We are live on ! Find out more
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
FNKO icon
2476
Funko
FNKO
$326M
$1.36M ﹤0.01%
131,398
+142
+0.1% +$1.17K
GLO
2477
Clough Global Opportunities Fund
GLO
$249M
$1.36M ﹤0.01%
122,734
-1,215
-1% -$12.3K
ZGNX
2478
DELISTED
Zogenix, Inc.
ZGNX
$1.36M ﹤0.01%
67,993
-29,347
-30% -$600K
SLCA
2479
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.36M ﹤0.01%
193,442
-39,716
-17% -$173K
AGX icon
2480
Argan
AGX
$8B
$1.35M ﹤0.01%
30,434
+9,100
+43% +$408K
EXTR icon
2481
Extreme Networks
EXTR
$3.94B
$1.35M ﹤0.01%
196,268
-4,155
-2% -$22.3K
ICFI icon
2482
ICF International
ICFI
$1.46B
$1.35M ﹤0.01%
18,122
-8,711
-32% -$627K
HNP
2483
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.34M ﹤0.01%
93,355
-16,974
-15% -$258K
MOMO
2484
Hello Group
MOMO
$885M
$1.34M ﹤0.01%
96,263
-9,732
-9% -$141K
OPK icon
2485
Opko Health
OPK
$985M
$1.34M ﹤0.01%
340,356
+39,877
+13% +$167K
PPD
2486
DELISTED
PPD, Inc. Common Stock
PPD
$1.34M ﹤0.01%
39,274
-4,839
-11% -$169K
ADT icon
2487
ADT
ADT
$5.58B
$1.34M ﹤0.01%
171,045
+8,738
+5% +$68.6K
OSG
2488
Octave Specialty Group
OSG
$243M
$1.34M ﹤0.01%
87,334
+476
+0.5% +$7.01K
CWH icon
2489
Camping World
CWH
$639M
$1.34M ﹤0.01%
51,523
-17,141
-25% -$502K
MMYT icon
2490
MakeMyTrip
MMYT
$5.36B
$1.34M ﹤0.01%
45,446
-34,052
-43% -$774K
IHRT icon
2491
iHeartMedia
IHRT
$543M
$1.34M ﹤0.01%
103,165
+3,739
+4% +$38.5K
FBK icon
2492
FB Financial Corp
FBK
$3.02B
$1.33M ﹤0.01%
38,431
+2,945
+8% +$92.6K
LOCO icon
2493
El Pollo Loco
LOCO
$501M
$1.33M ﹤0.01%
73,733
-774
-1% -$13K
MSBI icon
2494
Midland States Bancorp
MSBI
$699M
$1.33M ﹤0.01%
74,723
+12,578
+20% +$205K
VNET
2495
VNET Group
VNET
$2.04B
$1.33M ﹤0.01%
38,428
+482
+1% +$12.7K
FSV icon
2496
FirstService
FSV
$6.48B
$1.33M ﹤0.01%
9,710
+746
+8% +$100K
SRDX
2497
DELISTED
Surmodics
SRDX
$1.33M ﹤0.01%
30,485
+128
+0.4% +$5.04K
HCKT icon
2498
Hackett Group
HCKT
$270M
$1.33M ﹤0.01%
92,158
+48,153
+109% +$667K
LNTH icon
2499
Lantheus
LNTH
$6.49B
$1.33M ﹤0.01%
98,294
+1,525
+2% +$20K
SUZ icon
2500
Suzano
SUZ
$10.5B
$1.33M ﹤0.01%
118,577
-13,551
-10% -$130K
98 99
100
101 102

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.