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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
AVTA
2401
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.61M ﹤0.01%
100,919
+32,619
+48% +$398K
BOX icon
2402
Box
BOX
$4.37B
$1.6M ﹤0.01%
88,498
-72,565
-45% -$1.26M
ANDE icon
2403
Andersons Inc
ANDE
$2.41B
$1.59M ﹤0.01%
64,908
-1,924
-3% -$42.8K
SCSC icon
2404
Scansource
SCSC
$1.15B
$1.59M ﹤0.01%
60,329
+8,775
+17% +$211K
KFRC icon
2405
Kforce
KFRC
$1.02B
$1.59M ﹤0.01%
37,745
-5,169
-12% -$204K
PAAS icon
2406
Pan American Silver
PAAS
$18.2B
$1.59M ﹤0.01%
46,021
+18,393
+67% +$594K
PAHC icon
2407
Phibro Animal Health
PAHC
$1.47B
$1.59M ﹤0.01%
81,750
+41,796
+105% +$769K
PLAB icon
2408
Photronics
PLAB
$1.79B
$1.58M ﹤0.01%
142,047
-2,306
-2% -$25.2K
ALTA
2409
DELISTED
Altabancorp
ALTA
$1.58M ﹤0.01%
56,601
+1,880
+3% +$47.7K
CHU
2410
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.57M ﹤0.01%
276,765
-54,750
-17% -$346K
MVF
2411
DELISTED
BlackRock MuniVest Fund
MVF
$1.57M ﹤0.01%
170,890
+26,169
+18% +$233K
HSKA
2412
DELISTED
Heska Corp
HSKA
$1.56M ﹤0.01%
10,738
+426
+4% +$53K
SCHV
2413
Schwab US Large-Cap Value ETF
SCHV
$15.7B
$1.56M ﹤0.01%
+78,546
New +$1.47M
EOD
2414
Allspring Global Dividend Opportunity Fund
EOD
$277M
$1.55M ﹤0.01%
320,692
-106,734
-25% -$488K
SMPL icon
2415
Simply Good Foods
SMPL
$901M
$1.55M ﹤0.01%
49,533
+21,980
+80% +$511K
VTEB icon
2416
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
$1.55M ﹤0.01%
28,132
+10,654
+61% +$582K
GSBC icon
2417
Great Southern Bancorp
GSBC
$874M
$1.55M ﹤0.01%
31,726
+8,073
+34% +$358K
KREF
2418
KKR Real Estate Finance Trust
KREF
$448M
$1.55M ﹤0.01%
86,529
-24,806
-22% -$439K
UTZ icon
2419
Utz Brands
UTZ
$1.25B
$1.54M ﹤0.01%
69,804
+595
+0.9% +$11.3K
SGC icon
2420
Superior Group of Companies
SGC
$185M
$1.54M ﹤0.01%
66,169
+50,167
+314% +$1.18M
LQDT icon
2421
Liquidity Services
LQDT
$1.22B
$1.53M ﹤0.01%
96,139
-3,848
-4% -$43.3K
VVX icon
2422
V2X
VVX
$2.83B
$1.53M ﹤0.01%
30,767
-429
-1% -$19.2K
RRR icon
2423
Red Rock Resorts
RRR
$3.77B
$1.51M ﹤0.01%
60,489
-436
-0.7% -$9.28K
ARR
2424
Armour Residential REIT
ARR
$2.33B
$1.5M ﹤0.01%
27,850
+1,479
+6% +$76.1K
FIT
2425
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.5M ﹤0.01%
220,498
+32,230
+17% +$227K
95 96
97
98 99

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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.