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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
EEX
2801
DELISTED
Emerald Holding
EEX
$650K ﹤0.01%
119,846
-6,608
-5% -$24.5K
MIN
2802
Aberdeen Intermediate Income Fund
MIN
$273M
$650K ﹤0.01%
170,517
+29,927
+21% +$113K
CNCE
2803
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$649K ﹤0.01%
51,348
+141
+0.3% +$1.61K
RGCO icon
2804
RGC Resources
RGCO
$228M
$648K ﹤0.01%
27,265
+7,545
+38% +$183K
CGC
2805
Canopy Growth
CGC
$382M
$646K ﹤0.01%
2,624
+8
+0.3% +$1.82K
CRAI icon
2806
CRA International
CRAI
$1.18B
$646K ﹤0.01%
12,691
-71
-0.6% -$3.19K
CTMX icon
2807
CytomX Therapeutics
CTMX
$684M
$646K ﹤0.01%
98,661
-121,471
-55% -$868K
FDN icon
2808
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.1B
$645K ﹤0.01%
3,038
+4
+0.1% +$809
OCFC icon
2809
OceanFirst Financial
OCFC
$1.69B
$644K ﹤0.01%
34,594
-36,135
-51% -$591K
VOX icon
2810
Vanguard Communication Services ETF
VOX
$5.54B
$643K ﹤0.01%
5,347
+1,893
+55% +$211K
ALGM icon
2811
Allegro MicroSystems
ALGM
$7.8B
$642K ﹤0.01%
+24,063
New +$582K
RJET
2812
Republic Airways Holdings
RJET
$996M
$642K ﹤0.01%
6,393
+1,003
+19% +$74.7K
CDXS icon
2813
Codexis
CDXS
$151M
$637K ﹤0.01%
29,199
+1,444
+5% +$23.8K
DFPHU
2814
DELISTED
DFP Healthcare Acquisitions Corp. Unit
DFPHU
$637K ﹤0.01%
56,825
+595
+1% +$6.36K
GHM icon
2815
Graham Corp
GHM
$1.12B
$636K ﹤0.01%
41,880
-297
-0.7% -$4.37K
AMRX icon
2816
Amneal Pharmaceuticals
AMRX
$5.77B
$634K ﹤0.01%
138,647
-51,937
-27% -$230K
ICPT
2817
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$634K ﹤0.01%
25,660
+2,937
+13% +$97.3K
ACTG icon
2818
Acacia Research
ACTG
$423M
$633K ﹤0.01%
160,656
+19,041
+13% +$68.3K
PFC
2819
DELISTED
Premier Financial Corp. Common Stock
PFC
$632K ﹤0.01%
27,490
-5,346
-16% -$108K
CERS icon
2820
Cerus
CERS
$425M
$631K ﹤0.01%
91,203
-112,512
-55% -$738K
DVY icon
2821
iShares Select Dividend ETF
DVY
$23.5B
$631K ﹤0.01%
6,565
+897
+16% +$81.4K
SBLK icon
2822
Star Bulk Carriers
SBLK
$3.19B
$631K ﹤0.01%
71,444
-43,900
-38% -$326K
URTH icon
2823
iShares MSCI World ETF
URTH
$7.97B
$631K ﹤0.01%
+5,612
New +$595K
VIS icon
2824
Vanguard Industrials ETF
VIS
$8.1B
$631K ﹤0.01%
3,710
+1,154
+45% +$185K
BCRX icon
2825
BioCryst Pharmaceuticals
BCRX
$2.27B
$630K ﹤0.01%
84,534
+189
+0.2% +$974
111 112
113
114 115

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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.