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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
ENIA
2026
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$3.12M ﹤0.01%
379,530
-47,774
-11% -$348K
CATM
2027
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$3.12M ﹤0.01%
88,231
+32,434
+58% +$810K
TPTX
2028
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$3.09M ﹤0.01%
25,364
+849
+3% +$93K
TRMK icon
2029
Trustmark
TRMK
$2.76B
$3.09M ﹤0.01%
113,106
+15,226
+16% +$381K
HTGC icon
2030
Hercules Capital
HTGC
$3.07B
$3.08M ﹤0.01%
213,869
-17,112
-7% -$218K
HIBB
2031
DELISTED
Hibbett, Inc. Common Stock
HIBB
$3.08M ﹤0.01%
66,740
+110
+0.2% +$4.91K
LASR icon
2032
nLIGHT
LASR
$3.88B
$3.08M ﹤0.01%
94,368
+37,594
+66% +$1.06M
SUM
2033
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3.08M ﹤0.01%
155,923
-16,238
-9% -$302K
AKR icon
2034
Acadia Realty Trust
AKR
$3.09B
$3.06M ﹤0.01%
215,760
-54,922
-20% -$690K
FM
2035
DELISTED
iShares Frontier and Select EM ETF
FM
$3.06M ﹤0.01%
107,985
-15,687
-13% -$429K
HCC icon
2036
Warrior Met Coal
HCC
$4.19B
$3.04M ﹤0.01%
142,345
+5,901
+4% +$104K
WSR
2037
DELISTED
Whitestone REIT
WSR
$3.03M ﹤0.01%
380,111
+140,837
+59% +$1.01M
LEN.B icon
2038
Lennar Class B
LEN.B
$19.4B
$3.02M ﹤0.01%
51,966
+3,282
+7% +$194K
APLS
2039
DELISTED
Apellis Pharmaceuticals
APLS
$3.02M ﹤0.01%
52,793
+31,167
+144% +$1.32M
CPF icon
2040
Central Pacific Financial
CPF
$1.02B
$3M ﹤0.01%
157,842
-38,663
-20% -$629K
LBRT icon
2041
Liberty Energy
LBRT
$3.05B
$3M ﹤0.01%
290,942
-5,980
-2% -$54.5K
NOAH
2042
Noah Holdings
NOAH
$580M
$2.99M ﹤0.01%
62,463
+9,871
+19% +$319K
DIN icon
2043
Dine Brands
DIN
$456M
$2.98M ﹤0.01%
51,405
+10,508
+26% +$639K
SWAV
2044
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$2.98M ﹤0.01%
28,701
-5,151
-15% -$446K
DIA icon
2045
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$2.98M ﹤0.01%
9,729
+589
+6% +$171K
STAA icon
2046
STAAR Surgical
STAA
$1.21B
$2.96M ﹤0.01%
37,332
-5,615
-13% -$411K
MHI
2047
DELISTED
Pioneer Municipal High Income Fund
MHI
$2.96M ﹤0.01%
237,594
-23,928
-9% -$285K
JPS
2048
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$2.96M ﹤0.01%
303,808
-137,482
-31% -$1.27M
USCR
2049
DELISTED
U S Concrete, Inc.
USCR
$2.95M ﹤0.01%
73,913
-908
-1% -$32.3K
ECOL
2050
DELISTED
US Ecology, Inc.
ECOL
$2.95M ﹤0.01%
81,216
-9,637
-11% -$334K
80 81
82
83 84

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NIPH
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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
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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.