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
KRA
1551
DELISTED
Kraton Corporation
KRA
$7.78M ﹤0.01%
212,716
-11,685
-5% -$418K
LMNX
1552
DELISTED
Luminex Corp
LMNX
$7.78M ﹤0.01%
243,883
+29,413
+14% +$872K
AVAV icon
1553
AeroVironment
AVAV
$7.19B
$7.77M ﹤0.01%
66,943
+2,272
+4% +$265K
CNA icon
1554
CNA Financial
CNA
$14.9B
$7.76M ﹤0.01%
173,906
+1,931
+1% +$82.4K
UNIT
1555
Uniti Group
UNIT
$2.52B
$7.76M ﹤0.01%
703,257
-88,738
-11% -$1.07M
MSGS icon
1556
Madison Square Garden
MSGS
$9.59B
$7.72M ﹤0.01%
43,005
+781
+2% +$144K
PGRE
1557
DELISTED
Paramount Group
PGRE
$7.71M ﹤0.01%
761,323
-89,888
-11% -$844K
WERN icon
1558
Werner Enterprises
WERN
$2.2B
$7.7M ﹤0.01%
163,228
+21,305
+15% +$927K
GMED icon
1559
Globus Medical
GMED
$11.1B
$7.7M ﹤0.01%
124,808
-19,287
-13% -$1.22M
AAON icon
1560
Aaon
AAON
$6.95B
$7.7M ﹤0.01%
164,901
+12,820
+8% +$629K
BBD icon
1561
Banco Bradesco
BBD
$37.4B
$7.7M ﹤0.01%
1,981,194
-24,181
-1% -$92.9K
BOKF icon
1562
BOK Financial
BOKF
$8.58B
$7.68M ﹤0.01%
85,935
-1,633
-2% -$138K
CAE icon
1563
CAE Inc. Common Shares
CAE
$8.44B
$7.66M ﹤0.01%
268,998
-73,944
-22% -$1.97M
SBRA icon
1564
Sabra Healthcare REIT
SBRA
$5.56B
$7.65M ﹤0.01%
440,705
-19,527
-4% -$343K
GIII icon
1565
G-III Apparel Group
GIII
$1.54B
$7.64M ﹤0.01%
253,442
+2,748
+1% +$80.1K
KWR icon
1566
Quaker Houghton
KWR
$2.58B
$7.62M ﹤0.01%
31,237
-2,981
-9% -$796K
CENTA icon
1567
Central Garden & Pet Co Class A
CENTA
$2.43B
$7.61M ﹤0.01%
183,418
+26,205
+17% +$898K
LSCC icon
1568
Lattice Semiconductor
LSCC
$16B
$7.61M ﹤0.01%
169,101
+1,731
+1% +$76.8K
ALV icon
1569
Autoliv
ALV
$9.14B
$7.58M ﹤0.01%
81,725
+2,609
+3% +$241K
COHR
1570
DELISTED
Coherent Inc
COHR
$7.57M ﹤0.01%
29,942
+184
+0.6% +$40.9K
CBRL icon
1571
Cracker Barrel
CBRL
$1.26B
$7.56M ﹤0.01%
43,736
-1,330
-3% -$203K
CCS icon
1572
Century Communities
CCS
$1.98B
$7.55M ﹤0.01%
125,197
+42,245
+51% +$2.3M
MOG.A icon
1573
Moog Inc Class A
MOG.A
$12.4B
$7.54M ﹤0.01%
90,642
+3,704
+4% +$296K
RBA icon
1574
RB Global
RBA
$21.5B
$7.53M ﹤0.01%
128,662
+9,580
+8% +$562K
LZB icon
1575
La-Z-Boy
LZB
$1.64B
$7.52M ﹤0.01%
176,921
-27,676
-14% -$1.16M
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 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.