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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
CXSE icon
1776
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$493M
$4.76M ﹤0.01%
72,441
+2,007
+3% +$123K
NKTR icon
1777
Nektar Therapeutics
NKTR
$2.39B
$4.76M ﹤0.01%
18,677
-6,378
-25% -$1.65M
SAH icon
1778
Sonic Automotive
SAH
$2.89B
$4.76M ﹤0.01%
123,305
-27,705
-18% -$1.13M
SCHF icon
1779
Schwab International Equity ETF
SCHF
$66.6B
$4.75M ﹤0.01%
263,926
+167,080
+173% +$2.82M
SPTN
1780
DELISTED
SpartanNash
SPTN
$4.75M ﹤0.01%
272,607
-13,897
-5% -$259K
BAND
1781
Bandwidth Inc
BAND
$1.26B
$4.73M ﹤0.01%
30,792
-8,895
-22% -$1.47M
SBS icon
1782
Sabesp
SBS
$19.1B
$4.72M ﹤0.01%
2,836,562
+38,556
+1% +$62.5K
VGT icon
1783
Vanguard Information Technology ETF
VGT
$139B
$4.71M ﹤0.01%
106,504
+1,656
+2% +$68.1K
GBCI icon
1784
Glacier Bancorp
GBCI
$6.42B
$4.69M ﹤0.01%
102,000
-6,324
-6% -$255K
PSB
1785
DELISTED
PS Business Parks, Inc.
PSB
$4.67M ﹤0.01%
35,121
-10,032
-22% -$1.29M
KLIC icon
1786
Kulicke & Soffa
KLIC
$4.67B
$4.64M ﹤0.01%
145,948
+6,920
+5% +$201K
XLK icon
1787
State Street Technology Select Sector SPDR ETF
XLK
$115B
$4.64M ﹤0.01%
71,348
+3,378
+5% +$206K
ZLAB icon
1788
Zai Lab
ZLAB
$2.06B
$4.63M ﹤0.01%
34,234
-143
-0.4% -$14.6K
MGNI icon
1789
Magnite
MGNI
$2.76B
$4.62M ﹤0.01%
150,322
+58,828
+64% +$890K
NET icon
1790
Cloudflare
NET
$99B
$4.62M ﹤0.01%
60,735
+3,795
+7% +$249K
ASTE icon
1791
Astec Industries
ASTE
$1.16B
$4.61M ﹤0.01%
79,554
-11,636
-13% -$664K
SMAR
1792
DELISTED
Smartsheet Inc.
SMAR
$4.59M ﹤0.01%
66,208
+31,905
+93% +$1.87M
SSB icon
1793
SouthState Bank Corp
SSB
$10.2B
$4.58M ﹤0.01%
63,340
+8,505
+16% +$559K
TEI
1794
Templeton Emerging Markets Income Fund
TEI
$314M
$4.58M ﹤0.01%
589,065
+246,777
+72% +$1.87M
CENTA icon
1795
Central Garden & Pet Co Class A
CENTA
$2.37B
$4.57M ﹤0.01%
157,213
-3,417
-2% -$100K
COHU icon
1796
Cohu
COHU
$2.26B
$4.57M ﹤0.01%
119,598
+44,005
+58% +$1.2M
NTNX icon
1797
Nutanix
NTNX
$16B
$4.55M ﹤0.01%
142,884
+39,700
+38% +$1.08M
EFA icon
1798
iShares MSCI EAFE ETF
EFA
$78B
$4.54M ﹤0.01%
62,183
-79,442
-56% -$5.43M
EVBG
1799
DELISTED
Everbridge, Inc. Common Stock
EVBG
$4.53M ﹤0.01%
30,408
-868
-3% -$111K
CVBF icon
1800
CVB Financial
CVBF
$3.94B
$4.51M ﹤0.01%
231,301
-3,684
-2% -$69.7K
70 71
72
73 74

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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.