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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
BWB icon
2876
Bridgewater Bancshares
BWB
$568M
$554K ﹤0.01%
44,372
+12,624
+40% +$146K
SLDB icon
2877
Solid Biosciences
SLDB
$806M
$554K ﹤0.01%
4,873
+2,546
+109% +$161K
CG icon
2878
Carlyle Group
CG
$16.2B
$552K ﹤0.01%
+17,564
New +$495K
INSG icon
2879
Inseego
INSG
$112M
$552K ﹤0.01%
3,568
+559
+19% +$61.8K
LE icon
2880
Lands' End
LE
$369M
$552K ﹤0.01%
25,602
-170
-0.7% -$3.12K
RSP icon
2881
Invesco S&P 500 Equal Weight ETF
RSP
$96.6B
$552K ﹤0.01%
4,327
-662
-13% -$78.7K
VDC icon
2882
Vanguard Consumer Staples ETF
VDC
$7.97B
$550K ﹤0.01%
3,162
+637
+25% +$108K
WTI icon
2883
W&T Offshore
WTI
$522M
$547K ﹤0.01%
252,015
-132,683
-34% -$256K
CIGI icon
2884
Colliers International
CIGI
$5B
$544K ﹤0.01%
6,106
-3,540
-37% -$283K
EBF icon
2885
Ennis
EBF
$545M
$544K ﹤0.01%
30,477
+944
+3% +$15.9K
CENT icon
2886
Central Garden & Pet Co
CENT
$2.69B
$542K ﹤0.01%
17,533
-1,823
-9% -$58.3K
RVSB icon
2887
Riverview Bancorp
RVSB
$105M
$542K ﹤0.01%
103,014
-1,256
-1% -$6.49K
IDT icon
2888
IDT Corp
IDT
$1.6B
$539K ﹤0.01%
43,639
+7,495
+21% +$83K
IHC
2889
DELISTED
Independence Holding Company
IHC
$539K ﹤0.01%
13,138
-955
-7% -$38.1K
FSK icon
2890
FS KKR Capital
FSK
$2.94B
$537K ﹤0.01%
32,456
– –
FRGI
2891
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$536K ﹤0.01%
47,046
-196
-0.4% -$2.16K
TLND
2892
DELISTED
Talend S.A. American Depositary Shares
TLND
$535K ﹤0.01%
13,947
+275
+2% +$10.8K
CHI
2893
Calamos Convertible Opportunities and Income Fund
CHI
$1.01B
$534K ﹤0.01%
+39,407
New +$485K
AUD
2894
DELISTED
Audacy, Inc.
AUD
$534K ﹤0.01%
216,260
+29,313
+16% +$59.9K
VRS
2895
DELISTED
Verso Corporation
VRS
$530K ﹤0.01%
44,085
+4,627
+12% +$45.8K
PAGP icon
2896
Plains GP Holdings
PAGP
$5.17B
$529K ﹤0.01%
62,578
-256
-0.4% -$1.99K
ZNH
2897
DELISTED
China Southern Airlines Company Limited
ZNH
$528K ﹤0.01%
17,805
-6,207
-26% -$184K
GOCO
2898
DELISTED
GoHealth
GOCO
$527K ﹤0.01%
+2,570
New +$477K
BZH icon
2899
Beazer Homes USA
BZH
$873M
$526K ﹤0.01%
34,691
-17,149
-33% -$246K
VET icon
2900
Vermilion Energy
VET
$1.8B
$524K ﹤0.01%
117,798
+49,064
+71% +$174K
114 115
116
117 118

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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.