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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
ACBI
3176
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$239K ﹤0.01%
15,038
+130
+0.9% +$1.9K
BFIN
3177
DELISTED
BankFinancial
BFIN
$236K ﹤0.01%
26,887
-2,705
-9% -$21.8K
DGICA icon
3178
Donegal Group Class A
DGICA
$715M
$236K ﹤0.01%
16,768
+26
+0.2% +$374
STIM icon
3179
Neuronetics
STIM
$127M
$235K ﹤0.01%
21,197
-4,291
-17% -$32.3K
VFH icon
3180
Vanguard Financials ETF
VFH
$13.4B
$235K ﹤0.01%
3,230
-469
-13% -$31K
NAGE
3181
Niagen Bioscience
NAGE
$256M
$235K ﹤0.01%
48,913
+28,941
+145% +$141K
INSW icon
3182
International Seaways
INSW
$4.68B
$234K ﹤0.01%
14,356
+3,285
+30% +$52.8K
EVT icon
3183
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$232K ﹤0.01%
+9,807
New +$211K
CULP icon
3184
Culp Inc
CULP
$45.2M
$230K ﹤0.01%
14,516
-433
-3% -$6.18K
GDX icon
3185
VanEck Gold Miners ETF
GDX
$22.5B
$230K ﹤0.01%
6,390
-483
-7% -$18K
TSEM icon
3186
Tower Semiconductor
TSEM
$21.2B
$228K ﹤0.01%
+8,817
New +$201K
MIXT
3187
DELISTED
MIX TELEMATICS LIMITED
MIXT
$227K ﹤0.01%
17,993
-289
-2% -$2.85K
NETI
3188
DELISTED
Eneti Inc.
NETI
$227K ﹤0.01%
13,395
-1,843
-12% -$27.5K
KKR.PRC
3189
DELISTED
KKR & Co. Inc. 6.00% Series C Mandatory Convertible Preferred Stock
KKR.PRC
$227K ﹤0.01%
+3,768
New +$211K
KZR
3190
DELISTED
Kezar Life Sciences
KZR
$226K ﹤0.01%
4,331
+16
+0.4% +$890
ATRS
3191
DELISTED
Antares Pharma, Inc.
ATRS
$226K ﹤0.01%
56,552
+880
+2% +$2.85K
CBNK icon
3192
Capital Bancorp
CBNK
$616M
$224K ﹤0.01%
+16,053
New +$187K
CIVB icon
3193
Civista Bancshares
CIVB
$608M
$224K ﹤0.01%
12,767
+307
+2% +$4.85K
TWI icon
3194
Titan International
TWI
$492M
$224K ﹤0.01%
46,185
-7,543
-14% -$30.9K
CPZ
3195
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$258M
$223K ﹤0.01%
+12,804
New +$208K
ANGI icon
3196
Angi Inc
ANGI
$247M
$221K ﹤0.01%
1,673
-250
-13% -$29K
BLFS icon
3197
BioLife Solutions
BLFS
$1.54B
$221K ﹤0.01%
+5,546
New +$189K
DASH icon
3198
DoorDash
DASH
$84.3B
$221K ﹤0.01%
+1,547
New +$247K
HBT icon
3199
HBT Financial
HBT
$1.33B
$221K ﹤0.01%
14,603
+53
+0.4% +$719
SCHG icon
3200
Schwab US Large-Cap Growth ETF
SCHG
$58.2B
$221K ﹤0.01%
+13,784
New +$209K
126 127
128
129 130

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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.