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
PFBC icon
2526
Preferred Bank
PFBC
$1.24B
$1.24M ﹤0.01%
24,561
+2,596
+12% +$101K
HTLF
2527
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.24M ﹤0.01%
30,635
-511
-2% -$19.2K
LCI
2528
DELISTED
Lannett Company, Inc.
LCI
$1.24M ﹤0.01%
47,443
-3,862
-8% -$101K
STEL
2529
DELISTED
Stellar Bancorp
STEL
$1.24M ﹤0.01%
48,437
+6,621
+16% +$143K
CAMP
2530
DELISTED
CalAmp Corp.
CAMP
$1.24M ﹤0.01%
5,412
-206
-4% -$41.5K
KRNY icon
2531
Kearny Financial
KRNY
$604M
$1.23M ﹤0.01%
116,857
+2,254
+2% +$21.3K
BIPC icon
2532
Brookfield Infrastructure
BIPC
$5.2B
$1.23M ﹤0.01%
25,530
+1,780
+7% +$75.4K
KPTI icon
2533
Karyopharm Therapeutics
KPTI
$43.5M
$1.22M ﹤0.01%
5,265
+2,229
+73% +$517K
TG icon
2534
Tredegar Corp
TG
$265M
$1.22M ﹤0.01%
73,243
-3,933
-5% -$66.1K
PSXP
2535
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$1.22M ﹤0.01%
46,135
-240,055
-84% -$6.25M
CVLG icon
2536
Covenant Logistics
CVLG
$894M
$1.22M ﹤0.01%
+164,404
New +$1.38M
IWB icon
2537
iShares Russell 1000 ETF
IWB
$48.2B
$1.21M ﹤0.01%
5,729
+903
+19% +$180K
ATNI icon
2538
ATN International
ATNI
$366M
$1.21M ﹤0.01%
28,973
-16,877
-37% -$802K
TILE icon
2539
Interface
TILE
$1.99B
$1.2M ﹤0.01%
114,700
+13,104
+13% +$105K
SOHU
2540
Sohu.com
SOHU
$362M
$1.2M ﹤0.01%
75,308
-60,054
-44% -$1.1M
CLBK icon
2541
Columbia Financial
CLBK
$1.12B
$1.19M ﹤0.01%
76,713
+25,479
+50% +$353K
ALTR
2542
DELISTED
Altair Engineering Inc
ALTR
$1.19M ﹤0.01%
20,484
+955
+5% +$48.2K
FLGT icon
2543
Fulgent Genetics
FLGT
$470M
$1.19M ﹤0.01%
22,815
+3,435
+18% +$144K
EEMS icon
2544
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
$1.19M ﹤0.01%
22,500
-3,646
-14% -$175K
KNSA icon
2545
Kiniksa Pharmaceuticals
KNSA
$5.8B
$1.19M ﹤0.01%
67,169
+30,913
+85% +$543K
OLMA icon
2546
Olema Pharmaceuticals
OLMA
$1B
$1.19M ﹤0.01%
+24,640
New +$1.16M
SUSA icon
2547
iShares ESG Optimized MSCI USA ETF
SUSA
$4.01B
$1.19M ﹤0.01%
14,392
-1,584
-10% -$124K
CNSL
2548
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.18M ﹤0.01%
241,732
-339,664
-58% -$1.78M
ACH
2549
DELISTED
Alum Corp of China Ltd
ACH
$1.18M ﹤0.01%
135,959
-28,065
-17% -$202K
ORBC
2550
DELISTED
ORBCOMM, Inc.
ORBC
$1.17M ﹤0.01%
158,272
+519
+0.3% +$2.8K
100 101
102
103 104

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.