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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
TK icon
3401
Teekay
TK
$996M
$26K ﹤0.01%
12,178
-6,131
-33% -$13.8K
GASS icon
3402
StealthGas
GASS
$326M
$24K ﹤0.01%
10,200
– –
TH icon
3403
Target Hospitality
TH
$1.43B
$24K ﹤0.01%
15,252
-7,389
-33% -$10.5K
UEC icon
3404
Uranium Energy
UEC
$4.47B
$22K ﹤0.01%
+12,562
New +$14.8K
ACOR
3405
DELISTED
Acorda Therapeutics
ACOR
$21K ﹤0.01%
258
– –
TTI icon
3406
TETRA Technologies
TTI
$1.08B
$20K ﹤0.01%
22,882
-10,000
-30% -$6.86K
HTT
3407
High Templar Tech Ltd
HTT
$370M
$14K ﹤0.01%
10,298
– –
PEI
3408
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$12K ﹤0.01%
767
-42
-5% -$474
BXRX
3409
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
$11K ﹤0.01%
8
-3
-27% -$6.14K
BMY.RT
3410
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$7K ﹤0.01%
10,595
-22,144
-68% -$47.2K
ASRT
3411
DELISTED
Assertio
ASRT
$6K ﹤0.01%
277
+1
+0.4% +$31
ACTA
3412
DELISTED
Actua Corp
ACTA
$5K ﹤0.01%
107,574
– –
BGG
3413
DELISTED
Briggs & Stratton Corp.
BGG
$2K ﹤0.01%
34,147
+87
+0.3% +$5
ABEO icon
3414
Abeona Therapeutics
ABEO
$355M
– –
-435
Closed -$11K
AGI icon
3415
Alamos Gold
AGI
$12B
– –
-47,726
Closed -$420K
AKO.A icon
3416
Embotelladora Andina Series A
AKO.A
$3.53B
– –
-12,262
Closed -$130K
AKRO
3417
DELISTED
Akero Therapeutics
AKRO
– –
-30,045
Closed -$925K
AOR icon
3418
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.61B
– –
-5,115
Closed -$248K
BIP icon
3419
Brookfield Infrastructure Partners
BIP
$19.6B
– –
-6,315
Closed -$200K
BKT icon
3420
BlackRock Income Trust
BKT
$331M
– –
-6,742
Closed -$123K
BMA icon
3421
Banco Macro
BMA
$5.81B
– –
-11,455
Closed -$164K
BTT icon
3422
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
– –
-32,911
Closed -$822K
BXMX
3423
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-43,382
Closed -$489K
CHRD icon
3424
Chord Energy
CHRD
$7.68B
– –
-91,004
Closed -$25K
CII icon
3425
BlackRock Enhanced Captial and Income Fund
CII
$964M
– –
-18,613
Closed -$288K
135 136
137
138 139

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MCM
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PSUF
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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.