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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
HFFG icon
3051
HF Foods Group
HFFG
$80.7M
$336K ﹤0.01%
44,653
-597
-1% -$4.51K
NZF icon
3052
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$336K ﹤0.01%
20,865
-215,559
-91% -$3.3M
IVH
3053
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$335K ﹤0.01%
25,261
-1,500
-6% -$18.6K
FNDA icon
3054
Schwab Fundamental US Small Company Index ETF
FNDA
$9.1B
$333K ﹤0.01%
15,520
-606
-4% -$11.7K
ALLO icon
3055
Allogene Therapeutics
ALLO
$625M
$332K ﹤0.01%
13,169
+3,069
+30% +$100K
KRTX
3056
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$332K ﹤0.01%
+3,269
New +$303K
BRT
3057
BRT Apartments
BRT
$284M
$331K ﹤0.01%
21,805
-1,391
-6% -$18.7K
LXRX icon
3058
Lexicon Pharmaceuticals
LXRX
$1.03B
$331K ﹤0.01%
96,908
+42,424
+78% +$80.9K
BCBP icon
3059
BCB Bancorp
BCBP
$179M
$330K ﹤0.01%
29,842
+2,556
+9% +$25.4K
MTCR
3060
DELISTED
Metacrine, Inc. Common Stock
MTCR
$328K ﹤0.01%
41,771
+1,581
+4% +$14.5K
CO
3061
DELISTED
Global Cord Blood Corporation
CO
$328K ﹤0.01%
88,360
+2,364
+3% +$9.07K
CWK icon
3062
Cushman & Wakefield Ltd
CWK
$3.16B
$326K ﹤0.01%
21,994
+289
+1% +$4.01K
DLTH icon
3063
Duluth Holdings
DLTH
$152M
$326K ﹤0.01%
30,909
-173
-0.6% -$2.36K
BPYU
3064
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$326K ﹤0.01%
+21,827
New +$332K
EGIO
3065
DELISTED
Edgio, Inc. Common Stock
EGIO
$325K ﹤0.01%
2,034
-8,508
-81% -$1.55M
FMBH icon
3066
First Mid Bancshares
FMBH
$1.4B
$323K ﹤0.01%
9,597
+808
+9% +$24.4K
FVRR icon
3067
Fiverr
FVRR
$331M
$323K ﹤0.01%
+1,658
New +$300K
SDGR icon
3068
Schrodinger
SDGR
$1.13B
$323K ﹤0.01%
+4,074
New +$256K
SCU
3069
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$323K ﹤0.01%
21,261
+3,004
+16% +$39.6K
BRBR icon
3070
BellRing Brands
BRBR
$1.55B
$322K ﹤0.01%
13,238
+961
+8% +$20.9K
GWRS icon
3071
Global Water Resources
GWRS
$215M
$322K ﹤0.01%
22,355
-4,236
-16% -$53.5K
VTLE
3072
DELISTED
Vital Energy
VTLE
$322K ﹤0.01%
+16,338
New +$211K
QURE icon
3073
uniQure
QURE
$2.78B
$320K ﹤0.01%
8,864
+2,179
+33% +$91.9K
LAZ icon
3074
Lazard
LAZ
$3.96B
$318K ﹤0.01%
7,508
-2,915
-28% -$110K
MTW icon
3075
Manitowoc
MTW
$491M
$318K ﹤0.01%
23,875
-6,810
-22% -$72.6K
121 122
123
124 125

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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.