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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
BTAI icon
3151
BioXcel Therapeutics
BTAI
$24.8M
$258K ﹤0.01%
349
-37
-10% -$28.8K
CECO icon
3152
Ceco Environmental
CECO
$3.49B
$258K ﹤0.01%
37,044
-8,166
-18% -$60K
FBIZ icon
3153
First Business Financial Services
FBIZ
$565M
$258K ﹤0.01%
14,037
-415
-3% -$7.51K
TDAY
3154
USA Today Co
TDAY
$1.29B
$257K ﹤0.01%
76,418
-128,451
-63% -$265K
EPZM
3155
DELISTED
Epizyme, Inc
EPZM
$256K ﹤0.01%
23,612
+5,394
+30% +$66.5K
KE
3156
Kimball Electronics
KE
$564M
$255K ﹤0.01%
15,944
+952
+6% +$13.5K
MITT
3157
TPG Mortgage Investment Trust
MITT
$228M
$253K ﹤0.01%
28,628
-31,232
-52% -$279K
CLPR
3158
Clipper Realty
CLPR
$46.4M
$251K ﹤0.01%
35,614
+5,619
+19% +$34.8K
ARCO icon
3159
Arcos Dorados Holdings
ARCO
$1.74B
$250K ﹤0.01%
50,397
-18,921
-27% -$86.4K
LQD icon
3160
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$250K ﹤0.01%
1,811
+20
+1% +$2.72K
VYM icon
3161
Vanguard High Dividend Yield ETF
VYM
$80.8B
$249K ﹤0.01%
2,724
-195
-7% -$16.9K
GNTY
3162
DELISTED
Guaranty Bancshares
GNTY
$247K ﹤0.01%
+9,061
New +$240K
REET icon
3163
iShares Global REIT ETF
REET
$5.14B
$247K ﹤0.01%
+10,316
New +$232K
JDD
3164
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$247K ﹤0.01%
28,192
-909
-3% -$7.55K
AWH
3165
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
$244K ﹤0.01%
2,426
+104
+4% +$6.94K
EGLE
3166
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$244K ﹤0.01%
12,831
+2,454
+24% +$42.7K
BNR
3167
Burning Rock Biotech
BNR
$93M
$243K ﹤0.01%
1,051
– –
MTL
3168
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$243K ﹤0.01%
118,346
+1,291
+1% +$2.04K
EFT
3169
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$242K ﹤0.01%
18,384
-9,905
-35% -$128K
TLT icon
3170
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$242K ﹤0.01%
+1,535
New +$244K
ODT
3171
DELISTED
Odonate Therapeutics, Inc. Common Stock
ODT
$242K ﹤0.01%
+12,587
New +$194K
ALNT icon
3172
Allient
ALNT
$1.34B
$241K ﹤0.01%
+7,070
New +$207K
FRHC icon
3173
Freedom Holding
FRHC
$9.44B
$241K ﹤0.01%
+4,700
New +$165K
TPCO
3174
DELISTED
Tribune Publishing Company Common Stock
TPCO
$240K ﹤0.01%
17,529
-2,645
-13% -$32.6K
UBX
3175
DELISTED
Unity Biotechnology
UBX
$239K ﹤0.01%
4,569
+1,755
+62% +$84.6K
125 126
127
128 129

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AF
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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.