper Companies
COO
$14.2B
$44.2M 0.03%
486,180
+10,140
+2% +$870K
J icon
520
Jacobs Solutions
J
$16B
$44.2M 0.03%
489,969
+10,687
+2% +$906K
ERIC icon
521
Ericsson
ERIC
$32.1B
$44.2M 0.03%
3,694,631
-21,611
-0.6% -$253K
CTLT
522
DELISTED
CATALENT, INC.
CTLT
$44.1M 0.03%
423,535
+114,884
+37% +$11.1M
BUD icon
523
AB InBev
BUD
$164B
$43.8M 0.03%
627,177
+19,978
+3% +$1.26M
BCE icon
524
BCE
BCE
$20.8B
$43.7M 0.03%
1,021,476
+138,891
+16% +$5.94M
MPWR icon
525
Monolithic Power Systems
MPWR
$61.4B
$43.7M 0.03%
119,374
+3,571
+3% +$1.14M
19 20
21
22 23

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MCM
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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.