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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
AAPL icon
1
Apple
AAPL
$4.79T
$7.15B 4.46%
53,856,820
-1,020,600
-2% -$123M
MSFT icon
2
Microsoft
MSFT
$2.9T
$7.08B 4.42%
31,843,255
+171,684
+0.5% +$36.9M
AMZN icon
3
Amazon
AMZN
$2.63T
$4.31B 2.69%
26,494,140
+280,320
+1% +$44.7M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$979B
$4.17B 2.61%
12,143,301
-2,380,664
-16% -$776M
META icon
5
Meta Platforms (Facebook)
META
$1.59T
$2.4B 1.5%
8,774,071
+17,912
+0.2% +$4.91M
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$4.17T
$1.91B 1.19%
21,765,780
+112,560
+0.5% +$9.47M
JNJ icon
7
Johnson & Johnson
JNJ
$615B
$1.65B 1.03%
10,500,099
+52,629
+0.5% +$7.77M
GOOG icon
8
Alphabet (Google) Class C
GOOG
$4.17T
$1.47B 0.92%
16,744,440
+297,840
+2% +$25.1M
V icon
9
Visa
V
$672B
$1.46B 0.91%
6,674,248
+106,365
+2% +$21.8M
JPM icon
10
JPMorgan Chase
JPM
$926B
$1.33B 0.83%
10,463,386
-185,946
-2% -$20.8M
UNH icon
11
UnitedHealth
UNH
$392B
$1.3B 0.81%
3,699,668
+35,894
+1% +$12M
TSLA icon
12
Tesla
TSLA
$1.4T
$1.28B 0.8%
5,438,874
+2,403,843
+79% +$410M
PG icon
13
Procter & Gamble
PG
$347B
$1.26B 0.79%
9,057,012
+227,100
+3% +$31.7M
MA icon
14
Mastercard
MA
$470B
$1.13B 0.71%
3,179,217
-32,459
-1% -$10.8M
BRK.B icon
15
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.13B 0.71%
4,889,366
-170,640
-3% -$37.6M
DIS icon
16
Walt Disney
DIS
$166B
$1.04B 0.65%
5,715,758
+141,920
+3% +$20.4M
IVV icon
17
iShares Core S&P 500 ETF
IVV
$886B
$1.03B 0.65%
2,755,043
-455,122
-14% -$162M
HD icon
18
Home Depot
HD
$330B
$1.02B 0.64%
3,841,651
+9,356
+0.2% +$2.57M
ADBE icon
19
Adobe
ADBE
$86.8B
$1.01B 0.63%
2,016,663
+30,563
+2% +$14.8M
NVDA icon
20
NVIDIA
NVDA
$5.14T
$980M 0.61%
75,104,600
+1,490,440
+2% +$20M
PYPL icon
21
PayPal
PYPL
$49B
$974M 0.61%
4,157,909
+130,477
+3% +$27M
VZ icon
22
Verizon
VZ
$185B
$962M 0.6%
16,371,144
+795,380
+5% +$47.2M
PFE icon
23
Pfizer
PFE
$141B
$900M 0.56%
24,456,334
+1,044,808
+4% +$38.3M
PEP icon
24
PepsiCo
PEP
$185B
$875M 0.55%
5,899,140
-40,522
-0.7% -$5.76M
MRK icon
25
Merck
MRK
$315B
$856M 0.53%
10,968,724
-329,669
-3% -$25.2M
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.