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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
SYRS
3226
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
$205K ﹤0.01%
1,889
-3,264
-63% -$298K
WTRE
3227
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
$205K ﹤0.01%
+5,914
New +$202K
MCF
3228
DELISTED
Contango Oil & Gas Co.
MCF
$205K ﹤0.01%
89,728
-49,922
-36% -$82.3K
LTRPA
3229
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$204K ﹤0.01%
46,891
-128,832
-73% -$349K
RFL icon
3230
Rafael Holdings
RFL
$103M
$203K ﹤0.01%
+8,836
New +$174K
IMCG icon
3231
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.88B
$202K ﹤0.01%
+3,174
New +$187K
DIAX
3232
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$201K ﹤0.01%
13,221
-5,731
-30% -$81.9K
VPG icon
3233
Vishay Precision Group
VPG
$1.08B
$201K ﹤0.01%
+6,397
New +$181K
EMWP
3234
DELISTED
Eros Media World PLC
EMWP
$201K ﹤0.01%
5,534
+565
+11% +$24.6K
CUE icon
3235
Cue Biopharma
CUE
$118M
$200K ﹤0.01%
534
+24
+5% +$9.59K
MX icon
3236
Magnachip Semiconductor
MX
$110M
$200K ﹤0.01%
14,819
-1,126
-7% -$15.5K
GTYH
3237
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$200K ﹤0.01%
+38,680
New +$136K
CBIO
3238
Crescent Biopharma
CBIO
$546M
$199K ﹤0.01%
530
-161
-23% -$56.4K
XPRO icon
3239
Expro Ltd
XPRO
$1.64B
$198K ﹤0.01%
12,033
-24,002
-67% -$314K
LMNR icon
3240
Limoneira
LMNR
$244M
$195K ﹤0.01%
11,693
-1,419
-11% -$21.3K
RXT icon
3241
Rackspace Technology
RXT
$960M
$195K ﹤0.01%
+10,238
New +$185K
VBIV
3242
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$195K ﹤0.01%
2,361
+874
+59% +$74.5K
BKCC
3243
DELISTED
BlackRock Capital Investment Corporation
BKCC
$195K ﹤0.01%
72,460
+2,615
+4% +$7.03K
LBC
3244
DELISTED
Luther Burbank Corporation Common Stock
LBC
$195K ﹤0.01%
19,911
-561
-3% -$5.52K
MHH icon
3245
Mastech Digital
MHH
$95.4M
$194K ﹤0.01%
12,172
-13,087
-52% -$236K
ZYXI
3246
DELISTED
Zynex
ZYXI
$194K ﹤0.01%
15,827
-2,893
-15% -$37.6K
SCOR icon
3247
Comscore
SCOR
$113M
$193K ﹤0.01%
3,882
-2,405
-38% -$107K
CTLP
3248
DELISTED
Cantaloupe
CTLP
$192K ﹤0.01%
18,350
– –
FRBK
3249
DELISTED
Republic First Bancorp Inc
FRBK
$192K ﹤0.01%
67,416
+7,735
+13% +$20.5K
ANH
3250
DELISTED
Anworth Mortgage Asset Corporation
ANH
$191K ﹤0.01%
70,652
-7,072
-9% -$14.7K
128 129
130
131 132

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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.