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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
PBYI icon
3276
Puma Biotechnology
PBYI
$398M
$161K ﹤0.01%
15,656
-40,126
-72% -$406K
ATRO icon
3277
Astronics
ATRO
$3.21B
$159K ﹤0.01%
14,458
-28,347
-66% -$232K
ACR
3278
ACRES Commercial Realty
ACR
$130M
$158K ﹤0.01%
13,210
-1,307
-9% -$11.7K
LCUT icon
3279
Lifetime Brands
LCUT
$192M
$158K ﹤0.01%
+10,366
New +$130K
TRUE
3280
DELISTED
TrueCar
TRUE
$158K ﹤0.01%
37,553
-1,348
-3% -$6.01K
ESSA
3281
DELISTED
ESSA Bancorp
ESSA
$156K ﹤0.01%
10,430
-294
-3% -$4.22K
FLXN
3282
DELISTED
Flexion Therapeutics, Inc.
FLXN
$156K ﹤0.01%
13,557
+2,957
+28% +$34.4K
SBBP
3283
DELISTED
Strongbridge Biopharma plc.
SBBP
$156K ﹤0.01%
64,148
+6,936
+12% +$16.7K
DRRX
3284
DELISTED
DURECT Corp
DRRX
$155K ﹤0.01%
7,477
-57,241
-88% -$1.09M
BBAR icon
3285
BBVA Argentina
BBAR
$3.85B
$152K ﹤0.01%
47,356
+1,324
+3% +$3.92K
GOSS icon
3286
Gossamer Bio
GOSS
$101M
$152K ﹤0.01%
15,712
+787
+5% +$7.75K
JTA
3287
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$152K ﹤0.01%
+16,097
New +$139K
ERII icon
3288
Energy Recovery
ERII
$420M
$151K ﹤0.01%
+11,067
New +$118K
EVLO
3289
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$151K ﹤0.01%
+624
New +$77.2K
ZAGG
3290
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$151K ﹤0.01%
36,295
-7,539
-17% -$26.4K
ALR
3291
DELISTED
AlerisLife Inc
ALR
$149K ﹤0.01%
21,619
-31,966
-60% -$185K
QUAD icon
3292
Quad
QUAD
$479M
$145K ﹤0.01%
37,902
-31,405
-45% -$96.4K
BOCH
3293
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$145K ﹤0.01%
14,627
+1,165
+9% +$10.3K
WRAP icon
3294
Wrap Technologies
WRAP
$90.9M
$142K ﹤0.01%
29,432
-4,485
-13% -$26K
NL icon
3295
NLI Holdings
NL
$289M
$140K ﹤0.01%
29,259
+286
+1% +$1.35K
AMAL icon
3296
Amalgamated Financial
AMAL
$1.47B
$139K ﹤0.01%
10,093
-334
-3% -$4.25K
CRON
3297
Cronos Group
CRON
$1.07B
$139K ﹤0.01%
20,023
-116
-0.6% -$798
GTT
3298
DELISTED
GTT Communications, Inc.
GTT
$139K ﹤0.01%
38,836
+14,770
+61% +$63.8K
STEX
3299
Streamex Corp
STEX
$71.8M
$135K ﹤0.01%
3,465
-1,341
-28% -$58.9K
NYMX
3300
DELISTED
Nymox Pharmaceutical Corp
NYMX
$135K ﹤0.01%
54,494
+13,752
+34% +$30.4K
130 131
132
133 134

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.