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
UA icon
1601
Under Armour Class C
UA
$2.81B
$6.3M ﹤0.01%
423,551
-19,573
-4% -$262K
NWS icon
1602
News Corp Class B
NWS
$16.9B
$6.29M ﹤0.01%
354,204
+35,755
+11% +$576K
MGY icon
1603
Magnolia Oil & Gas
MGY
$6B
$6.29M ﹤0.01%
890,657
-84,419
-9% -$503K
CENX icon
1604
Century Aluminum
CENX
$4.39B
$6.29M ﹤0.01%
569,777
-45,647
-7% -$414K
CLDR
1605
DELISTED
Cloudera, Inc.
CLDR
$6.27M ﹤0.01%
450,820
-25,939
-5% -$297K
SNDR icon
1606
Schneider National
SNDR
$6.19B
$6.26M ﹤0.01%
302,570
-128,845
-30% -$2.88M
CXP
1607
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.25M ﹤0.01%
436,190
-37,800
-8% -$481K
AIR icon
1608
AAR Corp
AIR
$5.51B
$6.25M ﹤0.01%
172,667
+4,242
+3% +$113K
BXMT icon
1609
Blackstone Mortgage Trust
BXMT
$2.4B
$6.24M ﹤0.01%
226,593
-13,289
-6% -$335K
KRA
1610
DELISTED
Kraton Corporation
KRA
$6.24M ﹤0.01%
224,401
-28,589
-11% -$772K
VMI icon
1611
Valmont Industries
VMI
$9.3B
$6.23M ﹤0.01%
35,629
+1,108
+3% +$173K
RETA
1612
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$6.23M ﹤0.01%
50,403
+30,006
+147% +$3.94M
LFC
1613
DELISTED
China Life Insurance Company Ltd.
LFC
$6.23M ﹤0.01%
563,355
+76,786
+16% +$878K
AR icon
1614
Antero Resources
AR
$11B
$6.22M ﹤0.01%
1,141,419
-1,015,519
-47% -$4.17M
DORM icon
1615
Dorman Products
DORM
$3.96B
$6.22M ﹤0.01%
71,656
+7,483
+12% +$694K
FFBC icon
1616
First Financial Bancorp
FFBC
$3.54B
$6.21M ﹤0.01%
354,502
+15,883
+5% +$249K
RYN icon
1617
Rayonier
RYN
$6.45B
$6.21M ﹤0.01%
233,047
-3,359
-1% -$85.7K
SBGI icon
1618
Sinclair Inc
SBGI
$979M
$6.21M ﹤0.01%
194,845
+6,518
+3% +$156K
CNS icon
1619
Cohen & Steers
CNS
$4.16B
$6.18M ﹤0.01%
83,146
-2,733
-3% -$180K
KRC icon
1620
Kilroy Realty
KRC
$4.55B
$6.17M ﹤0.01%
107,443
+10,944
+11% +$616K
CELH icon
1621
Celsius Holdings
CELH
$7.39B
$6.16M ﹤0.01%
367,566
+129,348
+54% +$1.29M
HASI icon
1622
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.83B
$6.16M ﹤0.01%
97,077
-19,141
-16% -$978K
QTWO icon
1623
Q2 Holdings
QTWO
$3.69B
$6.16M ﹤0.01%
48,661
-1,109
-2% -$119K
JGH icon
1624
Nuveen Global High Income Fund
JGH
$350M
$6.15M ﹤0.01%
395,260
-9,359
-2% -$135K
LYG icon
1625
Lloyds Banking Group
LYG
$89B
$6.14M ﹤0.01%
3,132,886
+1,107,094
+55% +$1.87M
63 64
65
66 67

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.