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
AOD
576
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$38.7M 0.02%
4,369,658
-42,272
-1% -$351K
PNW icon
577
Pinnacle West Capital
PNW
$12.4B
$38.6M 0.02%
482,563
-488
-0.1% -$40.2K
SNN icon
578
Smith & Nephew
SNN
$13.7B
$38.6M 0.02%
914,338
+50,961
+6% +$2.02M
MRNA icon
579
Moderna
MRNA
$21.6B
$38.4M 0.02%
367,888
+48,940
+15% +$4.95M
DDOG icon
580
Datadog
DDOG
$94B
$38.4M 0.02%
389,899
+242,577
+165% +$24.2M
AMCR icon
581
Amcor
AMCR
$21.2B
$38.3M 0.02%
650,120
+56,672
+10% +$3.23M
UGI icon
582
UGI
UGI
$7.87B
$38.2M 0.02%
1,092,589
+10,345
+1% +$362K
MIDD icon
583
Middleby
MIDD
$6.01B
$38.1M 0.02%
295,613
+16,138
+6% +$1.95M
VIGI icon
584
Vanguard International Dividend Appreciation ETF
VIGI
$9.01B
$37.8M 0.02%
463,934
-62,738
-12% -$4.81M
ULTA icon
585
Ulta Beauty
ULTA
$21.8B
$37.7M 0.02%
131,434
-2,120
-2% -$536K
PARR icon
586
Par Pacific Holdings
PARR
$4.17B
$37.7M 0.02%
2,699,137
-56,593
-2% -$585K
DKS icon
587
Dick's Sporting Goods
DKS
$18.4B
$37.5M 0.02%
667,078
-49,623
-7% -$2.83M
IPG
588
DELISTED
Interpublic Group of Companies
IPG
$37.4M 0.02%
1,588,396
-817,780
-34% -$17.2M
SPR
589
DELISTED
Spirit AeroSystems
SPR
$37.3M 0.02%
953,447
+38,793
+4% +$1.11M
L icon
590
Loews
L
$24.5B
$37.3M 0.02%
827,585
+19,420
+2% +$781K
USFD icon
591
US Foods
USFD
$22.5B
$37.2M 0.02%
1,115,748
+220,773
+25% +$6.3M
HOG icon
592
Harley-Davidson
HOG
$2.61B
$37.1M 0.02%
1,010,576
-52,082
-5% -$1.79M
RHI icon
593
Robert Half
RHI
$4.11B
$37.1M 0.02%
593,556
+6,936
+1% +$414K
FUJI
594
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$37.1M 0.02%
700,014
+65,140
+10% +$3.45M
DRE
595
DELISTED
Duke Realty Corp.
DRE
$37M 0.02%
926,912
+59,716
+7% +$2.33M
TRMB icon
596
Trimble
TRMB
$13.6B
$37M 0.02%
554,340
+9,620
+2% +$552K
IWM icon
597
iShares Russell 2000 ETF
IWM
$79.1B
$36.9M 0.02%
188,058
-91,509
-33% -$16M
MPT
598
Medical Properties Trust
MPT
$2.84B
$36.8M 0.02%
1,689,456
+21,353
+1% +$416K
DT
599
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$36.8M 0.02%
2,014,946
+234,598
+13% +$4.29M
VOD icon
600
Vodafone
VOD
$37.1B
$36.6M 0.02%
2,223,859
+552,176
+33% +$8.64M
22 23
24
25 26

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.