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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
MNK
3501
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-1,531,422
Closed -$1.49M
VSLR
3502
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-25,754
Closed -$1.09M
AMTD
3503
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-365,610
Closed -$14.3M
NBL
3504
DELISTED
Noble Energy, Inc.
NBL
– –
-3,207,856
Closed -$27.4M
ETFC
3505
DELISTED
E*Trade Financial Corporation
ETFC
– –
-893,654
Closed -$44.7M
DLPH
3506
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
– –
-154,244
Closed -$2.58M
INWK
3507
DELISTED
InnerWorkings, Inc.
INWK
– –
-591,942
Closed -$1.77M
MNTA
3508
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-216,130
Closed -$11.3M
BREW
3509
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-31,774
Closed -$525K
AABA
3510
DELISTED
Altaba Inc
AABA
– –
-16,312
Closed -$320K
ANW
3511
DELISTED
Aegean Marine Petroleum Network
ANW
$0 ﹤0.01%
39,600
– –
MOBL
3512
DELISTED
MobileIron, Inc.
MOBL
– –
-55,763
Closed -$391K
MUS
3513
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
– –
-50,689
Closed -$653K
PFSW
3514
DELISTED
PFSweb, Inc.
PFSW
– –
-216,972
Closed -$1.45M
UN
3515
DELISTED
Unilever NV New York Registry Shares
UN
– –
-2,779,326
Closed -$168M
SMI
3516
DELISTED
Semiconductor Manufacturing Intl
SMI
– –
-367,668
Closed -$4.29M
137 138 139 140
141

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MCM
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PSUF
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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.