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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
SCD
2551
LMP Capital and Income Fund
SCD
$354M
$1.51M ﹤0.01%
118,932
+91,986
+341% +$1.12M
TPTX
2552
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$1.51M ﹤0.01%
15,941
-9,423
-37% -$1.12M
BSRR icon
2553
Sierra Bancorp
BSRR
$527M
$1.5M ﹤0.01%
55,880
-14,551
-21% -$366K
BKD icon
2554
Brookdale Senior Living
BKD
$3.49B
$1.5M ﹤0.01%
247,465
-215,295
-47% -$1.16M
FMTX
2555
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$1.5M ﹤0.01%
53,350
+20,636
+63% +$745K
ASIX icon
2556
AdvanSix
ASIX
$555M
$1.49M ﹤0.01%
55,653
-1,589
-3% -$40.6K
TPIC
2557
DELISTED
TPI Composites
TPIC
$1.49M ﹤0.01%
26,374
-196
-0.7% -$11.8K
PACK icon
2558
Ranpak Holdings
PACK
$442M
$1.48M ﹤0.01%
73,772
-134,832
-65% -$2.51M
CNXN icon
2559
PC Connection
CNXN
$2.08B
$1.48M ﹤0.01%
31,796
-12,581
-28% -$622K
ELF icon
2560
e.l.f. Beauty
ELF
$4.85B
$1.47M ﹤0.01%
54,910
+15,350
+39% +$383K
LRN icon
2561
Stride
LRN
$3.53B
$1.47M ﹤0.01%
48,897
+36,178
+284% +$939K
BRY
2562
DELISTED
Berry Corp
BRY
$1.47M ﹤0.01%
266,546
-12,887
-5% -$63.4K
CENT icon
2563
Central Garden & Pet Co
CENT
$2.71B
$1.46M ﹤0.01%
31,473
+13,940
+80% +$525K
PRO
2564
DELISTED
PROS Holdings
PRO
$1.46M ﹤0.01%
34,321
-535
-2% -$24.4K
BOX icon
2565
Box
BOX
$4.31B
$1.46M ﹤0.01%
63,468
-25,030
-28% -$487K
RGP icon
2566
Resources Connection
RGP
$147M
$1.46M ﹤0.01%
107,491
+25,753
+32% +$332K
RJET
2567
Republic Airways Holdings
RJET
$1.02B
$1.45M ﹤0.01%
7,183
+790
+12% +$124K
TIMB icon
2568
TIM SA
TIMB
$9.13B
$1.44M ﹤0.01%
127,228
+3,286
+3% +$40.3K
PFBC icon
2569
Preferred Bank
PFBC
$1.24B
$1.44M ﹤0.01%
22,656
-1,905
-8% -$108K
ATNI icon
2570
ATN International
ATNI
$361M
$1.44M ﹤0.01%
29,363
+390
+1% +$18.5K
FSV icon
2571
FirstService
FSV
$6.65B
$1.44M ﹤0.01%
9,730
+20
+0.2% +$2.91K
MFGP
2572
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$1.44M ﹤0.01%
187,700
-52,230
-22% -$327K
AUD
2573
DELISTED
Audacy, Inc.
AUD
$1.43M ﹤0.01%
273,213
+56,953
+26% +$277K
AXGN icon
2574
Axogen
AXGN
$2.22B
$1.43M ﹤0.01%
70,344
+360
+0.5% +$7.11K
CNSL
2575
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.42M ﹤0.01%
196,782
-44,950
-19% -$267K
101 102
103
104 105

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MCM
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PSUF
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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.