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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
HSTO
3476
DELISTED
Histogen Inc. Common Stock
HSTO
– –
-570
Closed -$19K
LORL
3477
DELISTED
Loral Space and Communications, Inc.
LORL
– –
-10,166
Closed -$186K
NNA
3478
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-11,147
Closed -$47K
HPR
3479
DELISTED
HighPoint Resources Corporation
HPR
– –
-1,428
Closed -$16K
TCO
3480
DELISTED
Taubman Centers Inc.
TCO
– –
-193,011
Closed -$6.42M
HDS
3481
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-329,994
Closed -$13.6M
GLIBA
3482
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
– –
-255,712
Closed -$21M
DNKN
3483
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-159,135
Closed -$13M
BSTC
3484
DELISTED
BioSpecifics Technologies Corp.
BSTC
– –
-21,582
Closed -$1.14M
HUD
3485
DELISTED
Hudson Ltd. Class A Common Shares
HUD
– –
-69,374
Closed -$527K
GPOR
3486
DELISTED
Gulfport Energy Corp.
GPOR
– –
-193,205
Closed -$102K
MYOK
3487
DELISTED
MyoKardia, Inc. Common Stock
MYOK
– –
-56,936
Closed -$7.76M
AMAG
3488
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-51,296
Closed -$482K
MR
3489
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-84,426
Closed -$371K
WMGI
3490
DELISTED
Wright Medical Group Inc
WMGI
– –
-72,369
Closed -$2.21M
JCAP
3491
DELISTED
Jernigan Capital, Inc.
JCAP
– –
-67,497
Closed -$1.16M
BITA
3492
DELISTED
Bitauto Holdings Limited
BITA
– –
-31,735
Closed -$500K
ADSW
3493
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-84,764
Closed -$2.56M
LVGO
3494
DELISTED
Livongo Health, Inc. Common Stock
LVGO
– –
-54,641
Closed -$7.65M
IMMU
3495
DELISTED
Immunomedics Inc
IMMU
– –
-248,322
Closed -$21.1M
TRQ
3496
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-4,826
Closed -$41K
RST
3497
DELISTED
ROSETTA STONE INC
RST
– –
-12,744
Closed -$382K
AIMT
3498
DELISTED
Aimmune Therapeutics
AIMT
– –
-125,235
Closed -$4.31M
CETV
3499
DELISTED
Central European Media Enterprises Ltd
CETV
– –
-196,255
Closed -$822K
AKCA
3500
DELISTED
Akcea Therapeutics Inc
AKCA
– –
-44,776
Closed -$812K
137 138 139
140
141

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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.