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
PZZA icon
1551
Papa John's
PZZA
$993M
$6.82M ﹤0.01%
80,330
-2,266
-3% -$185K
KTB icon
1552
Kontoor Brands
KTB
$4.58B
$6.8M ﹤0.01%
167,786
+26,180
+18% +$965K
AGIO icon
1553
Agios Pharmaceuticals
AGIO
$1.89B
$6.8M ﹤0.01%
156,853
+14,794
+10% +$585K
FIZZ icon
1554
National Beverage
FIZZ
$2.97B
$6.79M ﹤0.01%
160,042
+1,250
+0.8% +$53.8K
PNTG icon
1555
Pennant Group
PNTG
$1.37B
$6.79M ﹤0.01%
116,914
+28,844
+33% +$1.39M
WRI
1556
DELISTED
Weingarten Realty Investors
WRI
$6.78M ﹤0.01%
312,726
-16,673
-5% -$327K
WING icon
1557
Wingstop
WING
$3.72B
$6.77M ﹤0.01%
51,078
-9,260
-15% -$1.21M
MSTR icon
1558
Strategy Inc
MSTR
$32.8B
$6.77M ﹤0.01%
174,200
-25,040
-13% -$585K
AAON icon
1559
Aaon
AAON
$7.39B
$6.75M ﹤0.01%
152,081
-30,525
-17% -$1.29M
AYX
1560
DELISTED
Alteryx Inc
AYX
$6.75M ﹤0.01%
55,385
+5,350
+11% +$674K
DEA
1561
Easterly Government Properties
DEA
$1.14B
$6.74M ﹤0.01%
119,107
-6,375
-5% -$350K
IRBT
1562
DELISTED
iRobot
IRBT
$6.72M ﹤0.01%
83,671
+629
+0.8% +$51.2K
TNET icon
1563
TriNet
TNET
$3.04B
$6.72M ﹤0.01%
83,352
-17,181
-17% -$1.27M
SC
1564
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$6.71M ﹤0.01%
304,686
-76,300
-20% -$1.65M
CNA icon
1565
CNA Financial
CNA
$14.3B
$6.7M ﹤0.01%
171,975
+1,306
+0.8% +$44.5K
BLKB icon
1566
Blackbaud
BLKB
$1.85B
$6.69M ﹤0.01%
116,247
+1,876
+2% +$104K
STC icon
1567
Stewart Information Services
STC
$2.07B
$6.69M ﹤0.01%
138,252
+31,095
+29% +$1.42M
SNBR
1568
DELISTED
Sleep Number
SNBR
$6.68M ﹤0.01%
81,654
-89
-0.1% -$6.17K
ONB icon
1569
Old National Bancorp
ONB
$10.1B
$6.67M ﹤0.01%
403,001
+13,926
+4% +$213K
HMN icon
1570
Horace Mann Educators
HMN
$2.08B
$6.67M ﹤0.01%
158,670
-1,858
-1% -$71.6K
PLNT icon
1571
Planet Fitness
PLNT
$4.41B
$6.66M ﹤0.01%
85,740
-5,729
-6% -$401K
STAG icon
1572
STAG Industrial
STAG
$7.37B
$6.65M ﹤0.01%
212,293
-28,977
-12% -$906K
SNX icon
1573
TD Synnex
SNX
$20.2B
$6.64M ﹤0.01%
81,511
-87,469
-52% -$6.69M
ELUX
1574
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$6.63M ﹤0.01%
143,868
+8,752
+6% +$403K
VIRT icon
1575
Virtu Financial
VIRT
$5.08B
$6.63M ﹤0.01%
263,221
-65,496
-20% -$1.52M
61 62
63
64 65

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.