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
SSYS icon
3451
Stratasys
SSYS
$697M
– –
-15,557
Closed -$194K
TCPC icon
3452
BlackRock TCP Capital
TCPC
$273M
– –
-10,691
Closed -$105K
TRAK icon
3453
ReposiTrak
TRAK
$157M
– –
-20,096
Closed -$99K
TSHA icon
3454
Taysha Gene Therapies
TSHA
$1.69B
– –
-13,700
Closed -$307K
VMO icon
3455
Invesco Municipal Opportunity Trust
VMO
$654M
– –
-89,774
Closed -$1.1M
VONV icon
3456
Vanguard Russell 1000 Value ETF
VONV
$20.6B
– –
-352,068
Closed -$18.3M
WATT icon
3457
Energous
WATT
$77.2M
– –
-104
Closed -$184K
WCC.PRA
3458
DELISTED
WESCO International, Inc. Depositary Shares each representing 1/1,000th interest in a share of Series A Fixed-Rate Reset Cumulative Perpetual Preferred Stock
WCC.PRA
– –
-15,728
Closed -$440K
WNEB icon
3459
Western New England Bancorp
WNEB
$262M
– –
-14,034
Closed -$79K
WVE icon
3460
Wave Life Sciences
WVE
$1.11B
– –
-42,167
Closed -$358K
XBI icon
3461
State Street SPDR S&P Biotech ETF
XBI
$10.3B
– –
-3,224
Closed -$359K
XLRE icon
3462
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
– –
-6,586
Closed -$232K
ENZ
3463
DELISTED
Enzo Biochem, Inc.
ENZ
– –
-21,059
Closed -$44K
ENLC
3464
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-19,185
Closed -$45K
GOEVW
3465
DELISTED
Canoo Inc. Warrant
GOEVW
– –
-21,750
Closed -$50K
PMD
3466
DELISTED
Psychemedics Corporation
PMD
– –
-12,581
Closed -$55K
NWLI
3467
DELISTED
National Western Life Group, Inc. Class A
NWLI
– –
-1,136
Closed -$208K
CURO
3468
DELISTED
CURO Group Holdings Corp.
CURO
– –
-10,083
Closed -$71K
HALL
3469
DELISTED
Hallmark Financial Services, Inc.
HALL
– –
-1,675
Closed -$44K
VAPO
3470
DELISTED
Vapotherm, Inc. Common Stock
VAPO
– –
-1,532
Closed -$355K
SURF
3471
DELISTED
Surface Oncology, Inc. Common Stock
SURF
– –
-235,959
Closed -$1.63M
VLDR
3472
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
– –
-34,669
Closed -$648K
OTIC
3473
DELISTED
Otonomy, Inc.
OTIC
– –
-402,475
Closed -$1.63M
ZVO
3474
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-301,845
Closed -$1.21M
CYBE
3475
DELISTED
Cyberoptics Corp
CYBE
– –
-30,449
Closed -$969K
137 138
139
140 141

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.