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
FOX icon
1201
Fox Class B
FOX
$22.1B
$13.1M 0.01%
374,502
-4,355
-1% -$146K
ACC
1202
DELISTED
American Campus Communities, Inc.
ACC
$13.1M 0.01%
302,945
-15,245
-5% -$647K
REXR icon
1203
Rexford Industrial Realty
REXR
$8.63B
$13M 0.01%
258,455
-5,423
-2% -$266K
ICUI icon
1204
ICU Medical
ICUI
$4.16B
$13M 0.01%
63,228
+2,923
+5% +$617K
URBN icon
1205
Urban Outfitters
URBN
$6.46B
$12.9M 0.01%
348,138
-50,175
-13% -$1.62M
OLN icon
1206
Olin
OLN
$2.53B
$12.9M 0.01%
340,676
-14,022
-4% -$425K
SIRI icon
1207
SiriusXM
SIRI
$11B
$12.9M 0.01%
212,353
-17,154
-7% -$1.05M
OFG icon
1208
OFG Bancorp
OFG
$2.21B
$12.9M 0.01%
571,113
-44,680
-7% -$888K
TRIP icon
1209
TripAdvisor
TRIP
$1.7B
$12.9M 0.01%
240,101
+16,596
+7% +$712K
LHCG
1210
DELISTED
LHC Group LLC
LHCG
$12.9M 0.01%
67,468
+1,258
+2% +$252K
FMBI
1211
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$12.9M 0.01%
587,330
+126,550
+27% +$2.47M
AIMC
1212
DELISTED
Altra Industrial Motion Corp
AIMC
$12.8M 0.01%
231,546
-40,214
-15% -$2.34M
GRFS
1213
Grifois
GRFS
$5.55B
$12.8M 0.01%
740,784
-16,764
-2% -$290K
BRX icon
1214
Brixmor Property Group
BRX
$9.72B
$12.7M 0.01%
628,248
-258,675
-29% -$4.85M
IQI icon
1215
Invesco Quality Municipal Securities
IQI
$526M
$12.6M 0.01%
973,789
+85,033
+10% +$1.1M
CLH icon
1216
Clean Harbors
CLH
$17.2B
$12.6M 0.01%
150,161
-2,275
-1% -$191K
FBP icon
1217
First Bancorp
FBP
$4.41B
$12.6M 0.01%
1,120,506
-5,280
-0.5% -$55.5K
CDK
1218
DELISTED
CDK Global, Inc.
CDK
$12.6M 0.01%
233,257
-5,553
-2% -$288K
GPI icon
1219
Group 1 Automotive
GPI
$4.26B
$12.6M 0.01%
79,832
-10,476
-12% -$1.6M
MLCO icon
1220
Melco Resorts & Entertainment
MLCO
$2.21B
$12.6M 0.01%
632,336
+19,117
+3% +$363K
SANM icon
1221
Sanmina
SANM
$8.78B
$12.6M 0.01%
304,196
+28,122
+10% +$1.02M
DIOD icon
1222
Diodes
DIOD
$3.5B
$12.6M 0.01%
157,479
-15,491
-9% -$1.23M
TCOM icon
1223
Trip.com Group
TCOM
$29B
$12.6M 0.01%
317,134
+58,214
+22% +$2.16M
VGLT icon
1224
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$12.6M 0.01%
151,626
+20,375
+16% +$1.8M
AEIS icon
1225
Advanced Energy
AEIS
$10.1B
$12.5M 0.01%
114,561
-26,856
-19% -$2.91M
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 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.