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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
FR icon
1176
First Industrial Realty Trust
FR
$8.66B
$11.9M 0.01%
282,749
-6,745
-2% -$282K
MC icon
1177
Moelis & Co
MC
$4.85B
$11.9M 0.01%
254,227
+5,489
+2% +$221K
IGD
1178
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$11.9M 0.01%
2,276,485
+443,918
+24% +$2.24M
AZTA icon
1179
Azenta
AZTA
$1.3B
$11.9M 0.01%
175,114
-19,817
-10% -$1.24M
PNFP icon
1180
Pinnacle Financial Partners Inc
PNFP
$15.8B
$11.9M 0.01%
184,301
+45,099
+32% +$2.32M
GPI icon
1181
Group 1 Automotive
GPI
$4.26B
$11.8M 0.01%
90,308
+4,546
+5% +$547K
LXP icon
1182
LXP Industrial Trust
LXP
$3.52B
$11.8M 0.01%
223,014
-18,507
-8% -$976K
SKX
1183
DELISTED
Skechers
SKX
$11.8M 0.01%
328,396
+5,765
+2% +$196K
OI icon
1184
O-I Glass
OI
$1.18B
$11.8M 0.01%
989,635
-77,393
-7% -$883K
MANT
1185
DELISTED
Mantech International Corp
MANT
$11.7M 0.01%
132,024
-2,524
-2% -$191K
TSE
1186
DELISTED
Trinseo
TSE
$11.7M 0.01%
229,068
+6,973
+3% +$266K
BOH icon
1187
Bank of Hawaii
BOH
$3.14B
$11.7M 0.01%
152,963
+32,042
+26% +$2.19M
AIF
1188
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$11.7M 0.01%
809,338
+26,621
+3% +$357K
GATX icon
1189
GATX Corp
GATX
$6.45B
$11.7M 0.01%
140,610
+7,182
+5% +$550K
REGI
1190
DELISTED
Renewable Energy Group, Inc.
REGI
$11.7M 0.01%
165,057
-22,314
-12% -$1.36M
BCPC
1191
Balchem Corp
BCPC
$5.26B
$11.7M 0.01%
101,416
-3,394
-3% -$358K
MATX icon
1192
Matsons
MATX
$6.11B
$11.7M 0.01%
204,589
+44,593
+28% +$2.44M
KBH icon
1193
KB Home
KBH
$3.5B
$11.6M 0.01%
347,448
+17,694
+5% +$635K
TXNM
1194
TXNM Energy Inc
TXNM
$6.39B
$11.6M 0.01%
239,044
-12,232
-5% -$590K
CLH icon
1195
Clean Harbors
CLH
$17.2B
$11.6M 0.01%
152,436
-8,835
-5% -$592K
CW icon
1196
Curtiss-Wright
CW
$25.1B
$11.6M 0.01%
99,622
-4,041
-4% -$427K
IQI icon
1197
Invesco Quality Municipal Securities
IQI
$526M
$11.6M 0.01%
888,756
+68,006
+8% +$852K
WLY icon
1198
John Wiley & Sons Class A
WLY
$2.83B
$11.6M 0.01%
252,952
+37,038
+17% +$1.34M
ICL icon
1199
ICL Group
ICL
$6.58B
$11.5M 0.01%
2,286,750
+45,820
+2% +$191K
WLK icon
1200
Westlake Corp
WLK
$9.26B
$11.5M 0.01%
141,093
+13,996
+11% +$1.05M
46 47
48
49 50

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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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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.