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
WNS
1826
DELISTED
WNS Holdings
WNS
$5.09M ﹤0.01%
70,240
-3,658
-5% -$267K
KOF icon
1827
Coca-Cola Femsa
KOF
$22.9B
$5.05M ﹤0.01%
109,340
+13,393
+14% +$614K
NOMD icon
1828
Nomad Foods
NOMD
$1.73B
$5.05M ﹤0.01%
183,871
+33,518
+22% +$867K
SHEN icon
1829
Shenandoah Telecom
SHEN
$631M
$5.04M ﹤0.01%
103,345
+13,968
+16% +$639K
VCEL icon
1830
Vericel Corp
VCEL
$2.43B
$5.04M ﹤0.01%
90,804
+69,082
+318% +$3.13M
XLK icon
1831
State Street Technology Select Sector SPDR ETF
XLK
$115B
$5.03M ﹤0.01%
75,740
+4,392
+6% +$290K
CUB
1832
DELISTED
Cubic Corporation
CUB
$5.03M ﹤0.01%
67,409
+1,344
+2% +$91.7K
MRTN icon
1833
Marten Transport
MRTN
$1.21B
$5.03M ﹤0.01%
296,179
-34,201
-10% -$578K
POLY
1834
DELISTED
Plantronics, Inc.
POLY
$5.03M ﹤0.01%
129,151
-2,473
-2% -$92.9K
CRNC icon
1835
Cerence
CRNC
$375M
$5.02M ﹤0.01%
56,043
-16,409
-23% -$1.81M
TNC icon
1836
Tennant Co
TNC
$1.41B
$5.02M ﹤0.01%
62,804
+4,206
+7% +$319K
CET
1837
Central Securities Corp
CET
$1.55B
$5.02M ﹤0.01%
132,307
+78,412
+145% +$2.78M
SPHR icon
1838
Sphere Entertainment
SPHR
$5.31B
$5.01M ﹤0.01%
61,247
+5,752
+10% +$573K
RDUS
1839
DELISTED
Radius Recycling
RDUS
$5.01M ﹤0.01%
119,824
+58,964
+97% +$2.15M
INDB icon
1840
Independent Bank
INDB
$4.02B
$5M ﹤0.01%
59,429
+6,198
+12% +$518K
MGPI icon
1841
MGP Ingredients
MGPI
$380M
$5M ﹤0.01%
84,582
+2,567
+3% +$156K
SMAR
1842
DELISTED
Smartsheet Inc.
SMAR
$5M ﹤0.01%
78,141
+11,933
+18% +$835K
EIDO icon
1843
iShares MSCI Indonesia ETF
EIDO
$480M
$4.99M ﹤0.01%
+228,495
New +$5.37M
BANF icon
1844
BancFirst
BANF
$3.77B
$4.99M ﹤0.01%
70,539
+8,470
+14% +$561K
CPF icon
1845
Central Pacific Financial
CPF
$1.02B
$4.99M ﹤0.01%
186,877
+29,035
+18% +$663K
CXSE icon
1846
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$489M
$4.98M ﹤0.01%
76,411
+3,970
+5% +$283K
UFCS icon
1847
United Fire Group
UFCS
$1.34B
$4.98M ﹤0.01%
143,061
+383
+0.3% +$12.1K
IMKTA icon
1848
Ingles Markets
IMKTA
$1.7B
$4.97M ﹤0.01%
80,606
-788
-1% -$41.2K
PCH
1849
DELISTED
PotlatchDeltic
PCH
$4.96M ﹤0.01%
93,628
-15,201
-14% -$785K
CLDT
1850
Chatham Lodging
CLDT
$622M
$4.95M ﹤0.01%
376,293
-20,490
-5% -$260K
72 73
74
75 76

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.