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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
GGB icon
2051
Gerdau
GGB
$9.74B
$2.94M ﹤0.01%
792,700
+31,155
+4% +$104K
KRO icon
2052
KRONOS Worldwide
KRO
$693M
$2.94M ﹤0.01%
196,863
-2,435
-1% -$34.4K
SCS
2053
DELISTED
Steelcase
SCS
$2.92M ﹤0.01%
215,389
+2,504
+1% +$30.7K
VCRA
2054
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$2.92M ﹤0.01%
70,293
-2,045
-3% -$70.1K
ZUO
2055
DELISTED
Zuora, Inc.
ZUO
$2.92M ﹤0.01%
209,382
+30,991
+17% +$352K
SNOW icon
2056
PUT
Snowflake
SNOW
$102B
$2.91M ﹤0.01%
+2,500
New +$711K
WAFD icon
2057
WaFd
WAFD
$2.72B
$2.91M ﹤0.01%
113,079
-11,491
-9% -$273K
ACLS icon
2058
Axcelis
ACLS
$4.01B
$2.91M ﹤0.01%
99,885
+48,276
+94% +$1.25M
ENIC icon
2059
Enel Chile
ENIC
$6.14B
$2.91M ﹤0.01%
747,610
+44,940
+6% +$161K
CIR
2060
DELISTED
CIRCOR International, Inc
CIR
$2.9M ﹤0.01%
75,513
-818
-1% -$27.1K
INSM icon
2061
Insmed
INSM
$21.4B
$2.9M ﹤0.01%
86,976
+6,419
+8% +$234K
DX
2062
Dynex Capital
DX
$3.15B
$2.88M ﹤0.01%
162,022
-834
-0.5% -$14.3K
MAGN
2063
Magnera Corp
MAGN
$472M
$2.88M ﹤0.01%
13,539
-331
-2% -$66.5K
NTGR icon
2064
NETGEAR
NTGR
$648M
$2.88M ﹤0.01%
70,922
+17,096
+32% +$581K
JELD icon
2065
JELD-WEN Holding
JELD
$122M
$2.88M ﹤0.01%
113,589
-9,682
-8% -$232K
AMSF icon
2066
AMERISAFE
AMSF
$543M
$2.87M ﹤0.01%
50,037
-17,464
-26% -$1.01M
OPI
2067
DELISTED
Office Properties Income Trust
OPI
$2.87M ﹤0.01%
126,516
-31,551
-20% -$689K
PACB icon
2068
Pacific Biosciences
PACB
$435M
$2.87M ﹤0.01%
110,511
+9,995
+10% +$170K
RWT
2069
Redwood Trust
RWT
$574M
$2.87M ﹤0.01%
326,564
-8,164
-2% -$70.2K
ECPG icon
2070
Encore Capital Group
ECPG
$2.02B
$2.87M ﹤0.01%
73,551
-13,385
-15% -$487K
GMS
2071
DELISTED
GMS Inc
GMS
$2.87M ﹤0.01%
93,989
-619
-0.7% -$17.3K
BKE icon
2072
Buckle
BKE
$2.25B
$2.86M ﹤0.01%
98,027
+8,374
+9% +$226K
CLNE icon
2073
Clean Energy Fuels
CLNE
$427M
$2.86M ﹤0.01%
363,487
-22,749
-6% -$88.7K
NG icon
2074
NovaGold Resources
NG
$2.56B
$2.86M ﹤0.01%
295,439
-57,639
-16% -$609K
WB icon
2075
Weibo
WB
$2B
$2.85M ﹤0.01%
69,622
+21,176
+44% +$894K
81 82
83
84 85

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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.