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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
MLKN icon
1676
MillerKnoll
MLKN
$1.52B
$5.63M ﹤0.01%
166,598
+38,136
+30% +$1.33M
COKE icon
1677
Coca-Cola Consolidated
COKE
$12.5B
$5.63M ﹤0.01%
211,400
-9,400
-4% -$239K
COLD icon
1678
Americold
COLD
$4.02B
$5.63M ﹤0.01%
150,787
-2,925
-2% -$105K
IBOC icon
1679
International Bancshares
IBOC
$4.74B
$5.62M ﹤0.01%
150,195
-2,924
-2% -$92.7K
AVAV icon
1680
AeroVironment
AVAV
$7.61B
$5.62M ﹤0.01%
64,671
+2,074
+3% +$166K
ESTC icon
1681
Elastic
ESTC
$6.82B
$5.61M ﹤0.01%
38,414
+8,980
+31% +$1.1M
LBRDA icon
1682
Liberty Broadband Class A
LBRDA
$4.91B
$5.59M ﹤0.01%
35,446
+4,453
+14% +$672K
IOSP icon
1683
Innospec
IOSP
$2.12B
$5.57M ﹤0.01%
61,360
+8,945
+17% +$693K
WERN icon
1684
Werner Enterprises
WERN
$2.27B
$5.57M ﹤0.01%
141,923
-11,743
-8% -$478K
XHR
1685
Xenia Hotels & Resorts
XHR
$1.89B
$5.57M ﹤0.01%
366,201
+4,013
+1% +$48.1K
PRGS icon
1686
Progress Software
PRGS
$1.65B
$5.56M ﹤0.01%
123,046
-6,574
-5% -$266K
QQQ icon
1687
Invesco QQQ Trust
QQQ
$453B
$5.55M ﹤0.01%
17,701
-143
-0.8% -$42K
BEPC icon
1688
Brookfield Renewable
BEPC
$6.1B
$5.55M ﹤0.01%
95,257
+5,251
+6% +$252K
CHCT
1689
Community Healthcare Trust
CHCT
$526M
$5.52M ﹤0.01%
117,196
+1,304
+1% +$62K
TVTX icon
1690
Travere Therapeutics
TVTX
$5.23B
$5.51M ﹤0.01%
202,333
+21,309
+12% +$497K
P
1691
Everpure Inc
P
$25.8B
$5.51M ﹤0.01%
243,636
-75,359
-24% -$1.44M
MTX icon
1692
Minerals Technologies
MTX
$2.36B
$5.5M ﹤0.01%
88,608
+383
+0.4% +$22.7K
WK icon
1693
Workiva
WK
$3.32B
$5.47M ﹤0.01%
59,747
+21,055
+54% +$1.48M
MAV
1694
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$5.46M ﹤0.01%
469,095
+952
+0.2% +$10.7K
ZWS icon
1695
Zurn Elkay Water Solutions
ZWS
$8.43B
$5.46M ﹤0.01%
287,262
+2,165
+0.8% +$37.1K
MODV
1696
DELISTED
ModivCare
MODV
$5.46M ﹤0.01%
39,390
+11,417
+41% +$1.42M
NSA
1697
DELISTED
National Storage Affiliates Trust
NSA
$5.46M ﹤0.01%
151,388
+952
+0.6% +$32.9K
TY icon
1698
TRI-Continental Corp
TY
$1.86B
$5.46M ﹤0.01%
185,103
-5,574
-3% -$156K
KL
1699
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$5.45M ﹤0.01%
132,154
+79,573
+151% +$3.53M
HTH icon
1700
Hilltop Holdings
HTH
$2.26B
$5.45M ﹤0.01%
198,171
+6,822
+4% +$164K
66 67
68
69 70

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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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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.