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
GTX icon
3451
Garrett Motion
GTX
$5.37B
$54K ﹤0.01%
10,467
-1,879
-15% -$9.69K
MNOV icon
3452
MediciNova
MNOV
$63.5M
$53K ﹤0.01%
10,414
-2,893
-22% -$16.8K
SD icon
3453
SandRidge Energy
SD
$503M
$53K ﹤0.01%
13,648
-636
-4% -$2.9K
LCTX icon
3454
Lineage Cell Therapeutics
LCTX
$264M
$52K ﹤0.01%
+22,064
New +$53K
QUAD icon
3455
Quad
QUAD
$479M
$51K ﹤0.01%
14,532
-23,370
-62% -$111K
ACER
3456
DELISTED
Acer Therapeutics Inc
ACER
$51K ﹤0.01%
16,514
-5,075
-24% -$17.3K
ASAP
3457
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$49K ﹤0.01%
830
-94
-10% -$6.24K
CPIX icon
3458
Cumberland Pharmaceuticals
CPIX
$99.8M
$47K ﹤0.01%
15,618
-993
-6% -$3.23K
SB icon
3459
Safe Bulkers
SB
$772M
$47K ﹤0.01%
+19,175
New +$45.1K
III icon
3460
Information Services Group
III
$204M
$46K ﹤0.01%
+10,496
New +$40.3K
MBIO icon
3461
Mustang Bio
MBIO
$4.39M
$46K ﹤0.01%
19
+2
+12% +$5.95K
TH icon
3462
Target Hospitality
TH
$1.43B
$42K ﹤0.01%
16,642
+1,390
+9% +$2.57K
TXMD icon
3463
TherapeuticsMD
TXMD
$23.8M
$42K ﹤0.01%
632
-41
-6% -$3.21K
BEST
3464
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$41K ﹤0.01%
1,077
-9,197
-90% -$418K
NEXT icon
3465
NextDecade
NEXT
$1.68B
$39K ﹤0.01%
14,656
-1,086
-7% -$2.41K
CHMA
3466
DELISTED
Chiasma, Inc. Common Stock
CHMA
$39K ﹤0.01%
12,375
+758
+7% +$2.91K
REFR icon
3467
Research Frontiers
REFR
$13.6M
$38K ﹤0.01%
13,389
+2,587
+24% +$10K
ENZ
3468
DELISTED
Enzo Biochem, Inc.
ENZ
$37K ﹤0.01%
+10,715
New +$33.3K
TK icon
3469
Teekay
TK
$996M
$36K ﹤0.01%
11,169
-1,009
-8% -$3.1K
CEPU
3470
Central Puerto
CEPU
$2.16B
$35K ﹤0.01%
15,382
-19,200
-56% -$44.6K
NBRV
3471
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$28K ﹤0.01%
671
– –
ASRT
3472
DELISTED
Assertio
ASRT
$11K ﹤0.01%
277
– –
ACTA
3473
DELISTED
Actua Corp
ACTA
$5K ﹤0.01%
107,574
– –
ACWX icon
3474
iShares MSCI ACWI ex US ETF
ACWX
$11.2B
– –
-5,150
Closed -$273K
AMAL icon
3475
Amalgamated Financial
AMAL
$1.47B
– –
-10,093
Closed -$139K
137 138
139
140 141

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.