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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
GERN icon
3376
Geron
GERN
$898M
$52K ﹤0.01%
32,479
+11,658
+56% +$21.2K
RESN
3377
DELISTED
Resonant Inc.
RESN
$52K ﹤0.01%
+19,807
New +$46.8K
SIEB icon
3378
Siebert Financial
SIEB
$65.9M
$51K ﹤0.01%
+12,235
New +$47.1K
ASAP
3379
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$51K ﹤0.01%
924
-114
-11% -$7.33K
CHMA
3380
DELISTED
Chiasma, Inc. Common Stock
CHMA
$51K ﹤0.01%
11,617
-1,120
-9% -$4.67K
CPIX icon
3381
Cumberland Pharmaceuticals
CPIX
$99.8M
$49K ﹤0.01%
16,611
+1,617
+11% +$4.89K
MBIO icon
3382
Mustang Bio
MBIO
$4.39M
$48K ﹤0.01%
17
+1
+6% +$2.39K
LITS
3383
Lite Strategy Inc
LITS
$32.4M
$48K ﹤0.01%
910
-262
-22% -$15.1K
VATE icon
3384
INNOVATE Corp
VATE
$106M
$46K ﹤0.01%
+1,404
New +$39.1K
YELL
3385
DELISTED
Yellow Corporation Common Stock
YELL
$46K ﹤0.01%
10,372
-1,120
-10% -$5.43K
LNAI
3386
Lunai Bioworks
LNAI
$9.57M
$45K ﹤0.01%
190
+33
+21% +$8.34K
SD icon
3387
SandRidge Energy
SD
$503M
$44K ﹤0.01%
14,284
-8,003
-36% -$19.6K
EVFM
3388
DELISTED
Evofem Biosciences, Inc. Common Stock
EVFM
$44K ﹤0.01%
1,219
+518
+74% +$18.7K
TXMD icon
3389
TherapeuticsMD
TXMD
$23.8M
$41K ﹤0.01%
673
-119
-15% -$8.13K
NBRV
3390
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$41K ﹤0.01%
671
+59
+10% +$6.39K
NINE
3391
DELISTED
Nine Energy Service
NINE
$38K ﹤0.01%
13,904
-34,845
-71% -$64.1K
ADMA icon
3392
ADMA Biologics
ADMA
$2.02B
$37K ﹤0.01%
+19,127
New +$40.2K
LVO icon
3393
LiveOne
LVO
$59.8M
$36K ﹤0.01%
1,082
-285
-21% -$6.95K
CRBP icon
3394
Corbus Pharmaceuticals
CRBP
$165M
$35K ﹤0.01%
926
-1,698
-65% -$63.5K
VTVT icon
3395
vTv Therapeutics
VTVT
$124M
$35K ﹤0.01%
+466
New +$35.7K
NEXT icon
3396
NextDecade
NEXT
$1.68B
$33K ﹤0.01%
15,742
-92,207
-85% -$234K
DHX icon
3397
DHI Group
DHX
$177M
$32K ﹤0.01%
14,423
-9,090
-39% -$18.6K
REFR icon
3398
Research Frontiers
REFR
$13.6M
$30K ﹤0.01%
10,802
-3,969
-27% -$11.2K
GALT icon
3399
Galectin Therapeutics
GALT
$230M
$29K ﹤0.01%
12,747
-313
-2% -$821
NERV icon
3400
Minerva Neurosciences
NERV
$191M
$27K ﹤0.01%
1,456
-429
-23% -$10.8K
134 135
136
137 138

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AF
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MCM
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PSUF
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SCC
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BAM
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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.