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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
RPT
1926
Rithm Property Trust
RPT
$95.8M
$3.68M ﹤0.01%
58,568
-7,949
-12% -$444K
NCZ
1927
Virtus Convertible & Income Fund II
NCZ
$294M
$3.67M ﹤0.01%
180,501
+46,399
+35% +$844K
FARO
1928
DELISTED
Faro Technologies
FARO
$3.67M ﹤0.01%
51,985
-6,860
-12% -$453K
TWST icon
1929
Twist Bioscience
TWST
$5.7B
$3.67M ﹤0.01%
25,986
-3,770
-13% -$418K
ARVN icon
1930
Arvinas
ARVN
$518M
$3.67M ﹤0.01%
43,210
+25,665
+146% +$885K
HCCI
1931
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$3.67M ﹤0.01%
174,090
+30,341
+21% +$562K
BRSP
1932
BrightSpire Capital
BRSP
$634M
$3.66M ﹤0.01%
488,100
-18,314
-4% -$119K
HIO
1933
Western Asset High Income Opportunity Fund
HIO
$336M
$3.65M ﹤0.01%
738,217
-1,118,898
-60% -$5.58M
BANF icon
1934
BancFirst
BANF
$3.79B
$3.64M ﹤0.01%
62,069
+7,980
+15% +$410K
APOG icon
1935
Apogee Enterprises
APOG
$826M
$3.64M ﹤0.01%
114,782
+3,301
+3% +$89.3K
SWCH
1936
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$3.63M ﹤0.01%
221,918
-22,292
-9% -$348K
CCS icon
1937
Century Communities
CCS
$1.91B
$3.63M ﹤0.01%
82,952
+21,651
+35% +$954K
FIX icon
1938
Comfort Systems
FIX
$60.9B
$3.63M ﹤0.01%
68,960
-1,374
-2% -$71.3K
UTL icon
1939
Unitil
UTL
$970M
$3.62M ﹤0.01%
81,677
-7,262
-8% -$290K
KOP icon
1940
Koppers
KOP
$943M
$3.61M ﹤0.01%
115,842
+5,316
+5% +$138K
ITCI
1941
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$3.6M ﹤0.01%
113,324
-40,707
-26% -$1.07M
WHD icon
1942
Cactus
WHD
$5.21B
$3.59M ﹤0.01%
137,851
+17,425
+14% +$395K
UFCS icon
1943
United Fire Group
UFCS
$1.32B
$3.58M ﹤0.01%
142,678
+96,831
+211% +$2.21M
ENDP
1944
DELISTED
Endo International plc
ENDP
$3.58M ﹤0.01%
498,300
+105,471
+27% +$550K
ATHM icon
1945
Autohome
ATHM
$2.67B
$3.56M ﹤0.01%
35,782
-7,704
-18% -$762K
SFIX
1946
Stitch Fix
SFIX
$536M
$3.56M ﹤0.01%
60,715
+28,804
+90% +$1.23M
POLY
1947
DELISTED
Plantronics, Inc.
POLY
$3.56M ﹤0.01%
131,624
+11,846
+10% +$260K
UBA
1948
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.56M ﹤0.01%
251,773
+71,874
+40% +$857K
SGMO
1949
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$3.54M ﹤0.01%
227,078
-4,363
-2% -$51.1K
JQC icon
1950
Nuveen Credit Strategies Income Fund
JQC
$704M
$3.54M ﹤0.01%
558,632
-459,923
-45% -$2.81M
76 77
78
79 80

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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.