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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
MTEM
3326
DELISTED
Molecular Templates, Inc.
MTEM
$106K ﹤0.01%
754
-321
-30% -$47.4K
AXDX
3327
DELISTED
Accelerate Diagnostics
AXDX
$104K ﹤0.01%
1,370
-2,863
-68% -$256K
MRKR icon
3328
Marker Therapeutics
MRKR
$18.5M
$103K ﹤0.01%
7,082
-11,536
-62% -$179K
SIEN
3329
DELISTED
Sientra, Inc.
SIEN
$101K ﹤0.01%
2,598
+46
+2% +$2.06K
GAIA icon
3330
Gaia
GAIA
$46.6M
$99K ﹤0.01%
10,022
-3,155
-24% -$33K
VRN
3331
DELISTED
Veren
VRN
$99K ﹤0.01%
42,206
+24,605
+140% +$42.1K
FLNT
3332
Fluent
FLNT
$106M
$97K ﹤0.01%
+3,051
New +$59.9K
KLDO
3333
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$95K ﹤0.01%
+10,419
New +$85.5K
RMNI icon
3334
Rimini Street
RMNI
$457M
$94K ﹤0.01%
21,137
-3,495
-14% -$13.8K
CEPU
3335
Central Puerto
CEPU
$2.16B
$93K ﹤0.01%
34,582
-5,400
-14% -$13.3K
VERU icon
3336
Veru
VERU
$35.5M
$93K ﹤0.01%
1,078
-353
-25% -$14.6K
ESXB
3337
DELISTED
Community Bankers Trust Corporation
ESXB
$92K ﹤0.01%
13,565
-881
-6% -$5.38K
GSIT icon
3338
GSI Technology
GSIT
$201M
$87K ﹤0.01%
11,691
-306
-3% -$2.02K
NPKI
3339
NPK International
NPKI
$1.02B
$87K ﹤0.01%
45,533
-19,112
-30% -$25.7K
JNCE
3340
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$86K ﹤0.01%
12,260
-1,014
-8% -$7.89K
CRESY
3341
Cresud
CRESY
$806M
$84K ﹤0.01%
18,321
– –
ALDX icon
3342
Aldeyra Therapeutics
ALDX
$97.1M
$83K ﹤0.01%
12,080
-3,413
-22% -$24K
NBEV
3343
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$82K ﹤0.01%
31,186
+2,833
+10% +$7.7K
RDI icon
3344
Reading International Class A
RDI
$32.5M
$81K ﹤0.01%
16,197
-61,792
-79% -$216K
LNSR icon
3345
LENSAR
LNSR
$64.5M
$80K ﹤0.01%
+11,035
New +$94.7K
LTM
3346
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$80K ﹤0.01%
46,618
-18,378
-28% -$31.5K
VNTR
3347
DELISTED
Venator Materials PLC
VNTR
$79K ﹤0.01%
23,968
-1,487
-6% -$3.55K
BBW icon
3348
Build-A-Bear
BBW
$445M
$78K ﹤0.01%
18,304
-7,996
-30% -$30.8K
CRK icon
3349
Comstock Resources
CRK
$3.7B
$76K ﹤0.01%
17,312
-4,950
-22% -$24.5K
CBUS icon
3350
Cibus
CBUS
$148M
$73K ﹤0.01%
348
+59
+20% +$12K
132 133
134
135 136

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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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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.