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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
TMP icon
2551
Tompkins Financial
TMP
$1.43B
$1.17M ﹤0.01%
16,601
-1,432
-8% -$90.7K
LAUR icon
2552
Laureate Education
LAUR
$5.28B
$1.17M ﹤0.01%
80,321
-4,831
-6% -$68.2K
FWONA icon
2553
Liberty Media Series A
FWONA
$22.5B
$1.16M ﹤0.01%
31,996
-223
-0.7% -$7.8K
AXIA
2554
AXIA Energia
AXIA
$23.9B
$1.15M ﹤0.01%
207,811
-16,902
-8% -$83.7K
NFE icon
2555
New Fortress Energy
NFE
$92.1M
$1.15M ﹤0.01%
21,441
-26,148
-55% -$1.2M
ROAD icon
2556
Construction Partners
ROAD
$5.84B
$1.15M ﹤0.01%
39,416
+4,881
+14% +$117K
SP
2557
DELISTED
SP Plus Corporation
SP
$1.15M ﹤0.01%
39,768
-10,197
-20% -$250K
ASIX icon
2558
AdvanSix
ASIX
$541M
$1.14M ﹤0.01%
57,242
-2,413
-4% -$41.4K
NTLA icon
2559
Intellia Therapeutics
NTLA
$1.49B
$1.14M ﹤0.01%
21,007
+3,438
+20% +$125K
FMTX
2560
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$1.14M ﹤0.01%
32,714
+9,269
+40% +$404K
CONN
2561
DELISTED
Conn's Inc.
CONN
$1.13M ﹤0.01%
97,039
-226
-0.2% -$2.57K
HMHC
2562
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.13M ﹤0.01%
340,482
+45,693
+16% +$136K
UVE icon
2563
Universal Insurance Holdings
UVE
$1.22B
$1.13M ﹤0.01%
74,859
-22,339
-23% -$315K
LINC icon
2564
Lincoln Educational Services
LINC
$1.33B
$1.13M ﹤0.01%
173,359
+42,239
+32% +$250K
BBBY
2565
Bed Bath & Beyond
BBBY
$481M
$1.12M ﹤0.01%
25,774
+2,941
+13% +$174K
LPG icon
2566
Dorian LPG
LPG
$2.03B
$1.12M ﹤0.01%
92,020
+3,382
+4% +$33.5K
VIR icon
2567
Vir Biotechnology
VIR
$1.46B
$1.12M ﹤0.01%
41,859
+2,160
+5% +$70.2K
GOLD
2568
Gold.com Inc
GOLD
$1.2B
$1.12M ﹤0.01%
+87,242
New +$1.36M
BGB
2569
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$1.12M ﹤0.01%
+89,443
New +$1.1M
GRPN icon
2570
Groupon
GRPN
$1.05B
$1.12M ﹤0.01%
29,367
-1,924
-6% -$52.8K
PMVP icon
2571
PMV Pharmaceuticals
PMVP
$59.2M
$1.11M ﹤0.01%
18,114
+7,351
+68% +$288K
ESPR
2572
DELISTED
Esperion Therapeutics
ESPR
$1.11M ﹤0.01%
42,794
-848
-2% -$25.4K
TSC
2573
DELISTED
TriState Capital Holdings, Inc.
TSC
$1.11M ﹤0.01%
63,954
-1,214
-2% -$18.3K
APG icon
2574
APi Group
APG
$17.2B
$1.11M ﹤0.01%
91,755
+6,961
+8% +$73.7K
TBBK icon
2575
The Bancorp
TBBK
$2.79B
$1.11M ﹤0.01%
81,300
-8,042
-9% -$91K
101 102
103
104 105

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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.