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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
ACIA
1976
DELISTED
Acacia Communications Inc
ACIA
$3.39M ﹤0.01%
46,441
+15,337
+49% +$1.06M
SAFE
1977
DELISTED
Safehold Inc.
SAFE
$3.39M ﹤0.01%
46,717
-12,576
-21% -$858K
VIVO
1978
DELISTED
Meridian Bioscience Inc
VIVO
$3.38M ﹤0.01%
180,855
+23,310
+15% +$435K
AVNS
1979
DELISTED
Avanos Medical
AVNS
$3.36M ﹤0.01%
73,233
-2,918
-4% -$121K
WNC icon
1980
Wabash National
WNC
$512M
$3.36M ﹤0.01%
195,010
-8,940
-4% -$145K
CHEF icon
1981
Chefs' Warehouse
CHEF
$4.71B
$3.36M ﹤0.01%
130,722
+68,765
+111% +$1.35M
NMIH icon
1982
NMI Holdings
NMIH
$3.33B
$3.35M ﹤0.01%
147,925
+15,835
+12% +$361K
CPS icon
1983
Cooper-Standard Automotive
CPS
$523M
$3.35M ﹤0.01%
96,545
-11,767
-11% -$327K
ACWI icon
1984
iShares MSCI ACWI ETF
ACWI
$32.9B
$3.34M ﹤0.01%
36,845
-2,644
-7% -$226K
PTCT icon
1985
PTC Therapeutics
PTCT
$5.68B
$3.34M ﹤0.01%
54,728
+5,087
+10% +$300K
DLX icon
1986
Deluxe
DLX
$1.18B
$3.34M ﹤0.01%
114,360
+826
+0.7% +$21.3K
ARD
1987
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$3.33M ﹤0.01%
193,291
-4,145
-2% -$68.8K
LNN icon
1988
Lindsay Corp
LNN
$1.13B
$3.31M ﹤0.01%
25,771
-5,358
-17% -$611K
HRI icon
1989
Herc Holdings
HRI
$5.02B
$3.31M ﹤0.01%
49,815
+2,180
+5% +$118K
PLUS icon
1990
ePlus
PLUS
$2.42B
$3.31M ﹤0.01%
75,184
-21,156
-22% -$846K
MODN
1991
DELISTED
MODEL N, INC.
MODN
$3.3M ﹤0.01%
92,480
-24,609
-21% -$853K
ATKR icon
1992
Atkore
ATKR
$2.46B
$3.3M ﹤0.01%
80,258
-4,255
-5% -$134K
NSTG
1993
DELISTED
NanoString Technologies, Inc.
NSTG
$3.29M ﹤0.01%
49,260
-5,760
-10% -$289K
EBIX
1994
DELISTED
Ebix Inc
EBIX
$3.29M ﹤0.01%
86,723
+2,823
+3% +$79.4K
INVX
1995
Innovex International
INVX
$1.96B
$3.29M ﹤0.01%
111,135
+23,677
+27% +$673K
MMU
1996
Western Asset Managed Municipals Fund
MMU
$548M
$3.29M ﹤0.01%
256,030
+49,789
+24% +$623K
MQT
1997
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$3.27M ﹤0.01%
233,538
-56,613
-20% -$762K
REX icon
1998
REX American Resources
REX
$1.42B
$3.27M ﹤0.01%
266,664
+8,010
+3% +$105K
OTTR icon
1999
Otter Tail
OTTR
$3.71B
$3.26M ﹤0.01%
76,529
+1,705
+2% +$69.5K
PJT icon
2000
PJT Partners
PJT
$4.3B
$3.26M ﹤0.01%
43,324
+13,077
+43% +$921K
78 79
80
81 82

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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.