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
LASR icon
2201
nLIGHT
LASR
$3.83B
$2.76M ﹤0.01%
85,299
-9,069
-10% -$321K
TALO icon
2202
Talos Energy
TALO
$2.47B
$2.76M ﹤0.01%
229,331
-7,516
-3% -$81K
BLUE
2203
DELISTED
bluebird bio
BLUE
$2.75M ﹤0.01%
7,054
-6,990
-50% -$3.44M
RRR icon
2204
Red Rock Resorts
RRR
$3.76B
$2.75M ﹤0.01%
84,530
+24,041
+40% +$696K
STRA icon
2205
Strategic Education
STRA
$1.87B
$2.75M ﹤0.01%
29,924
-12,177
-29% -$1.09M
ARES icon
2206
Ares Management
ARES
$28.6B
$2.75M ﹤0.01%
49,033
+4,282
+10% +$215K
FOE
2207
DELISTED
Ferro Corporation
FOE
$2.74M ﹤0.01%
162,674
+1,927
+1% +$30.7K
SCS
2208
DELISTED
Steelcase
SCS
$2.74M ﹤0.01%
190,524
-24,865
-12% -$352K
AGM icon
2209
Federal Agricultural Mortgage
AGM
$2.48B
$2.74M ﹤0.01%
27,210
-1,310
-5% -$113K
XLV icon
2210
State Street Health Care Select Sector SPDR ETF
XLV
$42B
$2.74M ﹤0.01%
23,476
+2,261
+11% +$261K
IGIB icon
2211
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.4B
$2.73M ﹤0.01%
46,130
– –
AHRT
2212
AH Realty Trust
AHRT
$532M
$2.73M ﹤0.01%
217,642
+12,339
+6% +$151K
HWKN icon
2213
Hawkins
HWKN
$2.57B
$2.73M ﹤0.01%
81,340
+6,678
+9% +$205K
TCBK icon
2214
TriCo Bancshares
TCBK
$1.84B
$2.73M ﹤0.01%
57,553
-363
-0.6% -$15.6K
IBCP icon
2215
Independent Bank Corp
IBCP
$789M
$2.72M ﹤0.01%
115,189
+16,983
+17% +$360K
MYE icon
2216
Myers Industries
MYE
$1.28B
$2.72M ﹤0.01%
137,724
-16,565
-11% -$355K
SPNT icon
2217
SiriusPoint
SPNT
$2.73B
$2.71M ﹤0.01%
266,835
+48,324
+22% +$490K
PAAS icon
2218
Pan American Silver
PAAS
$18.1B
$2.71M ﹤0.01%
90,339
+44,318
+96% +$1.44M
NEWR
2219
DELISTED
New Relic, Inc.
NEWR
$2.71M ﹤0.01%
44,112
+3,491
+9% +$232K
LIVN icon
2220
LivaNova
LIVN
$4.4B
$2.71M ﹤0.01%
36,733
+3,007
+9% +$215K
HFWA icon
2221
Heritage Financial
HFWA
$1.21B
$2.71M ﹤0.01%
95,833
-1,032
-1% -$27K
CASH icon
2222
Pathward Financial
CASH
$1.86B
$2.7M ﹤0.01%
59,621
-3,541
-6% -$151K
HTO
2223
H2O America
HTO
$2.59B
$2.68M ﹤0.01%
42,520
+2,043
+5% +$133K
MGNX icon
2224
MacroGenics
MGNX
$234M
$2.67M ﹤0.01%
83,914
+43,981
+110% +$1.07M
GCP
2225
DELISTED
GCP Applied Technologies Inc.
GCP
$2.67M ﹤0.01%
108,782
+12,009
+12% +$305K
87 88
89
90 91

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.