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
+7.87%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$174B
AUM Growth
+$14.1B
Cap. Flow
+$3.62B
Cap. Flow %
2.08%
Top 10 Hldgs %
19.28%
Holding
4,167
New
180
Increased
2,404
Reduced
1,428
Closed
125

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$125M
2
TSLA icon
Tesla
TSLA
+$115M
3
MSFT icon
Microsoft
MSFT
+$109M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$80.1M
5
PSX icon
Phillips 66
PSX
+$74.3M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$734M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$351M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$167M
4
GLD icon
SPDR Gold Trust
GLD
+$63.6M
5
GME icon
GameStop
GME
+$59.1M

Sector Composition

Rank Sector Weight
1 Technology 20.47%
2 Financials 12.45%
3 Healthcare 11.58%
4 Consumer Discretionary 10.26%
5 Industrials 7.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FE icon
426
FirstEnergy
FE
$28.7B
$67.9M 0.04%
1,956,109
+148,207
+8% +$4.84M
KMX icon
427
CarMax
KMX
$8.36B
$67.8M 0.04%
511,282
+5,840
+1% +$711K
IFX
428
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$67.7M 0.04%
1,588,857
-99,112
-6% -$4.22M
GAP
429
The Gap Inc
GAP
$7.28B
$67.5M 0.04%
2,268,234
-34,675
-2% -$862K
LULU icon
430
lululemon athletica
LULU
$13.7B
$67.2M 0.04%
219,231
-609
-0.3% -$200K
MLM icon
431
Martin Marietta Materials
MLM
$35B
$67.1M 0.04%
199,733
+19,201
+11% +$6.13M
DLTR icon
432
Dollar Tree
DLTR
$24.4B
$66.9M 0.04%
584,060
+67,781
+13% +$7.28M
JBHT icon
433
JB Hunt Transport Services
JBHT
$26.1B
$66.6M 0.04%
396,485
-51,127
-11% -$7.69M
DGX icon
434
Quest Diagnostics
DGX
$26B
$66.5M 0.04%
517,854
-14,439
-3% -$1.78M
MTB icon
435
M&T Bank
MTB
$36.6B
$66.4M 0.04%
437,961
-9,103
-2% -$1.34M
ETSY icon
436
Etsy
ETSY
$8.21B
$66.4M 0.04%
329,027
+73,664
+29% +$15.4M
MAA icon
437
Mid-America Apartment Communities
MAA
$15.8B
$66.3M 0.04%
459,214
+34,673
+8% +$4.72M
RELX icon
438
RELX
RELX
$66B
$66.3M 0.04%
2,634,485
+307,620
+13% +$7.65M
GSK icon
439
GSK
GSK
$108B
$66.1M 0.04%
1,482,632
+15,154
+1% +$688K
HII icon
440
Huntington Ingalls Industries
HII
$11.8B
$66M 0.04%
320,409
+6,026
+2% +$1.08M
CPAY icon
441
Corpay
CPAY
$25.1B
$65.9M 0.04%
245,502
+4,795
+2% +$1.3M
ING icon
442
ING
ING
$95.1B
$65.6M 0.04%
5,363,060
-260,969
-5% -$2.77M
HRL icon
443
Hormel Foods
HRL
$14.1B
$65.4M 0.04%
1,368,719
+149,986
+12% +$7.09M
PUK icon
444
Prudential
PUK
$36.1B
$65.2M 0.04%
1,574,336
+154,755
+11% +$5.89M
EFX icon
445
Equifax
EFX
$22B
$65.1M 0.04%
359,623
+2,295
+0.6% +$405K
BR icon
446
Broadridge
BR
$18.3B
$65.1M 0.04%
424,955
+14,041
+3% +$2.07M
BBWI icon
447
Bath & Body Works
BBWI
$4.13B
$64.8M 0.04%
1,295,415
+133,183
+11% +$5.48M
NTRS icon
448
Northern Trust
NTRS
$22.2B
$64.6M 0.04%
614,968
+18,276
+3% +$1.79M
WAT icon
449
Waters Corp
WAT
$37.7B
$64.4M 0.04%
226,770
+17,098
+8% +$4.67M
TAP icon
450
Molson Coors Class B
TAP
$7.97B
$64.2M 0.04%
1,254,179
-84,940
-6% -$4.13M
16 17
18
19 20

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 Q1 2021 Portfolio in Review

As of Q1 2021, Parametric Portfolio Associates held 4,167 positions worth $174B, up 8.8% from $160B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Parametric Portfolio Associates's Q1 2021 filing shows 180 new, 2,404 increased, 1,428 reduced and 125 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M. The largest sale was Vanguard S&P 500 ETF, an estimated $734M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q1 2021 buy was iShares MSCI EAFE Value ETF: 1,389,523 shares worth $70.8M.
  • Parametric Portfolio Associates added most to Amazon in Q1 2021, an estimated $125M increase.
  • Parametric Portfolio Associates's biggest Q1 2021 reduction was Vanguard S&P 500 ETF, cutting an estimated $734M.
  • Parametric Portfolio Associates fully exited Tiffany & Co. in Q1 2021, selling an estimated $55M.
  • Parametric Portfolio Associates's ten largest holdings make up 19% of its $174B portfolio in Q1 2021.
  • Parametric Portfolio Associates opened 180 new positions and closed 125 in Q1 2021.
  • Parametric Portfolio Associates's portfolio value rose 8.8% quarter-over-quarter to $174B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2021, filed 17 May 2021.