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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
UIS icon
2101
Unisys
UIS
$209M
$2.73M ﹤0.01%
138,482
+13,169
+11% +$189K
CEVA icon
2102
CEVA Inc
CEVA
$910M
$2.72M ﹤0.01%
59,790
-565
-0.9% -$23.2K
HTLD icon
2103
Heartland Express
HTLD
$948M
$2.71M ﹤0.01%
150,009
-91,057
-38% -$1.72M
NVAX icon
2104
Novavax
NVAX
$1.2B
$2.71M ﹤0.01%
24,344
-1,714
-7% -$182K
ALLK
2105
DELISTED
Allakos
ALLK
$2.69M ﹤0.01%
19,208
+13,024
+211% +$1.36M
PR
2106
Permian Resources
PR
$17.8B
$2.69M ﹤0.01%
1,791,564
+1,781,456
+17,624% +$1.85M
OLP
2107
One Liberty Properties
OLP
$530M
$2.68M ﹤0.01%
133,704
-8,224
-6% -$147K
IJH icon
2108
iShares Core S&P Mid-Cap ETF
IJH
$122B
$2.68M ﹤0.01%
58,315
+2,145
+4% +$90.4K
PGTI
2109
DELISTED
PGT, Inc.
PGTI
$2.68M ﹤0.01%
131,801
-39,679
-23% -$738K
DBD
2110
DELISTED
Diebold Nixdorf Incorporated
DBD
$2.68M ﹤0.01%
251,421
-49,259
-16% -$447K
LTC
2111
LTC Properties
LTC
$2.06B
$2.68M ﹤0.01%
68,781
+930
+1% +$34.2K
TGH
2112
DELISTED
Textainer Group Holdings limited
TGH
$2.67M ﹤0.01%
139,409
+102,323
+276% +$1.75M
INGN icon
2113
Inogen
INGN
$175M
$2.67M ﹤0.01%
59,747
+19,869
+50% +$686K
NOVA
2114
DELISTED
Sunnova Energy
NOVA
$2.67M ﹤0.01%
59,071
-10,780
-15% -$374K
SBCF icon
2115
Seacoast Banking Corp of Florida
SBCF
$3.36B
$2.66M ﹤0.01%
90,435
+3,860
+4% +$93.5K
NEWR
2116
DELISTED
New Relic, Inc.
NEWR
$2.66M ﹤0.01%
40,621
+10,466
+35% +$645K
PRMW
2117
DELISTED
Primo Water Corporation
PRMW
$2.66M ﹤0.01%
169,387
-105,291
-38% -$1.55M
TARO
2118
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.65M ﹤0.01%
36,078
+21,283
+144% +$1.37M
ZUMZ icon
2119
Zumiez
ZUMZ
$332M
$2.64M ﹤0.01%
71,788
+11,389
+19% +$384K
TR icon
2120
Tootsie Roll Industries
TR
$2.93B
$2.62M ﹤0.01%
105,467
-13,775
-12% -$355K
SONO icon
2121
Sonos
SONO
$1.73B
$2.62M ﹤0.01%
111,801
+98,255
+725% +$1.83M
IRWD icon
2122
Ironwood Pharmaceuticals
IRWD
$696M
$2.61M ﹤0.01%
229,466
+31,878
+16% +$349K
CSR
2123
Centerspace
CSR
$921M
$2.61M ﹤0.01%
36,902
-3,530
-9% -$248K
TRS icon
2124
TriMas Corp
TRS
$1.43B
$2.6M ﹤0.01%
82,249
-2,228
-3% -$61K
AY
2125
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.6M ﹤0.01%
68,484
-11,765
-15% -$389K
83 84
85
86 87

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MCM
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PSUF
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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.