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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
GLRE icon
3251
Greenlight Captial
GLRE
$579M
$190K ﹤0.01%
26,016
+168
+0.6% +$1.24K
BLBD icon
3252
Blue Bird Corp
BLBD
$2.29B
$189K ﹤0.01%
10,332
-438
-4% -$6.41K
TCRT icon
3253
Alaunos Therapeutics
TCRT
$4.64M
$187K ﹤0.01%
494
+230
+87% +$91.5K
ATNX
3254
DELISTED
Athenex, Inc. Common Stock
ATNX
$186K ﹤0.01%
842
+89
+12% +$21.9K
TNAV
3255
DELISTED
Telenav Inc.
TNAV
$184K ﹤0.01%
39,150
-65,150
-62% -$293K
ZEPP
3256
Zepp Health
ZEPP
$63.8M
$183K ﹤0.01%
3,857
+10
+0.3% +$499
PROS
3257
DELISTED
ProSight Global, Inc.
PROS
$183K ﹤0.01%
14,264
-5
-0% -$62
TRC icon
3258
Tejon Ranch
TRC
$460M
$182K ﹤0.01%
+12,601
New +$184K
TREC
3259
DELISTED
Trecora Resources
TREC
$179K ﹤0.01%
25,601
+5,627
+28% +$37.8K
CIA icon
3260
Citizens
CIA
$248M
$178K ﹤0.01%
31,022
-4,356
-12% -$26.2K
GHL
3261
DELISTED
Greenhill & Co., Inc.
GHL
$176K ﹤0.01%
14,523
+253
+2% +$3.27K
AAOI icon
3262
Applied Optoelectronics
AAOI
$6.14B
$174K ﹤0.01%
20,503
-4,670
-19% -$42.6K
CNTY icon
3263
Century Casinos
CNTY
$32.9M
$174K ﹤0.01%
27,266
-3,118
-10% -$18K
SCTL
3264
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$174K ﹤0.01%
60,995
+11,560
+23% +$26K
VVNT.WS
3265
DELISTED
Vivint Smart Home, Inc. Warrants, each exercisable for one Class A Common Stock at an exercise price
VVNT.WS
$172K ﹤0.01%
18,750
– –
OPBK icon
3266
OP Bancorp
OPBK
$235M
$168K ﹤0.01%
21,880
+7,227
+49% +$50.3K
HAPN
3267
Happen Inc
HAPN
$2.14B
$165K ﹤0.01%
15,651
-901
-5% -$6.03K
ATXI
3268
DELISTED
Avenue Therapeutics, Inc. Common Stock
ATXI
$165K ﹤0.01%
+25
New +$131K
CVGI icon
3269
Commercial Vehicle Group
CVGI
$147M
$164K ﹤0.01%
18,916
-117
-0.6% -$847
MLP icon
3270
Maui Land & Pineapple Co
MLP
$354M
$164K ﹤0.01%
14,262
+1,005
+8% +$11.4K
AMR icon
3271
Alpha Metallurgical Resources
AMR
$1.77B
$163K ﹤0.01%
14,349
-290
-2% -$2.6K
BCML icon
3272
BayCom
BCML
$335M
$162K ﹤0.01%
10,687
-384
-3% -$5.22K
LOMA
3273
Loma Negra
LOMA
$1.34B
$162K ﹤0.01%
26,317
-39,151
-60% -$201K
TAC icon
3274
TransAlta
TAC
$3.93B
$162K ﹤0.01%
21,390
-2,031
-9% -$13.6K
PRGX
3275
DELISTED
PRGX Global, Inc.
PRGX
$162K ﹤0.01%
21,290
-10,388
-33% -$63.3K
129 130
131
132 133

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MCM
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PSUF
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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.