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
GES
2076
DELISTED
Guess Inc
GES
$3.38M ﹤0.01%
143,727
-6,112
-4% -$151K
CMP icon
2077
Compass Minerals
CMP
$1.25B
$3.37M ﹤0.01%
53,765
-3,102
-5% -$199K
CCXI
2078
DELISTED
ChemoCentryx, Inc.
CCXI
$3.37M ﹤0.01%
65,743
+13,718
+26% +$825K
NVG icon
2079
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.69B
$3.36M ﹤0.01%
+198,896
New +$3.32M
WBT
2080
DELISTED
Welbilt, Inc.
WBT
$3.36M ﹤0.01%
206,589
+69,650
+51% +$1.05M
NZF icon
2081
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$3.35M ﹤0.01%
207,292
+186,427
+893% +$3M
TWST icon
2082
Twist Bioscience
TWST
$5.69B
$3.34M ﹤0.01%
26,987
+1,001
+4% +$152K
ACLS icon
2083
Axcelis
ACLS
$3.85B
$3.33M ﹤0.01%
81,160
-18,725
-19% -$698K
IVR icon
2084
Invesco Mortgage Capital
IVR
$759M
$3.33M ﹤0.01%
83,142
+21,811
+36% +$823K
SAFE
2085
DELISTED
Safehold Inc.
SAFE
$3.33M ﹤0.01%
47,500
+783
+2% +$59.1K
AVNS
2086
DELISTED
Avanos Medical
AVNS
$3.32M ﹤0.01%
75,924
+2,691
+4% +$126K
MODN
2087
DELISTED
MODEL N, INC.
MODN
$3.31M ﹤0.01%
94,085
+1,605
+2% +$61.7K
FM
2088
DELISTED
iShares Frontier and Select EM ETF
FM
$3.31M ﹤0.01%
112,307
+4,322
+4% +$127K
CAL icon
2089
Caleres
CAL
$437M
$3.31M ﹤0.01%
151,861
-6,205
-4% -$106K
PAC icon
2090
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$3.31M ﹤0.01%
31,425
-1,659
-5% -$177K
RWT
2091
Redwood Trust
RWT
$585M
$3.31M ﹤0.01%
317,499
-9,065
-3% -$87.1K
WABC icon
2092
Westamerica Bancorp
WABC
$1.38B
$3.3M ﹤0.01%
52,588
+9,328
+22% +$568K
ALG icon
2093
Alamo Group
ALG
$1.92B
$3.29M ﹤0.01%
21,076
-2,363
-10% -$359K
CATM
2094
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$3.28M ﹤0.01%
84,639
-3,592
-4% -$140K
MNRL
2095
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$3.28M ﹤0.01%
223,946
-7,442
-3% -$108K
BBIO icon
2096
BridgeBio Pharma
BBIO
$16.1B
$3.26M ﹤0.01%
52,854
+19,687
+59% +$1.29M
AAMI
2097
Acadian Asset Management
AAMI
$2.99B
$3.25M ﹤0.01%
159,717
+56,499
+55% +$1.11M
NTUS
2098
DELISTED
Natus Medical Inc
NTUS
$3.25M ﹤0.01%
127,118
+686
+0.5% +$17.6K
SHYF
2099
DELISTED
The Shyft Group
SHYF
$3.25M ﹤0.01%
87,422
+28,660
+49% +$960K
AYX
2100
DELISTED
Alteryx Inc
AYX
$3.25M ﹤0.01%
39,199
-16,186
-29% -$1.71M
82 83
84
85 86

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.