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
SFST icon
2976
Southern First Bancshares
SFST
$579M
$419K ﹤0.01%
+11,855
New +$365K
VBR icon
2977
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
$419K ﹤0.01%
2,944
+56
+2% +$7.22K
BEST
2978
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$419K ﹤0.01%
10,274
+1,750
+21% +$93.5K
LESL icon
2979
Leslie's
LESL
$8.12M
$417K ﹤0.01%
+752
New +$338K
LYRA
2980
DELISTED
LYRA THERAPEUTICS INC
LYRA
$415K ﹤0.01%
728
+294
+68% +$166K
WIA
2981
Western Asset Inflation-Linked Income Fund
WIA
$185M
$415K ﹤0.01%
30,436
+13,906
+84% +$177K
PZN
2982
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$415K ﹤0.01%
56,872
+6,775
+14% +$42.9K
XP icon
2983
XP
XP
$8.89B
$413K ﹤0.01%
10,417
-47
-0.4% -$1.92K
AKTS
2984
DELISTED
Akoustis Technologies Inc
AKTS
$413K ﹤0.01%
33,756
+5,292
+19% +$46.4K
NXTC icon
2985
NextCure
NXTC
$20.5M
$412K ﹤0.01%
3,154
+1,282
+68% +$166K
GOGO icon
2986
Gogo Inc
GOGO
$559M
$411K ﹤0.01%
42,667
-1,839
-4% -$18.2K
NMFC icon
2987
New Mountain Finance
NMFC
$653M
$409K ﹤0.01%
35,961
-24
-0.1% -$258
PI icon
2988
Impinj
PI
$4.49B
$409K ﹤0.01%
+9,761
New +$340K
OMER icon
2989
Omeros
OMER
$863M
$408K ﹤0.01%
28,563
-20,591
-42% -$252K
TGS icon
2990
Transportadora de Gas del Sur
TGS
$4.73B
$408K ﹤0.01%
78,374
-31,953
-29% -$165K
CERT icon
2991
Certara
CERT
$1.21B
$405K ﹤0.01%
+12,000
New +$439K
STRL icon
2992
Sterling Infrastructure
STRL
$17.8B
$405K ﹤0.01%
21,788
-658
-3% -$10.7K
OMAB icon
2993
Grupo Aeroportuario Centro Norte
OMAB
$5.22B
$404K ﹤0.01%
7,808
-486
-6% -$21.7K
PAM icon
2994
Pampa Energía
PAM
$4.77B
$404K ﹤0.01%
29,341
-13,731
-32% -$176K
CLS icon
2995
Celestica
CLS
$40.5B
$400K ﹤0.01%
49,578
-1,625
-3% -$11.9K
CPRX
2996
DELISTED
Catalyst Pharmaceutical
CPRX
$399K ﹤0.01%
119,529
+2,344
+2% +$7.88K
VGI
2997
Virtus Global Multi-Sector Income Fund
VGI
$81.9M
$397K ﹤0.01%
32,772
-398
-1% -$4.5K
LU icon
2998
Lufax Holding
LU
$1.38B
$393K ﹤0.01%
+6,921
New +$414K
GWPH
2999
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$393K ﹤0.01%
3,408
-254
-7% -$28.5K
SPT icon
3000
Sprout Social
SPT
$509M
$391K ﹤0.01%
+8,612
New +$410K
118 119
120
121 122

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.