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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
CAC icon
2326
Camden National
CAC
$978M
$1.82M ﹤0.01%
50,927
+7,919
+18% +$272K
GNMK
2327
DELISTED
GenMark Diagnostics, Inc
GNMK
$1.82M ﹤0.01%
124,532
-6,620
-5% -$87.7K
HCSG icon
2328
Healthcare Services Group
HCSG
$1.6B
$1.82M ﹤0.01%
64,626
-2,165
-3% -$52.4K
CUBI icon
2329
Customers Bancorp
CUBI
$2.66B
$1.81M ﹤0.01%
99,861
-6,683
-6% -$106K
GOLF icon
2330
Acushnet Holdings
GOLF
$5.93B
$1.81M ﹤0.01%
44,768
+181
+0.4% +$6.76K
CMPR icon
2331
Cimpress
CMPR
$2.39B
$1.81M ﹤0.01%
20,678
-2,858
-12% -$245K
IBCP icon
2332
Independent Bank Corp
IBCP
$787M
$1.81M ﹤0.01%
98,206
+2,255
+2% +$36.9K
LGTY
2333
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.81M ﹤0.01%
105,609
-3,721
-3% -$59.3K
CARG icon
2334
CarGurus
CARG
$3.27B
$1.81M ﹤0.01%
57,072
+1,781
+3% +$44K
IVC
2335
DELISTED
Invacare Corporation
IVC
$1.81M ﹤0.01%
202,276
-4,648
-2% -$38.6K
WBT
2336
DELISTED
Welbilt, Inc.
WBT
$1.81M ﹤0.01%
136,939
-10,475
-7% -$94K
ATRC icon
2337
AtriCure
ATRC
$1.92B
$1.8M ﹤0.01%
32,416
-4,199
-11% -$182K
YORW icon
2338
York Water
YORW
$502M
$1.8M ﹤0.01%
38,698
+567
+1% +$25.9K
LKFN icon
2339
Lakeland Financial Corp
LKFN
$1.56B
$1.8M ﹤0.01%
33,629
+1,160
+4% +$58.9K
CTBI icon
2340
Community Trust Bancorp
CTBI
$1.42B
$1.8M ﹤0.01%
48,590
+14,644
+43% +$495K
VRE
2341
DELISTED
Veris Residential
VRE
$1.8M ﹤0.01%
144,318
-48,142
-25% -$614K
HLIT icon
2342
Harmonic Inc
HLIT
$1.25B
$1.79M ﹤0.01%
242,403
+135,359
+126% +$890K
MCBC
2343
DELISTED
Macatawa Bank Corp
MCBC
$1.79M ﹤0.01%
213,729
+58,344
+38% +$450K
PAR icon
2344
PAR Technology
PAR
$699M
$1.78M ﹤0.01%
28,325
+10,745
+61% +$527K
HCM icon
2345
HUTCHMED
HCM
$1.93B
$1.77M ﹤0.01%
55,435
+491
+0.9% +$15.1K
PLTR icon
2346
Palantir
PLTR
$295B
$1.77M ﹤0.01%
+75,141
New +$1.34M
PRO
2347
DELISTED
PROS Holdings
PRO
$1.77M ﹤0.01%
34,856
-323
-0.9% -$12.8K
ELP
2348
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.77M ﹤0.01%
309,045
+77,047
+33% +$390K
ADTN icon
2349
Adtran
ADTN
$689M
$1.76M ﹤0.01%
119,285
-9,903
-8% -$126K
OSPN icon
2350
OneSpan
OSPN
$574M
$1.76M ﹤0.01%
85,217
-2,055
-2% -$44.2K
92 93
94
95 96

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.