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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
CASI
3351
DELISTED
CASI Pharmaceuticals
CASI
$72K ﹤0.01%
2,447
+1,338
+121% +$29.1K
DSKE
3352
DELISTED
Daseke, Inc. Common Stock
DSKE
$72K ﹤0.01%
+12,467
New +$79.5K
MNOV icon
3353
MediciNova
MNOV
$63.5M
$70K ﹤0.01%
13,307
-938
-7% -$5.38K
CALA
3354
DELISTED
Calithera Biosciences, Inc
CALA
$70K ﹤0.01%
708
+200
+39% +$17.5K
CYCN icon
3355
Cyclerion Therapeutics
CYCN
$15.2M
$68K ﹤0.01%
1,117
+216
+24% +$14.7K
HBIO icon
3356
Harvard Bioscience
HBIO
$27.6M
$68K ﹤0.01%
+1,581
New +$59K
PAVM icon
3357
PAVmed
PAVM
$36.5M
$68K ﹤0.01%
72
-18
-20% -$15.4K
SMSI icon
3358
Smith Micro Software
SMSI
$13.6M
$67K ﹤0.01%
+307
New +$58.4K
GNPX icon
3359
Genprex
GNPX
$3.6M
– –
0
– –
AFI
3360
DELISTED
Armstrong Flooring, Inc.
AFI
$65K ﹤0.01%
17,004
-2,801
-14% -$10K
ATXS
3361
DELISTED
Astria Therapeutics
ATXS
$63K ﹤0.01%
+4,904
New +$87.4K
CKPT
3362
DELISTED
Checkpoint Therapeutics
CKPT
$63K ﹤0.01%
2,379
+556
+30% +$14.1K
FARM
3363
DELISTED
Farmer Brothers
FARM
$63K ﹤0.01%
13,530
-18,763
-58% -$80.4K
QMCO icon
3364
Quantum Corp
QMCO
$411M
$63K ﹤0.01%
+516
New +$54.9K
SYBX
3365
DELISTED
Synlogic
SYBX
$61K ﹤0.01%
1,884
-546
-22% -$17.4K
STSA
3366
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
$61K ﹤0.01%
+13,221
New +$57K
ATHX
3367
DELISTED
Athersys, Inc. Common Stock
ATHX
$60K ﹤0.01%
1,380
+583
+73% +$26.5K
AQST icon
3368
Aquestive Therapeutics
AQST
$452M
$59K ﹤0.01%
+11,054
New +$66.3K
QTNT
3369
DELISTED
Quotient Limited Ordinary Shares
QTNT
$59K ﹤0.01%
+284
New +$66.1K
EXTN
3370
DELISTED
Exterran Corporation
EXTN
$58K ﹤0.01%
13,221
-16,783
-56% -$71.6K
ACER
3371
DELISTED
Acer Therapeutics Inc
ACER
$57K ﹤0.01%
21,589
-2,246
-9% -$6.04K
ORN icon
3372
Orion Group Holdings
ORN
$368M
$56K ﹤0.01%
11,317
-621
-5% -$2.41K
GTX icon
3373
Garrett Motion
GTX
$5.37B
$55K ﹤0.01%
12,346
-46,769
-79% -$208K
TIPT icon
3374
Tiptree Inc
TIPT
$687M
$53K ﹤0.01%
10,625
-706
-6% -$3.66K
PMBC
3375
DELISTED
Pacific Mercantile Bancorp
PMBC
$53K ﹤0.01%
10,353
-11,036
-52% -$48.7K
133 134
135
136 137

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MCM
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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.