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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
ABNB icon
3101
Airbnb
ABNB
$90.8B
$292K ﹤0.01%
+1,986
New +$293K
IVOO icon
3102
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.68B
$292K ﹤0.01%
3,760
+400
+12% +$28.6K
BXG
3103
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$292K ﹤0.01%
36,782
-6,234
-14% -$37.3K
SIGA icon
3104
SIGA Technologies
SIGA
$240M
$290K ﹤0.01%
39,923
-837
-2% -$5.9K
GTHX
3105
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$289K ﹤0.01%
16,091
-23,006
-59% -$344K
QCRH icon
3106
QCR Holdings
QCRH
$1.68B
$288K ﹤0.01%
+7,287
New +$254K
AMK
3107
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$288K ﹤0.01%
+11,890
New +$281K
WOW
3108
DELISTED
WideOpenWest
WOW
$286K ﹤0.01%
26,846
+21
+0.1% +$150
SBOW
3109
DELISTED
SilverBow Resources, Inc.
SBOW
$286K ﹤0.01%
53,845
-2,517
-4% -$12.9K
ADVM
3110
DELISTED
Adverum Biotechnologies
ADVM
$285K ﹤0.01%
2,633
+537
+26% +$66.4K
MNKD icon
3111
MannKind Corp
MNKD
$1.19B
$285K ﹤0.01%
91,011
+11,477
+14% +$30.1K
SLCT
3112
DELISTED
Select Bancorp, Inc.
SLCT
$285K ﹤0.01%
30,069
+3,799
+14% +$33K
GDP
3113
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$284K ﹤0.01%
28,142
-8,041
-22% -$84.4K
DVAX
3114
DELISTED
Dynavax Technologies
DVAX
$283K ﹤0.01%
63,655
+27,040
+74% +$122K
AKH
3115
DELISTED
AIR France-KLM
AKH
$283K ﹤0.01%
45,288
+7,078
+19% +$44.2K
QUAL icon
3116
iShares MSCI USA Quality Factor ETF
QUAL
$45.7B
$281K ﹤0.01%
2,418
+16
+0.7% +$1.76K
VRM icon
3117
Vroom Inc
VRM
$36.4M
$281K ﹤0.01%
+86
New +$284K
VXRT
3118
DELISTED
Vaxart
VXRT
$280K ﹤0.01%
48,954
+36,285
+286% +$231K
MPAA icon
3119
Motorcar Parts of America
MPAA
$266M
$279K ﹤0.01%
14,202
+588
+4% +$10.9K
HDSN
3120
Hudson Technologies
HDSN
$246M
$278K ﹤0.01%
255,468
– –
BNED icon
3121
Barnes & Noble Education
BNED
$435M
$277K ﹤0.01%
596
-354
-37% -$117K
GYRE icon
3122
Gyre Therapeutics
GYRE
$629M
$277K ﹤0.01%
5,850
+2,443
+72% +$106K
RDHL
3123
Redhill Biopharma
RDHL
$4.15M
$277K ﹤0.01%
34
+1
+3% +$8.99K
DSX icon
3124
Diana Shipping
DSX
$266M
$276K ﹤0.01%
204,352
-358,866
-64% -$405K
TCX icon
3125
Tucows
TCX
$104M
$276K ﹤0.01%
3,737
+187
+5% +$13.9K
123 124
125
126 127

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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.