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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
CHS
3201
DELISTED
Chicos FAS, Inc.
CHS
$220K ﹤0.01%
138,573
-60,642
-30% -$84.1K
RDVY icon
3202
First Trust Rising Dividend Achievers ETF
RDVY
$24.4B
$219K ﹤0.01%
+5,491
New +$200K
IMOS
3203
ChipMOS TECHNOLOGIES
IMOS
$1.59B
$216K ﹤0.01%
+8,856
New +$192K
NGS icon
3204
Natural Gas Services Group
NGS
$457M
$216K ﹤0.01%
22,808
-5,625
-20% -$56.5K
FTCH
3205
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$215K ﹤0.01%
+3,376
New +$149K
LFCR icon
3206
Lifecore Biomedical
LFCR
$162M
$214K ﹤0.01%
19,685
-599
-3% -$6.19K
DLN icon
3207
WisdomTree US LargeCap Dividend Fund
DLN
$6.21B
$213K ﹤0.01%
+3,954
New +$202K
IXN icon
3208
iShares Global Tech ETF
IXN
$7.87B
$213K ﹤0.01%
+4,266
New +$197K
BMTX
3209
DELISTED
BM Technologies, Inc.
BMTX
$213K ﹤0.01%
+15,159
New +$172K
CAMT icon
3210
Camtek
CAMT
$5.92B
$212K ﹤0.01%
+9,669
New +$185K
DMRC icon
3211
Digimarc Corp
DMRC
$143M
$212K ﹤0.01%
+4,479
New +$175K
RUSHB icon
3212
Rush Enterprises Class B
RUSHB
$6.14B
$212K ﹤0.01%
+8,386
New +$194K
DOYU
3213
DouYu International Holdings
DOYU
$140M
$211K ﹤0.01%
+1,907
New +$258K
WPG
3214
DELISTED
Washington Prime Group Inc.
WPG
$211K ﹤0.01%
32,462
-7,869
-20% -$55.4K
NARI
3215
DELISTED
Inari Medical, Inc. Common Stock
NARI
$210K ﹤0.01%
2,408
-11,527
-83% -$814K
BSV icon
3216
Vanguard Short-Term Bond ETF
BSV
$44.7B
$209K ﹤0.01%
+2,525
New +$209K
KOS icon
3217
Kosmos Energy
KOS
$1.47B
$209K ﹤0.01%
88,825
+51,383
+137% +$81.4K
FNDX icon
3218
Schwab Fundamental US Large Company Index ETF
FNDX
$26.5B
$208K ﹤0.01%
+13,764
New +$194K
SYRE icon
3219
Spyre Therapeutics
SYRE
$8.5B
$208K ﹤0.01%
1,058
+48
+5% +$9.95K
PCW
3220
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$208K ﹤0.01%
35,355
-1,213
-3% -$7.14K
PGEN icon
3221
Precigen
PGEN
$1.94B
$207K ﹤0.01%
20,307
-2,359
-10% -$15.3K
VCR icon
3222
Vanguard Consumer Discretionary ETF
VCR
$5.97B
$206K ﹤0.01%
+748
New +$190K
GRTS
3223
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$206K ﹤0.01%
52,208
+7,158
+16% +$21.6K
CLVS
3224
DELISTED
Clovis Oncology, Inc.
CLVS
$206K ﹤0.01%
42,975
+12,443
+41% +$62.9K
FENC icon
3225
Fennec Pharmaceuticals
FENC
$335M
$205K ﹤0.01%
27,557
+3,395
+14% +$25.9K
127 128
129
130 131

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MCM
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PSUF
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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.