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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
EEMS icon
2526
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$346M
$1.59M ﹤0.01%
27,608
+5,108
+23% +$286K
INNV icon
2527
InnovAge Holding
INNV
$1.5B
$1.58M ﹤0.01%
+61,150
New +$1.51M
KREF
2528
KKR Real Estate Finance Trust
KREF
$444M
$1.57M ﹤0.01%
85,487
-1,042
-1% -$19.1K
AT
2529
DELISTED
Atlantic Power Corporation
AT
$1.57M ﹤0.01%
543,271
+143,570
+36% +$403K
LMND icon
2530
Lemonade
LMND
$3.76B
$1.56M ﹤0.01%
16,800
-9,214
-35% -$1.19M
SLQT icon
2531
SelectQuote
SLQT
$124M
$1.56M ﹤0.01%
+52,905
New +$1.39M
ABTX
2532
DELISTED
Allegiance Bancshares
ABTX
$1.55M ﹤0.01%
38,276
+1,613
+4% +$61.6K
VVX icon
2533
V2X
VVX
$2.7B
$1.55M ﹤0.01%
29,017
-1,750
-6% -$96K
FRST icon
2534
Primis Financial Corp
FRST
$392M
$1.54M ﹤0.01%
106,208
+177
+0.2% +$2.43K
TILE icon
2535
Interface
TILE
$1.95B
$1.54M ﹤0.01%
123,758
+9,058
+8% +$108K
SEI
2536
Solaris Energy Infrastructure
SEI
$3.15B
$1.54M ﹤0.01%
125,854
-313
-0.2% -$3.57K
PPD
2537
DELISTED
PPD, Inc. Common Stock
PPD
$1.54M ﹤0.01%
40,777
+1,503
+4% +$53.9K
HEFA icon
2538
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.47B
$1.54M ﹤0.01%
46,700
– –
IMAX icon
2539
IMAX
IMAX
$2.58B
$1.53M ﹤0.01%
76,361
+285
+0.4% +$5.68K
BATRK icon
2540
Atlanta Braves Holdings Series B
BATRK
$3.23B
$1.53M ﹤0.01%
55,091
+2,776
+5% +$78.4K
HCKT icon
2541
Hackett Group
HCKT
$267M
$1.53M ﹤0.01%
93,353
+1,195
+1% +$18.5K
AMRC icon
2542
Ameresco
AMRC
$1.1B
$1.52M ﹤0.01%
31,331
-14,979
-32% -$825K
LMB icon
2543
Limbach Holdings
LMB
$841M
$1.52M ﹤0.01%
144,302
+82,345
+133% +$1.06M
XIFR
2544
XPLR Infrastructure LP
XIFR
$1.12B
$1.52M ﹤0.01%
20,881
+1,830
+10% +$141K
PRTA icon
2545
Prothena Corp
PRTA
$424M
$1.52M ﹤0.01%
60,471
+287
+0.5% +$5.4K
HLX icon
2546
Helix Energy Solutions
HLX
$1.35B
$1.52M ﹤0.01%
300,601
-10,897
-3% -$54.3K
BIPC icon
2547
Brookfield Infrastructure
BIPC
$5.24B
$1.52M ﹤0.01%
29,766
+4,236
+17% +$191K
CMTL icon
2548
Comtech Telecommunications
CMTL
$50.6M
$1.51M ﹤0.01%
60,994
-17,652
-22% -$449K
OPK icon
2549
Opko Health
OPK
$970M
$1.51M ﹤0.01%
352,382
+12,026
+4% +$57.4K
DXPE icon
2550
DXP Enterprises
DXPE
$2.41B
$1.51M ﹤0.01%
50,052
+3,089
+7% +$88K
100 101
102
103 104

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.