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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
EPM icon
2651
Evolution Petroleum
EPM
$132M
$950K ﹤0.01%
333,262
-100,615
-23% -$255K
PCVX icon
2652
Vaxcyte
PCVX
$7.81B
$948K ﹤0.01%
35,663
+16,769
+89% +$623K
FTEC icon
2653
Fidelity MSCI Information Technology Index ETF
FTEC
$19.8B
$945K ﹤0.01%
9,047
+3,726
+70% +$362K
MGRC icon
2654
McGrath RentCorp
MGRC
$2.81B
$943K ﹤0.01%
14,055
-1,456
-9% -$92.6K
EIDX
2655
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$939K ﹤0.01%
7,140
+2,522
+55% +$223K
ORIC icon
2656
Oric Pharmaceuticals
ORIC
$1.15B
$937K ﹤0.01%
27,694
+3,256
+13% +$93.4K
GBDC icon
2657
Golub Capital BDC
GBDC
$3.34B
$934K ﹤0.01%
66,057
+853
+1% +$11.7K
UFI icon
2658
UNIFI
UFI
$119M
$934K ﹤0.01%
52,629
+2,809
+6% +$43.4K
BZUN
2659
Baozun
BZUN
$167M
$932K ﹤0.01%
27,119
+1,094
+4% +$40.1K
CARE icon
2660
Carter Bankshares
CARE
$766M
$928K ﹤0.01%
86,573
-20,909
-19% -$178K
OPRA
2661
Opera Ltd
OPRA
$1.69B
$925K ﹤0.01%
101,344
+1,332
+1% +$12.1K
RYAM icon
2662
Rayonier Advanced Materials
RYAM
$604M
$918K ﹤0.01%
140,866
-393
-0.3% -$2.08K
HY icon
2663
Hyster-Yale Materials Handling
HY
$599M
$917K ﹤0.01%
15,399
-473
-3% -$23.9K
BATRA icon
2664
Atlanta Braves Holdings Series A
BATRA
$3.49B
$915K ﹤0.01%
36,789
+48
+0.1% +$1.14K
MFM
2665
Aberdeen Municipal Income Fund
MFM
$221M
$914K ﹤0.01%
136,819
+6,056
+5% +$39.5K
MGNX icon
2666
MacroGenics
MGNX
$235M
$913K ﹤0.01%
39,933
-2,864
-7% -$65.9K
IJJ icon
2667
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$911K ﹤0.01%
10,552
+160
+2% +$12.6K
ANIK icon
2668
Anika Therapeutics
ANIK
$258M
$908K ﹤0.01%
20,070
-2,611
-12% -$99.1K
QIWI
2669
DELISTED
QIWI PLC
QIWI
$903K ﹤0.01%
87,676
-63,791
-42% -$922K
DNB
2670
DELISTED
Dun & Bradstreet
DNB
$901K ﹤0.01%
+36,179
New +$965K
LOVE icon
2671
LoveSac
LOVE
$236M
$899K ﹤0.01%
20,856
+4,078
+24% +$134K
OPCH icon
2672
Option Care Health
OPCH
$3.45B
$897K ﹤0.01%
57,343
+1,165
+2% +$17.3K
RLAY icon
2673
Relay Therapeutics
RLAY
$4.1B
$895K ﹤0.01%
21,547
+6,868
+47% +$310K
DSPG
2674
DELISTED
DSP Group Inc
DSPG
$893K ﹤0.01%
53,848
+1,836
+4% +$28.3K
RBBN icon
2675
Ribbon Communications
RBBN
$377M
$892K ﹤0.01%
136,026
-1,174
-0.9% -$6.2K
105 106
107
108 109

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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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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.