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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
SCHA icon
2226
Schwab U.S Small- Cap ETF
SCHA
$22.2B
$2.15M ﹤0.01%
+96,524
New +$1.92M
AMJ
2227
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.15M ﹤0.01%
154,645
-76,463
-33% -$995K
ICHR icon
2228
Ichor Holdings
ICHR
$2.62B
$2.15M ﹤0.01%
71,189
-20,453
-22% -$579K
REYN icon
2229
Reynolds Consumer Products
REYN
$5.26B
$2.14M ﹤0.01%
71,332
+9,459
+15% +$286K
TISI icon
2230
Team
TISI
$79.5M
$2.14M ﹤0.01%
19,609
+649
+3% +$53.4K
ENTA icon
2231
Enanta Pharmaceuticals
ENTA
$366M
$2.13M ﹤0.01%
50,606
+2,780
+6% +$122K
CIVI
2232
DELISTED
Civitas Resources
CIVI
$2.13M ﹤0.01%
110,086
-31,351
-22% -$659K
QNST icon
2233
QuinStreet
QNST
$890M
$2.13M ﹤0.01%
99,113
+4,539
+5% +$82.8K
AQN icon
2234
Algonquin Power & Utilities
AQN
$4.49B
$2.12M ﹤0.01%
129,019
-40,568
-24% -$639K
CLW icon
2235
Clearwater Paper
CLW
$339M
$2.12M ﹤0.01%
56,258
-38,028
-40% -$1.42M
CLB icon
2236
Core Laboratories
CLB
$488M
$2.12M ﹤0.01%
79,945
-76,642
-49% -$1.57M
AGM icon
2237
Federal Agricultural Mortgage
AGM
$2.47B
$2.12M ﹤0.01%
28,520
-115
-0.4% -$8K
CZZ
2238
DELISTED
Cosan Limited
CZZ
$2.12M ﹤0.01%
114,826
-81,640
-42% -$1.36M
DCPH
2239
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$2.11M ﹤0.01%
36,990
+13,097
+55% +$776K
JOBS
2240
DELISTED
51job Inc
JOBS
$2.11M ﹤0.01%
30,147
+3,660
+14% +$264K
FRA icon
2241
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$2.11M ﹤0.01%
174,097
+75,424
+76% +$894K
ARES icon
2242
Ares Management
ARES
$28.9B
$2.11M ﹤0.01%
44,751
+2,009
+5% +$90.9K
SEB icon
2243
Seaboard Corp
SEB
$4.23B
$2.1M ﹤0.01%
693
+6
+0.9% +$19.5K
CNXN icon
2244
PC Connection
CNXN
$2.11B
$2.1M ﹤0.01%
44,377
-2,219
-5% -$102K
SPNT icon
2245
SiriusPoint
SPNT
$2.75B
$2.08M ﹤0.01%
218,511
+16,650
+8% +$145K
CRMT icon
2246
America's Car Mart
CRMT
$26.6M
$2.07M ﹤0.01%
18,885
-1,852
-9% -$186K
IWO icon
2247
iShares Russell 2000 Growth ETF
IWO
$14.3B
$2.07M ﹤0.01%
7,235
+54
+0.8% +$13.8K
IVR icon
2248
Invesco Mortgage Capital
IVR
$759M
$2.07M ﹤0.01%
61,331
+11,925
+24% +$369K
CACC icon
2249
Credit Acceptance
CACC
$5.95B
$2.07M ﹤0.01%
5,983
-809
-12% -$264K
DSM
2250
BNY Mellon Strategic Municipal Bond Fund
DSM
$287M
$2.07M ﹤0.01%
263,027
+113,730
+76% +$855K
88 89
90
91 92

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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.