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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
TAST
3026
DELISTED
Carrols Restaurant Group, Inc.
TAST
$368K ﹤0.01%
58,576
+14,910
+34% +$95.3K
AVID
3027
DELISTED
Avid Technology Inc
AVID
$368K ﹤0.01%
23,207
+871
+4% +$9.75K
LSAK icon
3028
Lesaka Technologies
LSAK
$399M
$366K ﹤0.01%
74,332
+249
+0.3% +$871
MRLN
3029
DELISTED
Marlin Business Services Corp
MRLN
$365K ﹤0.01%
29,803
-9,686
-25% -$94.5K
LK
3030
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$365K ﹤0.01%
42,922
+691
+2% +$5.88K
SCHM icon
3031
Schwab US Mid-Cap ETF
SCHM
$14.5B
$364K ﹤0.01%
16,023
-129
-0.8% -$2.69K
TDW icon
3032
Tidewater
TDW
$3.65B
$364K ﹤0.01%
42,128
-10,915
-21% -$86.6K
RUBY
3033
DELISTED
Rubius Therapeutics, Inc
RUBY
$364K ﹤0.01%
47,959
+8,750
+22% +$52K
HTB
3034
HomeTrust Bancshares
HTB
$860M
$363K ﹤0.01%
18,800
-3,409
-15% -$58.8K
NESR
3035
National Energy Services Reunited Corp
NESR
$2.67B
$361K ﹤0.01%
36,336
+14,040
+63% +$116K
VMD icon
3036
Viemed Healthcare
VMD
$451M
$360K ﹤0.01%
46,401
+1,615
+4% +$14.2K
XLU icon
3037
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$359K ﹤0.01%
11,448
-818
-7% -$25.9K
MDGL icon
3038
Madrigal Pharmaceuticals
MDGL
$11.4B
$358K ﹤0.01%
3,218
+959
+42% +$117K
APRN
3039
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$358K ﹤0.01%
5,344
+940
+21% +$72.8K
RMBI icon
3040
Richmond Mutual Bancorp
RMBI
$249M
$350K ﹤0.01%
25,640
+1,496
+6% +$18.3K
KDMN
3041
DELISTED
Kadmon Holdings, Inc.
KDMN
$349K ﹤0.01%
84,108
+18,836
+29% +$74.3K
PDLI
3042
DELISTED
PDL BioPharma, Inc.
PDLI
$349K ﹤0.01%
141,325
-47,667
-25% -$116K
BBSI icon
3043
Barrett Business Services
BBSI
$982M
$348K ﹤0.01%
+20,400
New +$332K
SPLV icon
3044
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$346K ﹤0.01%
6,146
-829
-12% -$45.5K
PCYO icon
3045
Pure Cycle
PCYO
$258M
$345K ﹤0.01%
30,757
+1,445
+5% +$14.3K
KBAL
3046
DELISTED
Kimball International
KBAL
$345K ﹤0.01%
28,834
-770
-3% -$8.76K
BCEL
3047
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$341K ﹤0.01%
+21,097
New +$316K
ALEC icon
3048
Alector
ALEC
$180M
$339K ﹤0.01%
22,431
+6,930
+45% +$86.1K
HONE
3049
DELISTED
HarborOne Bancorp
HONE
$338K ﹤0.01%
31,107
-601
-2% -$5.92K
ASMB icon
3050
Assembly Biosciences
ASMB
$516M
$337K ﹤0.01%
4,644
-4,432
-49% -$520K
120 121
122
123 124

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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.