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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
GEOS icon
2951
Geospace Technologies
GEOS
$93.1M
$461K ﹤0.01%
53,853
-20,986
-28% -$144K
IJK icon
2952
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$461K ﹤0.01%
6,380
-68
-1% -$4.53K
NCNO icon
2953
nCino
NCNO
$2.01B
$459K ﹤0.01%
+6,335
New +$490K
GRC icon
2954
Gorman-Rupp
GRC
$2.13B
$456K ﹤0.01%
14,041
+1,858
+15% +$61.5K
JRS icon
2955
Nuveen Real Estate Income Fund
JRS
$250M
$454K ﹤0.01%
53,796
+41,780
+348% +$337K
BELFB
2956
Bel Fuse Inc Class B
BELFB
$3.6B
$453K ﹤0.01%
30,136
+12,003
+66% +$161K
FVD icon
2957
First Trust Value Line Dividend Fund
FVD
$8.33B
$453K ﹤0.01%
12,919
-2,144
-14% -$72.5K
WKHS icon
2958
Workhorse Group
WKHS
$34.5M
$452K ﹤0.01%
8
-19
-70% -$1.24M
BTU icon
2959
Peabody Energy
BTU
$2.61B
$450K ﹤0.01%
186,856
-11,547
-6% -$18.7K
CIO
2960
DELISTED
City Office REIT
CIO
$447K ﹤0.01%
45,777
-4,878
-10% -$40.1K
ASC icon
2961
Ardmore Shipping
ASC
$703M
$443K ﹤0.01%
135,423
+61,212
+82% +$195K
CWBC
2962
Community West Bancshares
CWBC
$682M
$441K ﹤0.01%
29,629
-1,974
-6% -$28.3K
CNOB icon
2963
Center Bancorp
CNOB
$1.66B
$439K ﹤0.01%
22,158
+97
+0.4% +$1.7K
WTBA icon
2964
West Bancorporation
WTBA
$473M
$433K ﹤0.01%
22,448
+5,019
+29% +$93.4K
CATO icon
2965
Cato Corp
CATO
$66.5M
$431K ﹤0.01%
44,934
-47,087
-51% -$371K
FLIC
2966
DELISTED
First of Long Island Corp
FLIC
$429K ﹤0.01%
24,026
+1,185
+5% +$20K
VIST icon
2967
Vista Energy
VIST
$7.63B
$429K ﹤0.01%
167,480
-32,371
-16% -$80.3K
TCDA
2968
DELISTED
Tricida, Inc. Common Stock
TCDA
$428K ﹤0.01%
60,643
+24,888
+70% +$191K
RLGT icon
2969
Radiant Logistics
RLGT
$388M
$427K ﹤0.01%
73,681
+57,499
+355% +$321K
CCRN
2970
DELISTED
Cross Country Healthcare
CCRN
$425K ﹤0.01%
47,948
+5,718
+14% +$46.5K
NRIM icon
2971
Northrim BanCorp
NRIM
$586M
$425K ﹤0.01%
50,040
+2,984
+6% +$23.6K
SCHX icon
2972
Schwab US Large- Cap ETF
SCHX
$71.3B
$425K ﹤0.01%
+28,038
New +$401K
RAFE icon
2973
PIMCO RAFI ESG US ETF
RAFE
$163M
$421K ﹤0.01%
16,314
+340
+2% +$8.22K
MCB icon
2974
Metropolitan Bank Holding Corp
MCB
$1.15B
$420K ﹤0.01%
11,582
+17
+0.1% +$551
BY icon
2975
Byline Bancorp
BY
$1.78B
$419K ﹤0.01%
27,101
-546
-2% -$7.95K
117 118
119
120 121

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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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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.