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
OPLN
1201
Openlane
OPLN
$4.28B
$11.4M 0.01%
613,776
+4,009
+0.7% +$69.2K
OFG icon
1202
OFG Bancorp
OFG
$2.21B
$11.4M 0.01%
615,793
+21,936
+4% +$354K
SKYW icon
1203
Skywest
SKYW
$4.35B
$11.4M 0.01%
283,242
-1,232
-0.4% -$45K
GRUB
1204
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$11.4M 0.01%
76,836
+2,143
+3% +$317K
PINC
1205
DELISTED
Premier
PINC
$11.4M 0.01%
324,685
+10,747
+3% +$371K
ACHC icon
1206
Acadia Healthcare
ACHC
$2.55B
$11.4M 0.01%
226,429
+45,622
+25% +$1.82M
MLCO icon
1207
Melco Resorts & Entertainment
MLCO
$2.21B
$11.4M 0.01%
613,219
-23,396
-4% -$407K
SITE icon
1208
SiteOne Landscape Supply
SITE
$4.09B
$11.4M 0.01%
71,566
-9,009
-11% -$1.24M
DAN icon
1209
Dana Inc
DAN
$2.88B
$11.3M 0.01%
579,907
+4,870
+0.8% +$81.5K
VGM icon
1210
Invesco Trust Investment Grade Municipals
VGM
$550M
$11.3M 0.01%
856,360
-8,561
-1% -$109K
MMSI icon
1211
Merit Medical Systems
MMSI
$4.82B
$11.3M 0.01%
203,773
+7,762
+4% +$401K
PRLB icon
1212
Protolabs
PRLB
$1.7B
$11.3M 0.01%
73,503
-1,159
-2% -$163K
FMX icon
1213
Fomento Económico Mexicano
FMX
$41.2B
$11.3M 0.01%
148,577
-18,085
-11% -$1.21M
SGOL icon
1214
abrdn Physical Gold Shares ETF
SGOL
$6.9B
$11.2M 0.01%
615,194
+72,746
+13% +$1.31M
R icon
1215
Ryder
R
$9.9B
$11.2M 0.01%
182,054
-52,623
-22% -$2.93M
AL
1216
DELISTED
Air Lease Corp
AL
$11.2M 0.01%
252,582
+1,803
+0.7% +$64.7K
BGY icon
1217
BlackRock Enhanced International Dividend Trust
BGY
$509M
$11.2M 0.01%
1,908,380
-378,001
-17% -$2.1M
AVLR
1218
DELISTED
Avalara, Inc.
AVLR
$11.2M 0.01%
67,917
-56,862
-46% -$9.1M
HLF icon
1219
Herbalife
HLF
$1.3B
$11.2M 0.01%
232,986
-22,051
-9% -$1.06M
UAA icon
1220
Under Armour
UAA
$3.01B
$11.1M 0.01%
649,214
+46,962
+8% +$718K
GME icon
1221
GameStop
GME
$9.8B
$11.1M 0.01%
2,366,312
-2,397,792
-50% -$8.25M
TOL icon
1222
Toll Brothers
TOL
$14B
$11.1M 0.01%
255,667
+14,443
+6% +$670K
UFPI icon
1223
UFP Industries
UFPI
$4.95B
$11.1M 0.01%
199,905
-42,953
-18% -$2.36M
DBX icon
1224
Dropbox
DBX
$7.78B
$11.1M 0.01%
500,166
+53,638
+12% +$1.09M
RVT icon
1225
Royce Value Trust
RVT
$2.19B
$11.1M 0.01%
686,938
-44,723
-6% -$655K
47 48
49
50 51

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.