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
NAT icon
2826
Nordic American Tanker
NAT
$1.41B
$808K ﹤0.01%
248,515
-28,660
-10% -$92.4K
FDT icon
2827
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.27B
$805K ﹤0.01%
13,397
+110
+0.8% +$6.51K
PCSB
2828
DELISTED
PCSB Financial Corporation
PCSB
$798K ﹤0.01%
48,057
+5,542
+13% +$90.8K
FNCL icon
2829
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
$797K ﹤0.01%
16,290
+2,487
+18% +$115K
NCMI icon
2830
National CineMedia
NCMI
$375M
$796K ﹤0.01%
17,237
+2,201
+15% +$97.2K
HMY icon
2831
Harmony Gold Mining
HMY
$10.1B
$795K ﹤0.01%
182,253
+125,424
+221% +$545K
APG icon
2832
APi Group
APG
$17B
$782K ﹤0.01%
56,709
-35,046
-38% -$440K
CDMO
2833
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$782K ﹤0.01%
42,895
+19,137
+81% +$318K
RIGL icon
2834
Rigel Pharmaceuticals
RIGL
$704M
$778K ﹤0.01%
22,740
+11,658
+105% +$462K
TEAF
2835
DELISTED
Ecofin Sustainable & Social Impact Term Fund
TEAF
$776K ﹤0.01%
+54,083
New +$745K
ONT
2836
Onterris Inc
ONT
$731M
$775K ﹤0.01%
15,435
-4,514
-23% -$191K
DOYU
2837
DouYu International Holdings
DOYU
$142M
$773K ﹤0.01%
7,421
+5,514
+289% +$747K
FNDE icon
2838
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.66B
$773K ﹤0.01%
25,122
-80
-0.3% -$2.4K
DSPG
2839
DELISTED
DSP Group Inc
DSPG
$771K ﹤0.01%
54,125
+277
+0.5% +$4.43K
MANU icon
2840
Manchester United
MANU
$4.04B
$766K ﹤0.01%
48,637
-16,848
-26% -$285K
QUOT
2841
DELISTED
Quotient Technology Inc
QUOT
$766K ﹤0.01%
46,897
+5,698
+14% +$70.3K
FDN icon
2842
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$763K ﹤0.01%
3,497
+459
+15% +$102K
FHLC icon
2843
Fidelity MSCI Health Care Index ETF
FHLC
$3.3B
$762K ﹤0.01%
12,929
+2,108
+19% +$125K
ALSK
2844
DELISTED
Alaska Communications Systems
ALSK
$758K ﹤0.01%
233,222
+13,365
+6% +$43.8K
WMG icon
2845
Warner Music
WMG
$14.4B
$756K ﹤0.01%
22,035
-5,818
-21% -$208K
TPB icon
2846
Turning Point Brands
TPB
$1.47B
$751K ﹤0.01%
14,403
-10,424
-42% -$520K
EFC
2847
Ellington Financial
EFC
$1.69B
$749K ﹤0.01%
46,799
-357
-0.8% -$5.63K
XENT
2848
DELISTED
Intersect ENT, Inc
XENT
$749K ﹤0.01%
35,873
+22
+0.1% +$508
JTA
2849
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$747K ﹤0.01%
69,514
+53,417
+332% +$539K
DGII icon
2850
Digi International
DGII
$2.57B
$746K ﹤0.01%
39,265
+3,323
+9% +$68.9K
112 113
114
115 116

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.