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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
NKTX icon
2201
Nkarta
NKTX
$150M
$2.28M ﹤0.01%
+37,043
New +$1.54M
HCAT icon
2202
Health Catalyst
HCAT
$154M
$2.27M ﹤0.01%
52,260
+1,946
+4% +$71.8K
RNST icon
2203
Renasant Corp
RNST
$3.98B
$2.27M ﹤0.01%
67,541
+24,675
+58% +$754K
OFIX icon
2204
Orthofix Medical
OFIX
$477M
$2.27M ﹤0.01%
52,913
+15,045
+40% +$550K
HFWA icon
2205
Heritage Financial
HFWA
$1.22B
$2.27M ﹤0.01%
96,865
+2,130
+2% +$47.9K
KNL
2206
DELISTED
Knoll, Inc.
KNL
$2.26M ﹤0.01%
154,115
-7,760
-5% -$105K
HTHT icon
2207
Huazhu Hotels Group
HTHT
$13.1B
$2.26M ﹤0.01%
50,151
-6,340
-11% -$289K
DAVA icon
2208
Endava
DAVA
$158M
$2.25M ﹤0.01%
29,362
+7,874
+37% +$532K
LTRX icon
2209
Lantronix
LTRX
$240M
$2.25M ﹤0.01%
506,191
+464,860
+1,125% +$2.18M
LIVN icon
2210
LivaNova
LIVN
$4.4B
$2.23M ﹤0.01%
33,726
+7,651
+29% +$425K
PAA icon
2211
Plains All American Pipeline
PAA
$17.3B
$2.23M ﹤0.01%
270,810
-1,226,570
-82% -$9.32M
OIS icon
2212
Oil States International
OIS
$489M
$2.23M ﹤0.01%
444,172
-38,432
-8% -$149K
FFIC
2213
DELISTED
Flushing Financial
FFIC
$2.23M ﹤0.01%
133,856
-4,533
-3% -$62.7K
LKFT
2214
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.78B
$2.23M ﹤0.01%
22,493
+10,770
+92% +$1.32M
BNFT
2215
DELISTED
Benefitfocus, Inc.
BNFT
$2.22M ﹤0.01%
153,403
-7,549
-5% -$92.1K
XRN
2216
Chiron Real Estate Inc
XRN
$514M
$2.22M ﹤0.01%
33,988
-267
-0.8% -$18.4K
XLY icon
2217
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$2.22M ﹤0.01%
27,592
+222
+0.8% +$17.1K
VIV icon
2218
Telefônica Brasil
VIV
$20.6B
$2.2M ﹤0.01%
249,025
-73,912
-23% -$608K
NAV
2219
DELISTED
Navistar International
NAV
$2.2M ﹤0.01%
50,111
-5,524
-10% -$241K
KYNB
2220
Kyntra Bio
KYNB
$27.2M
$2.18M ﹤0.01%
2,355
-267
-10% -$281K
DPG
2221
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$2.17M ﹤0.01%
177,603
+1,999
+1% +$22.7K
MBIN icon
2222
Merchants Bancorp
MBIN
$2.53B
$2.16M ﹤0.01%
117,408
-8,921
-7% -$148K
GLNG icon
2223
Golar LNG
GLNG
$5B
$2.16M ﹤0.01%
224,083
+15,579
+7% +$135K
FFG
2224
DELISTED
FBL Financial Group
FFG
$2.16M ﹤0.01%
41,082
+1,854
+5% +$95.3K
CVCO icon
2225
Cavco Industries
CVCO
$4.22B
$2.15M ﹤0.01%
12,248
+830
+7% +$154K
87 88
89
90 91

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AF
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MCM
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PSUF
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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.