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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
CRTO icon
2001
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$3.25M ﹤0.01%
158,545
+12,791
+9% +$214K
TNDM icon
2002
Tandem Diabetes Care
TNDM
$1.34B
$3.25M ﹤0.01%
33,952
-11,179
-25% -$1.15M
PS
2003
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$3.25M ﹤0.01%
154,988
+8,341
+6% +$149K
CYTK icon
2004
Cytokinetics
CYTK
$10.5B
$3.25M ﹤0.01%
156,209
+1,893
+1% +$34.6K
EPAC icon
2005
Enerpac Tool Group
EPAC
$1.83B
$3.24M ﹤0.01%
143,146
-5,570
-4% -$116K
ALG icon
2006
Alamo Group
ALG
$1.94B
$3.23M ﹤0.01%
23,439
+4,196
+22% +$543K
CCXI
2007
DELISTED
ChemoCentryx, Inc.
CCXI
$3.22M ﹤0.01%
52,025
-29,844
-36% -$1.71M
KAI icon
2008
Kadant
KAI
$3.63B
$3.21M ﹤0.01%
22,804
-942
-4% -$120K
RGR icon
2009
Sturm, Ruger & Co
RGR
$594M
$3.21M ﹤0.01%
49,374
-1,858
-4% -$120K
MYE icon
2010
Myers Industries
MYE
$1.29B
$3.21M ﹤0.01%
154,289
+28,401
+23% +$473K
ASND icon
2011
Ascendis Pharma A/S
ASND
$16B
$3.2M ﹤0.01%
19,189
+9,107
+90% +$1.51M
MMP
2012
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.2M ﹤0.01%
75,322
-302,341
-80% -$12.1M
NHC icon
2013
National Healthcare
NHC
$3.53B
$3.19M ﹤0.01%
48,096
-3,650
-7% -$240K
CIG icon
2014
CEMIG Preferred Shares
CIG
$6.26B
$3.19M ﹤0.01%
2,086,108
-190,681
-8% -$232K
GSHD icon
2015
Goosehead Insurance
GSHD
$2.2B
$3.19M ﹤0.01%
25,551
+2,842
+13% +$325K
KW
2016
DELISTED
Kennedy-Wilson Holdings
KW
$3.19M ﹤0.01%
178,130
-9,015
-5% -$141K
LMND icon
2017
Lemonade
LMND
$3.74B
$3.19M ﹤0.01%
+26,014
New +$1.92M
NTCO
2018
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$3.19M ﹤0.01%
159,366
+107,983
+210% +$1.96M
HNI icon
2019
HNI Corp
HNI
$3.24B
$3.16M ﹤0.01%
91,732
+3,730
+4% +$134K
VRTU
2020
DELISTED
Virtusa Corporation
VRTU
$3.16M ﹤0.01%
61,801
-32,823
-35% -$1.65M
CWEN.A
2021
DELISTED
Clearway Energy Class A
CWEN.A
$3.15M ﹤0.01%
106,723
-76
-0.1% -$2.12K
MCHB
2022
Mechanics Bancorp
MCHB
$3.72B
$3.15M ﹤0.01%
93,447
-4,346
-4% -$140K
CRVL icon
2023
CorVel
CRVL
$3.06B
$3.15M ﹤0.01%
89,076
-3,447
-4% -$107K
BOOT icon
2024
Boot Barn
BOOT
$4.51B
$3.14M ﹤0.01%
72,379
+221
+0.3% +$8.32K
CBAY
2025
DELISTED
Cymabay Therapeutics
CBAY
$3.12M ﹤0.01%
544,025
-7,233
-1% -$54.8K
79 80
81
82 83

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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.