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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
RYTM icon
2626
Rhythm Pharmaceuticals
RYTM
$6.81B
$1.01M ﹤0.01%
33,876
-12,551
-27% -$319K
SOXX icon
2627
iShares Semiconductor ETF
SOXX
$41.7B
$1.01M ﹤0.01%
7,968
+390
+5% +$44.8K
AROW icon
2628
Arrow Financial
AROW
$659M
$1M ﹤0.01%
36,719
+4,880
+15% +$130K
VV icon
2629
Vanguard Morningstar Large-Cap ETF
VV
$52.4B
$1M ﹤0.01%
5,710
+1,967
+53% +$327K
RES icon
2630
RPC Inc
RES
$1.24B
$998K ﹤0.01%
316,904
-75,739
-19% -$228K
SID icon
2631
Companhia Siderúrgica Nacional
SID
$1.31B
$998K ﹤0.01%
167,809
-51,322
-23% -$219K
ELF icon
2632
e.l.f. Beauty
ELF
$4.89B
$997K ﹤0.01%
39,560
-7,160
-15% -$154K
TACO
2633
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$997K ﹤0.01%
110,052
+2,555
+2% +$22.1K
FRTA
2634
DELISTED
Forterra, Inc
FRTA
$996K ﹤0.01%
57,927
-4,605
-7% -$73.7K
PING
2635
DELISTED
Ping Identity Holding Corp.
PING
$995K ﹤0.01%
34,743
-5,196
-13% -$144K
INO icon
2636
Inovio Pharmaceuticals
INO
$55.7M
$990K ﹤0.01%
9,323
-1,457
-14% -$194K
NSL
2637
DELISTED
NUVEEN SENIOR INCM FD
NSL
$989K ﹤0.01%
190,576
+82,459
+76% +$410K
HCI icon
2638
HCI Group
HCI
$2.23B
$986K ﹤0.01%
18,843
-416
-2% -$21K
BRG
2639
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$982K ﹤0.01%
77,475
+1,207
+2% +$11.6K
PGNY icon
2640
Progyny
PGNY
$2.44B
$981K ﹤0.01%
23,132
+6,150
+36% +$200K
PCEF icon
2641
Invesco CEF Income Composite ETF
PCEF
$801M
$979K ﹤0.01%
+43,643
New +$926K
PTGX icon
2642
Protagonist Therapeutics
PTGX
$8.79B
$978K ﹤0.01%
+48,502
New +$1.04M
ATRA icon
2643
Atara Biotherapeutics
ATRA
$75.5M
$976K ﹤0.01%
1,988
+238
+14% +$110K
MQY icon
2644
BlackRock MuniYield Quality Fund
MQY
$805M
$976K ﹤0.01%
59,174
-83,571
-59% -$1.37M
INBX
2645
DELISTED
Inhibrx, Inc. Common Stock
INBX
$971K ﹤0.01%
29,443
-12,741
-30% -$339K
YMAB
2646
DELISTED
Y-mAbs Therapeutics
YMAB
$970K ﹤0.01%
19,596
-132
-0.7% -$6.11K
YZC
2647
DELISTED
Yanzhou Coal Mining
YZC
$969K ﹤0.01%
122,600
-28,304
-19% -$224K
NX icon
2648
Quanex
NX
$819M
$967K ﹤0.01%
43,597
+5,015
+13% +$103K
VGSH icon
2649
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$956K ﹤0.01%
15,522
– –
KNM
2650
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$955K ﹤0.01%
17,025
-437
-3% -$24.5K
104 105
106
107 108

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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.