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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
WBD icon
801
Warner Bros
WBD
$64.3B
$22.7M 0.01%
754,839
+29,218
+4% +$716K
PKX icon
802
POSCO
PKX
$14.7B
$22.7M 0.01%
364,130
-52,580
-13% -$2.79M
HBI
803
DELISTED
Hanesbrands
HBI
$22.6M 0.01%
1,550,836
+97,486
+7% +$1.47M
PTC icon
804
PTC
PTC
$15.3B
$22.6M 0.01%
188,582
+27,518
+17% +$2.74M
SUI icon
805
Sun Communities
SUI
$15.8B
$22.5M 0.01%
148,373
+34,315
+30% +$4.97M
SABA
806
Saba Capital Income & Opportunities Fund II
SABA
$220M
$22.5M 0.01%
2,046,880
+674,100
+49% +$7.19M
LNW
807
DELISTED
Light & Wonder
LNW
$22.5M 0.01%
542,412
+456,870
+534% +$16.8M
PACW
808
DELISTED
PacWest Bancorp
PACW
$22.5M 0.01%
886,032
+69,646
+9% +$1.55M
HWM icon
809
Howmet Aerospace
HWM
$109B
$22.5M 0.01%
787,692
+37,124
+5% +$826K
ENPH icon
810
Enphase Energy
ENPH
$4.63B
$22.4M 0.01%
127,664
+34,768
+37% +$4.41M
GNRC icon
811
Generac Holdings
GNRC
$11.5B
$22.4M 0.01%
98,464
-3,858
-4% -$830K
IRDM icon
812
Iridium Communications
IRDM
$4.7B
$22.3M 0.01%
566,596
+13,393
+2% +$421K
PTON icon
813
Peloton Interactive
PTON
$2.85B
$22.2M 0.01%
146,637
+62,264
+74% +$7.58M
SHG icon
814
Shinhan Financial Group
SHG
$32.1B
$22.1M 0.01%
743,589
-2,826
-0.4% -$80.7K
HUBB icon
815
Hubbell
HUBB
$24.4B
$22M 0.01%
140,483
+2,577
+2% +$395K
CABO icon
816
Cable One
CABO
$237M
$22M 0.01%
9,880
+491
+5% +$971K
CFR icon
817
Cullen/Frost Bankers
CFR
$10.5B
$22M 0.01%
251,989
-10,044
-4% -$790K
ORI icon
818
Old Republic International
ORI
$10.9B
$21.9M 0.01%
1,112,111
+29,669
+3% +$521K
DELL icon
819
Dell
DELL
$239B
$21.9M 0.01%
589,110
+63,181
+12% +$2.2M
HE icon
820
Hawaiian Electric Industries
HE
$2.26B
$21.8M 0.01%
617,005
+34,326
+6% +$1.21M
MOH icon
821
Molina Healthcare
MOH
$10.4B
$21.8M 0.01%
102,526
+4,035
+4% +$833K
TNL icon
822
Travel + Leisure Co
TNL
$4.76B
$21.8M 0.01%
485,804
-3,135
-0.6% -$123K
HUBS icon
823
HubSpot
HUBS
$12.9B
$21.8M 0.01%
54,955
+3,834
+7% +$1.35M
HP icon
824
Helmerich & Payne
HP
$3.34B
$21.7M 0.01%
938,983
-84,700
-8% -$1.64M
VE
825
DELISTED
VEOLIA ENVIRONNEMENT
VE
$21.7M 0.01%
895,594
-103,157
-10% -$2.5M
31 32
33
34 35

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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.