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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
XNCR icon
1801
Xencor
XNCR
$1.5B
$4.51M ﹤0.01%
103,351
+9,983
+11% +$413K
BCH icon
1802
Banco de Chile
BCH
$20.9B
$4.49M ﹤0.01%
220,347
-15,443
-7% -$276K
TBI
1803
Trueblue
TBI
$215M
$4.49M ﹤0.01%
240,053
-14,605
-6% -$263K
WGO icon
1804
Winnebago Industries
WGO
$856M
$4.49M ﹤0.01%
74,851
-1,093
-1% -$59.6K
SHO icon
1805
Sunstone Hotel Investors
SHO
$2.19B
$4.48M ﹤0.01%
395,120
-40,856
-9% -$391K
MTSC
1806
DELISTED
MTS Systems Corp
MTSC
$4.47M ﹤0.01%
76,821
-20,547
-21% -$743K
COHR
1807
DELISTED
Coherent Inc
COHR
$4.46M ﹤0.01%
29,758
+2,502
+9% +$320K
AIN icon
1808
Albany International
AIN
$2.11B
$4.46M ﹤0.01%
60,779
+943
+2% +$59.4K
NGHC
1809
DELISTED
National General Holdings Corp
NGHC
$4.43M ﹤0.01%
129,620
-7,023
-5% -$239K
KOF icon
1810
Coca-Cola Femsa
KOF
$22.7B
$4.42M ﹤0.01%
95,947
+2,760
+3% +$120K
ALEX
1811
DELISTED
Alexander & Baldwin
ALEX
$4.41M ﹤0.01%
256,501
+43,245
+20% +$631K
CTS icon
1812
CTS Corp
CTS
$1.83B
$4.4M ﹤0.01%
128,181
+8,113
+7% +$240K
IBKR icon
1813
Interactive Brokers
IBKR
$39.2B
$4.38M ﹤0.01%
287,432
+14,376
+5% +$190K
RUSHA icon
1814
Rush Enterprises Class A
RUSHA
$6.2B
$4.37M ﹤0.01%
158,362
+23,067
+17% +$591K
MTRN icon
1815
Materion
MTRN
$4.39B
$4.37M ﹤0.01%
68,605
+4,393
+7% +$253K
UMBF icon
1816
UMB Financial
UMBF
$11.1B
$4.37M ﹤0.01%
63,353
+2,375
+4% +$152K
DCH
1817
Dauch Corp
DCH
$1.34B
$4.37M ﹤0.01%
523,907
+16,727
+3% +$126K
AFT
1818
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$4.37M ﹤0.01%
303,269
+67,488
+29% +$907K
JRVR icon
1819
James River Group Holdings
JRVR
$208M
$4.37M ﹤0.01%
88,806
-333
-0.4% -$16.1K
GEF icon
1820
Greif
GEF
$4.92B
$4.36M ﹤0.01%
93,053
-1,703
-2% -$77.1K
LGF.B
1821
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$4.36M ﹤0.01%
420,041
+308,204
+276% +$2.56M
SUPN icon
1822
Supernus Pharmaceuticals
SUPN
$2.59B
$4.36M ﹤0.01%
173,236
+23,648
+16% +$509K
MIK
1823
DELISTED
Michaels Stores, Inc
MIK
$4.36M ﹤0.01%
335,018
-169,427
-34% -$1.72M
VUG icon
1824
Vanguard Morningstar Growth ETF
VUG
$220B
$4.35M ﹤0.01%
103,116
+1,320
+1% +$52.7K
CFFN icon
1825
Capitol Federal Financial
CFFN
$1.09B
$4.34M ﹤0.01%
347,594
+107,074
+45% +$1.28M
71 72
73
74 75

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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.