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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
ACI icon
3001
Albertsons Companies
ACI
$5.63B
$390K ﹤0.01%
+22,189
New +$337K
BGH
3002
Barings Global Short Duration High Yield Fund
BGH
$281M
$390K ﹤0.01%
+25,818
New +$361K
EVER icon
3003
EverQuote
EVER
$886M
$390K ﹤0.01%
10,430
-15,794
-60% -$598K
TEN
3004
Tsakos Energy Navigation Ltd
TEN
$1.2B
$390K ﹤0.01%
48,540
-25,380
-34% -$213K
BRMK
3005
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$390K ﹤0.01%
38,266
+116
+0.3% +$1.18K
AOUT icon
3006
American Outdoor Brands
AOUT
$158M
$389K ﹤0.01%
22,856
+5,662
+33% +$85.3K
FBMS
3007
DELISTED
The First Bancshares, Inc.
FBMS
$389K ﹤0.01%
12,588
+714
+6% +$19.1K
RIGL icon
3008
Rigel Pharmaceuticals
RIGL
$704M
$388K ﹤0.01%
11,082
+496
+5% +$14.4K
QUOT
3009
DELISTED
Quotient Technology Inc
QUOT
$388K ﹤0.01%
41,199
-8,734
-17% -$73.4K
DAI
3010
DELISTED
DAIMLER AG
DAI
$388K ﹤0.01%
5,522
-195
-3% -$13.7K
GGAL icon
3011
Galicia Financial Group
GGAL
$8.29B
$387K ﹤0.01%
44,303
-41,522
-48% -$329K
TBPH icon
3012
Theravance Biopharma
TBPH
$873M
$387K ﹤0.01%
21,757
-2,664
-11% -$47.8K
PCB icon
3013
PCB Bancorp
PCB
$389M
$385K ﹤0.01%
38,066
-9,859
-21% -$101K
TLS icon
3014
Telos
TLS
$324M
$385K ﹤0.01%
+11,677
New +$278K
EVI icon
3015
EVI Industries
EVI
$188M
$382K ﹤0.01%
12,774
+2,001
+19% +$61.3K
CSTR
3016
DELISTED
CapStar Financial Holdings, Inc
CSTR
$382K ﹤0.01%
25,888
+1,150
+5% +$13.9K
SBT
3017
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$380K ﹤0.01%
83,747
-2,494
-3% -$9.67K
AXIA.PR
3018
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$379K ﹤0.01%
53,536
-7,823
-13% -$48.8K
NWPX icon
3019
NWPX Infrastructure Inc
NWPX
$1.22B
$378K ﹤0.01%
13,359
+3,918
+41% +$111K
KVHI icon
3020
KVH Industries
KVHI
$181M
$377K ﹤0.01%
33,227
+9,541
+40% +$94.4K
MPX
3021
DELISTED
Marine Products Corp
MPX
$375K ﹤0.01%
25,808
-1,903
-7% -$31.4K
DHF
3022
BNY Mellon High Yield Strategies Fund
DHF
$170M
$373K ﹤0.01%
+124,271
New +$355K
DCM
3023
DELISTED
NTT DOCOMO, Inc.
DCM
$372K ﹤0.01%
10,061
-1,925,125
-99% -$71.2M
NGMS
3024
DELISTED
NeoGames S.A. Ordinary Shares
NGMS
$370K ﹤0.01%
+9,740
New +$245K
GPRO icon
3025
GoPro
GPRO
$124M
$368K ﹤0.01%
44,391
-49,910
-53% -$360K
119 120
121
122 123

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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.