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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
OTE
2851
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$596K ﹤0.01%
74,977
-3,650
-5% -$29K
CCBG icon
2852
Capital City Bank Group
CCBG
$882M
$595K ﹤0.01%
24,224
+7,984
+49% +$183K
MBI icon
2853
MBIA
MBI
$267M
$592K ﹤0.01%
89,981
-84,187
-48% -$547K
WHG icon
2854
Westwood Holdings Group
WHG
$182M
$592K ﹤0.01%
40,807
-36,194
-47% -$436K
FPI
2855
Farmland Partners
FPI
$411M
$590K ﹤0.01%
67,840
+2,729
+4% +$20.7K
FOCS
2856
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$587K ﹤0.01%
13,485
-7,368
-35% -$296K
HPF
2857
John Hancock Preferred Income Fund II
HPF
$343M
$586K ﹤0.01%
+30,815
New +$562K
FMN
2858
Federated Hermes Premier Municipal Income Fund
FMN
$87.3M
$584K ﹤0.01%
39,467
+243
+0.6% +$3.48K
FNCL icon
2859
Fidelity MSCI Financials Index ETF
FNCL
$2.37B
$583K ﹤0.01%
13,803
+6,843
+98% +$262K
TIGO icon
2860
Millicom
TIGO
$16B
$583K ﹤0.01%
15,024
– –
DENN
2861
DELISTED
Denny's
DENN
$582K ﹤0.01%
39,647
-5,489
-12% -$62.8K
TLYS icon
2862
Tilly's
TLYS
$116M
$579K ﹤0.01%
70,902
+7,116
+11% +$53.8K
IIIN icon
2863
Insteel Industries
IIIN
$594M
$578K ﹤0.01%
25,949
+6,775
+35% +$153K
UUUU icon
2864
Energy Fuels
UUUU
$2.85B
$577K ﹤0.01%
135,421
+27,402
+25% +$61.8K
FNHC
2865
DELISTED
FedNat Holding Company Common Stock
FNHC
$576K ﹤0.01%
97,304
+70,415
+262% +$402K
PRTK
2866
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$573K ﹤0.01%
91,553
-1,823
-2% -$10.7K
SUBC
2867
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$569K ﹤0.01%
57,202
-11,051
-16% -$110K
RGS icon
2868
Regis Corp
RGS
$68.7M
$566K ﹤0.01%
3,078
+206
+7% +$31.4K
CSPR
2869
DELISTED
Casper Sleep Inc.
CSPR
$566K ﹤0.01%
91,988
+501
+0.5% +$3.43K
BMRC icon
2870
Bank of Marin Bancorp
BMRC
$462M
$564K ﹤0.01%
16,434
+413
+3% +$14.1K
DQ
2871
Daqo New Energy
DQ
$812M
$564K ﹤0.01%
9,824
+219
+2% +$9.55K
BDXB
2872
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
$564K ﹤0.01%
10,226
-1,178
-10% -$62.7K
SPAB icon
2873
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$561K ﹤0.01%
18,225
+168
+0.9% +$5.16K
AVAL icon
2874
Grupo Aval
AVAL
$6.11B
$560K ﹤0.01%
81,390
-73,176
-47% -$400K
NCMI icon
2875
National CineMedia
NCMI
$368M
$559K ﹤0.01%
15,036
+6,728
+81% +$205K
113 114
115
116 117

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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.