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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
VCSH icon
1526
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$7.18M ﹤0.01%
86,295
-57,691
-40% -$4.79M
NHY
1527
DELISTED
NORSK HYDRO A. S. ADR
NHY
$7.16M ﹤0.01%
1,563,497
+314,974
+25% +$1.44M
FATE icon
1528
Fate Therapeutics
FATE
$293M
$7.16M ﹤0.01%
78,740
+17,450
+28% +$1.08M
IJR icon
1529
iShares Core S&P Small-Cap ETF
IJR
$110B
$7.15M ﹤0.01%
77,798
-4,536
-6% -$373K
TENB icon
1530
Tenable Holdings
TENB
$3.59B
$7.15M ﹤0.01%
136,791
-38,807
-22% -$1.54M
ITUB icon
1531
Itaú Unibanco
ITUB
$93B
$7.13M ﹤0.01%
1,609,308
-795,322
-33% -$2.97M
TPH
1532
DELISTED
Tri Pointe Homes
TPH
$7.09M ﹤0.01%
411,217
-2,727
-0.7% -$48.2K
H icon
1533
Hyatt Hotels
H
$16.6B
$7.04M ﹤0.01%
94,814
-837
-0.9% -$54.6K
RPD icon
1534
Rapid7
RPD
$634M
$7.04M ﹤0.01%
78,047
+25,761
+49% +$1.84M
CWT icon
1535
California Water Service
CWT
$3.02B
$7.02M ﹤0.01%
129,923
+5,631
+5% +$277K
ADPT icon
1536
Adaptive Biotechnologies
ADPT
$3.85B
$7.02M ﹤0.01%
118,708
+33,269
+39% +$1.72M
WWW icon
1537
Wolverine World Wide
WWW
$1.64B
$7.01M ﹤0.01%
224,379
+4,428
+2% +$129K
TRNO icon
1538
Terreno Realty
TRNO
$7.65B
$7.01M ﹤0.01%
119,811
-5,448
-4% -$319K
VG
1539
DELISTED
Vonage Holdings Corporation
VG
$6.99M ﹤0.01%
542,713
-43,024
-7% -$524K
FRME icon
1540
First Merchants
FRME
$2.69B
$6.97M ﹤0.01%
186,410
+44,600
+31% +$1.38M
SFNC icon
1541
Simmons First National
SFNC
$3.38B
$6.96M ﹤0.01%
322,327
+4,714
+1% +$90K
EFOR
1542
Everforth Inc
EFOR
$1.13B
$6.92M ﹤0.01%
82,837
-4,814
-5% -$370K
MOG.A icon
1543
Moog Inc Class A
MOG.A
$13.3B
$6.89M ﹤0.01%
86,938
-1,034
-1% -$75.8K
WOR icon
1544
Worthington Enterprises
WOR
$2.74B
$6.89M ﹤0.01%
217,635
+25,378
+13% +$790K
KMPR icon
1545
Kemper
KMPR
$1.71B
$6.88M ﹤0.01%
89,552
-12,412
-12% -$883K
MXL icon
1546
MaxLinear
MXL
$6.07B
$6.87M ﹤0.01%
180,007
+54,081
+43% +$1.57M
DRH icon
1547
Diamondrock Hospitality Co
DRH
$2.64B
$6.87M ﹤0.01%
832,243
-12,043
-1% -$80.6K
MSD
1548
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$6.86M ﹤0.01%
740,794
+136,327
+23% +$1.2M
XLRN
1549
DELISTED
Acceleron Pharma
XLRN
$6.84M ﹤0.01%
53,479
+5,257
+11% +$616K
HOMB icon
1550
Home BancShares
HOMB
$6.25B
$6.83M ﹤0.01%
350,853
-74
-0% -$1.34K
60 61
62
63 64

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.