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
SIEN
3351
DELISTED
Sientra, Inc.
SIEN
$190K ﹤0.01%
2,608
+10
+0.4% +$638
CASA
3352
DELISTED
Casa Systems, Inc. Common Stock
CASA
$189K ﹤0.01%
19,799
-244
-1% -$2.06K
CVGI icon
3353
Commercial Vehicle Group
CVGI
$147M
$182K ﹤0.01%
18,886
-30
-0.2% -$281
GNLN icon
3354
Greenlane Holdings
GNLN
$1.06M
– –
0
– –
PROS
3355
DELISTED
ProSight Global, Inc.
PROS
$177K ﹤0.01%
14,072
-192
-1% -$2.44K
KOS icon
3356
Kosmos Energy
KOS
$1.47B
$174K ﹤0.01%
56,646
-32,179
-36% -$93.9K
CHS
3357
DELISTED
Chicos FAS, Inc.
CHS
$174K ﹤0.01%
52,503
-86,070
-62% -$226K
CMRX
3358
DELISTED
Chimerix, Inc.
CMRX
$172K ﹤0.01%
+17,879
New +$164K
FENC icon
3359
Fennec Pharmaceuticals
FENC
$335M
$171K ﹤0.01%
27,504
-53
-0.2% -$399
BMTX
3360
DELISTED
BM Technologies, Inc.
BMTX
$171K ﹤0.01%
14,714
-445
-3% -$6.03K
BFIN
3361
DELISTED
BankFinancial
BFIN
$170K ﹤0.01%
16,488
-10,399
-39% -$101K
SBBP
3362
DELISTED
Strongbridge Biopharma plc.
SBBP
$170K ﹤0.01%
61,570
-2,578
-4% -$7.78K
DSX icon
3363
Diana Shipping
DSX
$266M
$168K ﹤0.01%
80,304
-124,048
-61% -$243K
GORO icon
3364
Goldgroup Mining Inc.
GORO
$155M
$168K ﹤0.01%
63,551
-528,182
-89% -$1.48M
SCTL
3365
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$168K ﹤0.01%
60,218
-777
-1% -$2.79K
ESSA
3366
DELISTED
ESSA Bancorp
ESSA
$166K ﹤0.01%
10,372
-58
-0.6% -$915
TECX
3367
Tectonic Therapeutic
TECX
$536M
$163K ﹤0.01%
+1,067
New +$174K
NPTN
3368
DELISTED
NEOPHOTONICS CORP
NPTN
$163K ﹤0.01%
13,655
-1,016
-7% -$11.5K
AMR icon
3369
Alpha Metallurgical Resources
AMR
$1.77B
$160K ﹤0.01%
12,653
-1,696
-12% -$23.1K
ATXI
3370
DELISTED
Avenue Therapeutics, Inc. Common Stock
ATXI
$157K ﹤0.01%
23
-2
-8% -$13.7K
FARM
3371
DELISTED
Farmer Brothers
FARM
$155K ﹤0.01%
14,839
+1,309
+10% +$9.42K
TAC icon
3372
TransAlta
TAC
$3.93B
$155K ﹤0.01%
16,380
-5,010
-23% -$44.4K
BW icon
3373
Babcock & Wilcox
BW
$1.18B
$153K ﹤0.01%
+16,115
New +$103K
DRRX
3374
DELISTED
DURECT Corp
DRRX
$153K ﹤0.01%
7,707
+230
+3% +$5.17K
AYTU icon
3375
AYTU BioPharma
AYTU
$22.3M
$152K ﹤0.01%
+1,003
New +$159K
133 134
135
136 137

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.