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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
SPWH icon
2426
Sportsman's Warehouse
SPWH
$44.5M
$1.49M ﹤0.01%
84,938
-104,841
-55% -$1.53M
COWN
2427
DELISTED
Cowen Inc. Class A Common Stock
COWN
$1.49M ﹤0.01%
57,352
+2,616
+5% +$59K
ARCC icon
2428
Ares Capital
ARCC
$13.5B
$1.49M ﹤0.01%
88,078
-5,595
-6% -$86.7K
TPC
2429
Tutor Perini Cor
TPC
$4.41B
$1.49M ﹤0.01%
114,854
+1,678
+1% +$22.7K
MBWM icon
2430
Mercantile Bank Corp
MBWM
$1.04B
$1.48M ﹤0.01%
54,561
+12,540
+30% +$299K
WASH icon
2431
Washington Trust Bancorp
WASH
$743M
$1.48M ﹤0.01%
32,967
-2,169
-6% -$83.7K
ANGO icon
2432
AngioDynamics
ANGO
$611M
$1.48M ﹤0.01%
96,312
-3,133
-3% -$39.8K
BJRI icon
2433
BJ's Restaurants
BJRI
$1.42B
$1.48M ﹤0.01%
38,344
-882
-2% -$30.1K
PBF icon
2434
PBF Energy
PBF
$8.57B
$1.48M ﹤0.01%
207,713
-160,554
-44% -$1.05M
LADR
2435
Ladder Capital
LADR
$1.21B
$1.47M ﹤0.01%
150,602
-122
-0.1% -$1.04K
ARLO icon
2436
Arlo Technologies
ARLO
$1.6B
$1.47M ﹤0.01%
188,103
-3,772
-2% -$23K
CHWY icon
2437
Chewy
CHWY
$9.25B
$1.46M ﹤0.01%
16,287
+5,173
+47% +$377K
TGI
2438
DELISTED
Triumph Group
TGI
$1.46M ﹤0.01%
116,203
-14,610
-11% -$152K
XLF icon
2439
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$1.46M ﹤0.01%
49,513
+96
+0.2% +$2.57K
ETD icon
2440
Ethan Allen Interiors
ETD
$570M
$1.46M ﹤0.01%
72,132
+3,063
+4% +$54K
ALXO icon
2441
ALX Oncology
ALXO
$261M
$1.45M ﹤0.01%
+16,863
New +$1.01M
HLIO icon
2442
Helios Technologies
HLIO
$2.57B
$1.45M ﹤0.01%
27,111
-6,788
-20% -$319K
MWA icon
2443
Mueller Water Products
MWA
$3.95B
$1.44M ﹤0.01%
116,644
-1,626
-1% -$18.7K
RBCAA icon
2444
Republic Bancorp
RBCAA
$1.95B
$1.44M ﹤0.01%
39,984
+3,285
+9% +$115K
TOWN icon
2445
Towne Bank
TOWN
$3.46B
$1.44M ﹤0.01%
61,333
-32,076
-34% -$663K
EYE icon
2446
National Vision
EYE
$1.77B
$1.44M ﹤0.01%
31,747
+3,170
+11% +$138K
WRLD icon
2447
World Acceptance Corp
WRLD
$838M
$1.44M ﹤0.01%
14,069
-2,873
-17% -$304K
AGS
2448
DELISTED
PlayAGS
AGS
$1.44M ﹤0.01%
199,514
+55,213
+38% +$252K
RDUS
2449
DELISTED
Radius Health, Inc.
RDUS
$1.44M ﹤0.01%
+80,455
New +$1.21M
CMRC
2450
Commerce.com Inc Series 1
CMRC
$258M
$1.43M ﹤0.01%
22,337
+12,202
+120% +$974K
96 97
98
99 100

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MCM
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PSUF
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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.