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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
CMCT
3426
Creative Media & Community Trust
CMCT
$8.37M
– –
0
– -$113K
CRDF icon
3427
Cardiff Oncology
CRDF
$63M
– –
-94,691
Closed -$1.34M
DBVT
3428
DBV Technologies
DBVT
$813M
– –
-5,611
Closed -$97K
EFR
3429
Eaton Vance Senior Floating-Rate Fund
EFR
$314M
– –
-45,244
Closed -$526K
EGAN icon
3430
eGain
EGAN
$186M
– –
-39,370
Closed -$558K
EHI
3431
Western Asset Global High Income Fund
EHI
$174M
– –
-665,455
Closed -$6.42M
ELA icon
3432
Envela
ELA
$551M
– –
-78,007
Closed -$335K
EOLS icon
3433
Evolus
EOLS
$397M
– –
-11,469
Closed -$45K
HIX
3434
Western Asset High Income Fund II
HIX
$347M
– –
-447,250
Closed -$2.86M
HYG icon
3435
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-535,850
Closed -$45M
IBIO icon
3436
iBio
IBIO
$67.6M
– –
-36
Closed -$37K
IUSV icon
3437
iShares Core S&P US Value ETF
IUSV
$27.3B
– –
-984,604
Closed -$53.5M
KIDS icon
3438
OrthoPediatrics
KIDS
$513M
– –
-9,010
Closed -$414K
KRYS icon
3439
Krystal Biotech
KRYS
$10.7B
– –
-5,083
Closed -$219K
MCN
3440
Madison Covered Call & Equity Strategy Fund
MCN
$117M
– –
-18,434
Closed -$110K
NCSM icon
3441
NCS Multistage Holdings
NCSM
$116M
– –
-5,230
Closed -$62K
OESX icon
3442
Orion Energy Systems
OESX
$38.9M
– –
-1,522
Closed -$115K
OPEN icon
3443
Opendoor
OPEN
$3.54B
– –
-80,614
Closed -$1.48M
OPTN
3444
DELISTED
OptiNose
OPTN
– –
-906
Closed -$53K
PHX
3445
DELISTED
PHX Minerals
PHX
– –
-21,024
Closed -$30K
PVBC
3446
DELISTED
Provident Bancorp
PVBC
– –
-10,638
Closed -$83K
RBB icon
3447
RBB Bancorp
RBB
$448M
– –
-12,004
Closed -$136K
RNAM
3448
DELISTED
Avidity Biosciences
RNAM
– –
-11,467
Closed -$323K
SLNO
3449
DELISTED
Soleno Therapeutics
SLNO
– –
-755
Closed -$28K
SPYV icon
3450
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
– –
-92,031
Closed -$2.78M
136 137
138
139 140

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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.