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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
AKO.B icon
2901
Embotelladora Andina Series B
AKO.B
$4.72B
$523K ﹤0.01%
34,986
– –
AMC icon
2902
AMC Entertainment Holdings
AMC
$2.47B
$523K ﹤0.01%
24,671
-6,900
-22% -$226K
RPAY icon
2903
Repay Holdings
RPAY
$328M
$522K ﹤0.01%
19,154
+3,036
+19% +$74K
CSIQ icon
2904
Canadian Solar
CSIQ
$1B
$521K ﹤0.01%
10,175
-1,889
-16% -$77.4K
PSNL icon
2905
Personalis
PSNL
$1.31B
$521K ﹤0.01%
14,220
+762
+6% +$23K
ANIP icon
2906
ANI Pharmaceuticals
ANIP
$1.83B
$520K ﹤0.01%
17,921
-17,684
-50% -$506K
URGN icon
2907
UroGen Pharma
URGN
$2B
$519K ﹤0.01%
28,819
+396
+1% +$8.3K
SKY icon
2908
Champion Homes
SKY
$4.41B
$516K ﹤0.01%
16,671
+4,444
+36% +$131K
CBD
2909
DELISTED
Companhia Brasileira de Distribuicao
CBD
$516K ﹤0.01%
36,006
-16,600
-32% -$212K
ASPU
2910
DELISTED
ASPEN GROUP, INC.
ASPU
$516K ﹤0.01%
46,321
-47,570
-51% -$527K
PRTY
2911
DELISTED
Party City Holdco Inc.
PRTY
$516K ﹤0.01%
83,970
-29,777
-26% -$116K
CLCT
2912
DELISTED
Collectors Universe
CLCT
$514K ﹤0.01%
6,820
-1,552
-19% -$105K
YEXT icon
2913
Yext
YEXT
$552M
$513K ﹤0.01%
32,636
+8,096
+33% +$138K
CNBKA
2914
DELISTED
Century Bancorp Inc/Mass
CNBKA
$513K ﹤0.01%
6,631
-185
-3% -$13.8K
GNE icon
2915
Genie Energy
GNE
$373M
$512K ﹤0.01%
70,985
+4,768
+7% +$40.3K
ASUR icon
2916
Asure Software
ASUR
$240M
$509K ﹤0.01%
71,731
-672
-0.9% -$5.12K
FNDF icon
2917
Schwab Fundamental International Large Company Index ETF
FNDF
$25.1B
$508K ﹤0.01%
17,341
-547
-3% -$14.8K
NEX
2918
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$508K ﹤0.01%
147,561
+18,430
+14% +$49.1K
IIIV icon
2919
i3 Verticals
IIIV
$411M
$507K ﹤0.01%
15,265
-13,206
-46% -$354K
RVMD icon
2920
Revolution Medicines
RVMD
$40.9B
$506K ﹤0.01%
12,771
+4,593
+56% +$182K
HMTV
2921
DELISTED
Hemisphere Media Group, Inc.
HMTV
$506K ﹤0.01%
48,873
-11,535
-19% -$116K
BSET icon
2922
Bassett Furniture
BSET
$168M
$504K ﹤0.01%
25,122
+470
+2% +$7.94K
CCO icon
2923
Clear Channel Outdoor Holdings
CCO
$1.23B
$504K ﹤0.01%
+305,502
New +$384K
ALX
2924
Alexander's
ALX
$1.36B
$503K ﹤0.01%
1,814
-829
-31% -$220K
GIC icon
2925
Global Industrial
GIC
$1.35B
$502K ﹤0.01%
13,983
+1,335
+11% +$39.8K
115 116
117
118 119

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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.