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
MNP
2701
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$843K ﹤0.01%
56,402
+914
+2% +$13.3K
DCP
2702
DELISTED
DCP Midstream, LP
DCP
$842K ﹤0.01%
45,455
-245,473
-84% -$3.86M
SCHB icon
2703
Schwab US Broad Market ETF
SCHB
$43.2B
$840K ﹤0.01%
+55,392
New +$789K
NS
2704
DELISTED
NuStar Energy L.P.
NS
$839K ﹤0.01%
58,192
-316,317
-84% -$4.05M
AT
2705
DELISTED
Atlantic Power Corporation
AT
$839K ﹤0.01%
399,701
+139,700
+54% +$283K
AXNX
2706
DELISTED
Axonics, Inc. Common Stock
AXNX
$838K ﹤0.01%
16,790
-23,836
-59% -$1.12M
CPE
2707
DELISTED
Callon Petroleum Company
CPE
$838K ﹤0.01%
63,699
-31,722
-33% -$274K
TCP
2708
DELISTED
TC Pipelines LP
TCP
$838K ﹤0.01%
28,462
-159,294
-85% -$4.75M
VNE
2709
DELISTED
Veoneer, Inc.
VNE
$837K ﹤0.01%
39,311
-24,925
-39% -$472K
GOTU icon
2710
Gaotu Techedu
GOTU
$434M
$836K ﹤0.01%
16,169
-8,481
-34% -$618K
THD icon
2711
iShares MSCI Thailand ETF
THD
$369M
$836K ﹤0.01%
10,846
-2,323
-18% -$165K
TEO icon
2712
Telecom Argentina
TEO
$6.03B
$829K ﹤0.01%
126,356
-758
-0.6% -$5.6K
VRRM icon
2713
Verra Mobility
VRRM
$804M
$824K ﹤0.01%
61,428
+3,406
+6% +$40.1K
SHBI icon
2714
Shore Bancshares
SHBI
$819M
$822K ﹤0.01%
56,289
+5,630
+11% +$72.3K
ECVT icon
2715
Ecovyst
ECVT
$1.32B
$821K ﹤0.01%
57,564
-1,976
-3% -$25.1K
XENT
2716
DELISTED
Intersect ENT, Inc
XENT
$821K ﹤0.01%
35,851
-24,186
-40% -$460K
OTRK
2717
DELISTED
Ontrak
OTRK
$819K ﹤0.01%
147
-199
-58% -$1.09M
NAT icon
2718
Nordic American Tanker
NAT
$1.38B
$818K ﹤0.01%
277,175
+8,126
+3% +$26.5K
NEXA icon
2719
Nexa Resources
NEXA
$1.7B
$818K ﹤0.01%
84,846
-26,332
-24% -$191K
WMC
2720
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$815K ﹤0.01%
25,009
+18,269
+271% +$494K
ALSK
2721
DELISTED
Alaska Communications Systems
ALSK
$811K ﹤0.01%
219,857
+164,665
+298% +$469K
VTWO icon
2722
Vanguard Russell 2000 ETF
VTWO
$17.3B
$810K ﹤0.01%
10,230
+594
+6% +$42K
STFC
2723
DELISTED
State Auto Financial Corp
STFC
$807K ﹤0.01%
45,502
-8,021
-15% -$122K
CBMG
2724
DELISTED
Cellular Biomedicine Group, Inc.
CBMG
$804K ﹤0.01%
43,748
+1,382
+3% +$25.2K
HAYN
2725
DELISTED
Haynes International, Inc.
HAYN
$803K ﹤0.01%
33,692
-3,759
-10% -$78.1K
107 108
109
110 111

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.