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
PPLI
676
People Inc
PPLI
$3.12B
$30.4M 0.02%
294,321
+21,271
+8% +$1.63M
COUP
677
DELISTED
Coupa Software Incorporated
COUP
$30.4M 0.02%
89,648
+4,817
+6% +$1.49M
ON icon
678
ON Semiconductor
ON
$30.7B
$30.3M 0.02%
926,230
+30,199
+3% +$843K
WSM icon
679
Williams-Sonoma
WSM
$27.5B
$30.2M 0.02%
593,560
-31,352
-5% -$1.61M
MYI icon
680
BlackRock MuniYield Quality Fund III
MYI
$715M
$30.1M 0.02%
2,079,600
-61,622
-3% -$848K
SNAP icon
681
Snap
SNAP
$7.96B
$30M 0.02%
598,336
+26,254
+5% +$1.09M
KNBWY
682
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$29.8M 0.02%
1,253,207
+194,964
+18% +$4.64M
MORN icon
683
Morningstar
MORN
$7.55B
$29.8M 0.02%
128,602
+4,272
+3% +$849K
BNS icon
684
Scotiabank
BNS
$105B
$29.7M 0.02%
550,218
+73,821
+15% +$3.5M
NWL icon
685
Newell Brands
NWL
$2.21B
$29.5M 0.02%
1,391,696
-69,239
-5% -$1.35M
JBL icon
686
Jabil
JBL
$30.1B
$29.5M 0.02%
694,132
+54,012
+8% +$2.05M
EAT icon
687
Brinker International
EAT
$8.82B
$29.4M 0.02%
519,822
-60,827
-10% -$3.01M
NDSN icon
688
Nordson
NDSN
$16.4B
$29.3M 0.02%
145,975
+2,649
+2% +$532K
ATR icon
689
AptarGroup
ATR
$8.69B
$29.3M 0.02%
213,996
+22,500
+12% +$2.79M
XEC
690
DELISTED
CIMAREX ENERGY CO
XEC
$29.2M 0.02%
779,581
+63,868
+9% +$2.04M
TPR icon
691
Tapestry
TPR
$30.3B
$29.2M 0.02%
938,457
-2,477
-0.3% -$62.7K
EDP
692
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$29.1M 0.02%
443,996
+68,045
+18% +$4.47M
NTES icon
693
NetEase
NTES
$83B
$29.1M 0.02%
304,091
-48,749
-14% -$4.37M
NYT icon
694
New York Times
NYT
$12.6B
$29.1M 0.02%
562,482
+41,018
+8% +$1.82M
VNO icon
695
Vornado Realty Trust
VNO
$7.65B
$29.1M 0.02%
778,923
+1,443
+0.2% +$52.7K
RDS.B
696
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$29.1M 0.02%
865,017
+133,887
+18% +$3.98M
PNR icon
697
Pentair
PNR
$10.8B
$29.1M 0.02%
547,540
-38,626
-7% -$1.98M
TLS
698
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$29M 0.02%
2,528,464
+365,307
+17% +$4.19M
ROL icon
699
Rollins
ROL
$18.6B
$28.8M 0.02%
736,300
-31,066
-4% -$1.2M
BBL
700
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$28.8M 0.02%
542,386
+1,155
+0.2% +$53K
26 27
28
29 30

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.