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
DSSI
3301
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$134K ﹤0.01%
20,054
+6,285
+46% +$42.1K
GNLN icon
3302
Greenlane Holdings
GNLN
$1.12M
– –
0
– –
YARW
3303
Yarrow Bioscience, Inc. Common Stock
YARW
$22M
$133K ﹤0.01%
23
-5
-18% -$31.4K
NPTN
3304
DELISTED
NEOPHOTONICS CORP
NPTN
$133K ﹤0.01%
14,671
-17,210
-54% -$133K
UBFO
3305
DELISTED
United Security Bancshares
UBFO
$126K ﹤0.01%
17,879
-719
-4% -$4.85K
CTSO icon
3306
Cytosorbents Corp
CTSO
$22M
$125K ﹤0.01%
15,716
+459
+3% +$3.84K
EVC icon
3307
Entravision Communication
EVC
$1.07B
$125K ﹤0.01%
45,296
+22,143
+96% +$53.5K
VKI icon
3308
Invesco Advantage Municipal Income Trust II
VKI
$398M
$125K ﹤0.01%
10,985
-126,306
-92% -$1.39M
CASA
3309
DELISTED
Casa Systems, Inc. Common Stock
CASA
$124K ﹤0.01%
20,043
-5,491
-22% -$29K
VRAY
3310
DELISTED
ViewRay, Inc.
VRAY
$124K ﹤0.01%
32,493
+3,203
+11% +$11.3K
LAB icon
3311
Standard BioTools
LAB
$351M
$122K ﹤0.01%
20,259
-2,312
-10% -$15.2K
ORGO icon
3312
Organogenesis Holdings
ORGO
$315M
$121K ﹤0.01%
16,098
+968
+6% +$4.6K
UTI icon
3313
Universal Technical Institute
UTI
$2.21B
$120K ﹤0.01%
18,531
+782
+4% +$4.48K
IGA
3314
Voya Global Advantage and Premium Opportunity Fund
IGA
$156M
$118K ﹤0.01%
13,462
-439
-3% -$3.71K
AGEN
3315
Agenus
AGEN
$329M
$116K ﹤0.01%
1,852
+628
+51% +$46.6K
LQDA icon
3316
Liquidia Corp
LQDA
$7.72B
$116K ﹤0.01%
39,197
-64,335
-62% -$236K
PVLA
3317
Palvella Therapeutics
PVLA
$2.15B
$114K ﹤0.01%
568
+239
+73% +$49.7K
ARAY icon
3318
Accuray
ARAY
$33.9M
$113K ﹤0.01%
27,046
+2,929
+12% +$10.7K
KIN
3319
DELISTED
Kindred Biosciences, Inc.
KIN
$112K ﹤0.01%
25,903
+689
+3% +$2.8K
LOGC
3320
DELISTED
LogicBio Therapeutics, Inc. Common Stock
LOGC
$111K ﹤0.01%
+14,563
New +$97.4K
GOGL
3321
DELISTED
Golden Ocean Group
GOGL
$109K ﹤0.01%
23,452
-3,235
-12% -$13K
LFVN icon
3322
LifeVantage
LFVN
$79.4M
$109K ﹤0.01%
11,690
+112
+1% +$1.26K
NNBR icon
3323
NN Inc
NNBR
$257M
$109K ﹤0.01%
16,555
+341
+2% +$2.13K
OSG
3324
DELISTED
Overseas Shipholding Group Inc.
OSG
$107K ﹤0.01%
50,166
+4,275
+9% +$8.91K
CEMI
3325
DELISTED
Chembio diagnostics, Inc.
CEMI
$107K ﹤0.01%
+22,549
New +$116K
131 132
133
134 135

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.