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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
MTUS icon
2676
Metallus
MTUS
$838M
$892K ﹤0.01%
191,023
+2,802
+1% +$12.7K
APO icon
2677
Apollo Global Management
APO
$72.4B
$891K ﹤0.01%
18,191
-73,612
-80% -$3.29M
PKOH icon
2678
Park-Ohio Holdings
PKOH
$575M
$890K ﹤0.01%
28,816
-40
-0.1% -$1.01K
IWY icon
2679
iShares Russell Top 200 Growth ETF
IWY
$15.9B
$889K ﹤0.01%
6,684
+302
+5% +$38.1K
EVN
2680
Eaton Vance Municipal Income Trust
EVN
$414M
$888K ﹤0.01%
66,348
-100,550
-60% -$1.31M
PNNT
2681
Pennant Park Investment Corp
PNNT
$215M
$887K ﹤0.01%
192,353
+28,012
+17% +$106K
AGNT
2682
AGNT Inc
AGNT
$666M
$886K ﹤0.01%
28,058
-52,518
-65% -$1.45M
CWCO icon
2683
Consolidated Water Co
CWCO
$467M
$884K ﹤0.01%
73,338
+12,647
+21% +$141K
HSII
2684
DELISTED
Heidrick & Struggles
HSII
$877K ﹤0.01%
29,865
+690
+2% +$17.3K
NVEC icon
2685
NVE Corp
NVEC
$562M
$877K ﹤0.01%
15,606
+2,135
+16% +$110K
SFL icon
2686
SFL Corp
SFL
$1.64B
$876K ﹤0.01%
139,489
-129,840
-48% -$899K
SWI
2687
DELISTED
SolarWinds Corporation Common Stock
SWI
$876K ﹤0.01%
55,575
+10,232
+23% +$224K
XERS icon
2688
Xeris Biopharma Holdings
XERS
$1.39B
$875K ﹤0.01%
177,831
-36,032
-17% -$180K
TSIAU
2689
DELISTED
TS Innovation Acquisitions Corp. Unit
TSIAU
$874K ﹤0.01%
+82,953
New +$844K
GDO
2690
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$873K ﹤0.01%
48,236
-1,889
-4% -$33K
CNR
2691
Core Natural Resources Inc
CNR
$4.02B
$873K ﹤0.01%
121,120
-20,454
-14% -$107K
ASAN icon
2692
Asana
ASAN
$1.92B
$869K ﹤0.01%
+29,421
New +$752K
ESTE
2693
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$869K ﹤0.01%
163,088
-75,773
-32% -$262K
EB
2694
DELISTED
Eventbrite
EB
$866K ﹤0.01%
47,831
+2,435
+5% +$34.1K
CSTM icon
2695
Constellium
CSTM
$3.76B
$865K ﹤0.01%
61,823
-11,579
-16% -$131K
JHMM icon
2696
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
$862K ﹤0.01%
19,166
-959
-5% -$40.1K
NPK icon
2697
National Presto Industries
NPK
$870M
$857K ﹤0.01%
9,690
+694
+8% +$59.6K
MCS icon
2698
Marcus Corp
MCS
$894M
$846K ﹤0.01%
62,787
-17,881
-22% -$181K
FLXS icon
2699
Flexsteel Industries
FLXS
$302M
$845K ﹤0.01%
24,171
-3,022
-11% -$89.9K
IWN icon
2700
iShares Russell 2000 Value ETF
IWN
$14.3B
$843K ﹤0.01%
6,395
-21,257
-77% -$2.51M
106 107
108
109 110

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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
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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.