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
PPT
2926
Franklin Premier Income Trust
PPT
$324M
$501K ﹤0.01%
107,724
+87,957
+445% +$401K
MAXN
2927
DELISTED
Maxeon Solar Technologies
MAXN
$496K ﹤0.01%
175
+65
+59% +$144K
SPRO icon
2928
Spero Therapeutics
SPRO
$67.7M
$494K ﹤0.01%
+25,455
New +$397K
EVRI
2929
DELISTED
Everi Holdings
EVRI
$492K ﹤0.01%
35,603
-23,829
-40% -$259K
DOO
2930
Bombardier Recreational Products
DOO
$4.54B
$491K ﹤0.01%
7,437
-202
-3% -$11.7K
DGRO icon
2931
iShares Core Dividend Growth ETF
DGRO
$42.7B
$490K ﹤0.01%
10,932
-1,457
-12% -$61.9K
QTTB icon
2932
Q32 Bio
QTTB
$466M
$487K ﹤0.01%
+2,396
New +$463K
STOK icon
2933
Stoke Therapeutics
STOK
$1.8B
$486K ﹤0.01%
7,851
+1,208
+18% +$55.4K
SPNE
2934
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$486K ﹤0.01%
27,843
-18,455
-40% -$281K
AXTI icon
2935
AXT Inc
AXTI
$3.95B
$485K ﹤0.01%
50,634
+12,795
+34% +$103K
HEES
2936
DELISTED
H&E Equipment Services
HEES
$485K ﹤0.01%
16,286
-4,930
-23% -$127K
HUYA
2937
Huya Inc
HUYA
$563M
$485K ﹤0.01%
24,322
+3,948
+19% +$84.5K
SENEA icon
2938
Seneca Foods Class A
SENEA
$1.12B
$483K ﹤0.01%
12,099
+4,270
+55% +$173K
FLY
2939
DELISTED
Fly Leasing Limited
FLY
$483K ﹤0.01%
49,000
+3,011
+7% +$23.5K
DTIL icon
2940
Precision BioSciences
DTIL
$180M
$481K ﹤0.01%
1,922
+240
+14% +$58.8K
BHR
2941
Braemar Hotels & Resorts
BHR
$156M
$479K ﹤0.01%
103,862
-46,537
-31% -$163K
ARCE
2942
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$479K ﹤0.01%
13,507
– –
GABC icon
2943
German American Bancorp
GABC
$1.91B
$478K ﹤0.01%
14,442
+1,091
+8% +$34.5K
FDIS icon
2944
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.68B
$475K ﹤0.01%
6,649
+2,729
+70% +$181K
OPY icon
2945
Oppenheimer Holdings
OPY
$1.14B
$474K ﹤0.01%
15,081
+97
+0.6% +$2.73K
PASG icon
2946
Passage Bio
PASG
$14.4M
$474K ﹤0.01%
926
-136
-13% -$54.5K
CCCC icon
2947
C4 Therapeutics
CCCC
$385M
$471K ﹤0.01%
+14,204
New +$412K
SNDX icon
2948
Syndax Pharmaceuticals
SNDX
$1.69B
$466K ﹤0.01%
20,946
+3,380
+19% +$70.1K
QEP
2949
DELISTED
QEP RESOURCES, INC.
QEP
$465K ﹤0.01%
194,499
+49,334
+34% +$73K
MERC icon
2950
Mercer International
MERC
$42.3M
$463K ﹤0.01%
45,149
-9,914
-18% -$79.3K
116 117
118
119 120

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.