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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
U icon
2576
Unity
U
$14.6B
$1.42M ﹤0.01%
14,114
+1,141
+9% +$141K
PNNT
2577
Pennant Park Investment Corp
PNNT
$217M
$1.41M ﹤0.01%
249,389
+57,036
+30% +$312K
DHIL
2578
DELISTED
Diamond Hill
DHIL
$1.41M ﹤0.01%
9,004
+598
+7% +$92K
PSXP
2579
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$1.4M ﹤0.01%
44,333
-1,802
-4% -$51K
KRNY icon
2580
Kearny Financial
KRNY
$606M
$1.4M ﹤0.01%
116,115
-742
-0.6% -$8.53K
IJJ icon
2581
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.85B
$1.4M ﹤0.01%
13,690
+3,138
+30% +$300K
ROAD icon
2582
Construction Partners
ROAD
$5.75B
$1.39M ﹤0.01%
46,487
+7,071
+18% +$213K
ALTR
2583
DELISTED
Altair Engineering Inc
ALTR
$1.39M ﹤0.01%
22,206
+1,722
+8% +$105K
LOB icon
2584
Live Oak Bancshares
LOB
$1.97B
$1.39M ﹤0.01%
20,257
+4,920
+32% +$258K
NGM
2585
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$1.39M ﹤0.01%
47,642
+12,156
+34% +$340K
SPOK icon
2586
Spok Holdings
SPOK
$225M
$1.38M ﹤0.01%
131,774
+16,145
+14% +$185K
LL
2587
DELISTED
LL Flooring Holdings, Inc.
LL
$1.38M ﹤0.01%
54,984
-5,153
-9% -$143K
SHI
2588
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.38M ﹤0.01%
58,416
-23,476
-29% -$555K
CBAY
2589
DELISTED
Cymabay Therapeutics
CBAY
$1.38M ﹤0.01%
303,879
-240,146
-44% -$1.29M
EYE icon
2590
National Vision
EYE
$1.79B
$1.38M ﹤0.01%
31,371
-376
-1% -$17.9K
JDD
2591
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.38M ﹤0.01%
144,997
+116,805
+414% +$1.05M
SID icon
2592
Companhia Siderúrgica Nacional
SID
$1.34B
$1.37M ﹤0.01%
205,110
+37,301
+22% +$235K
CAMP
2593
DELISTED
CalAmp Corp.
CAMP
$1.37M ﹤0.01%
5,506
+94
+2% +$23.9K
DAKT icon
2594
Daktronics
DAKT
$941M
$1.37M ﹤0.01%
218,927
+69,987
+47% +$396K
OOMA icon
2595
Ooma
OOMA
$589M
$1.37M ﹤0.01%
86,615
-29,785
-26% -$464K
SFL icon
2596
SFL Corp
SFL
$1.64B
$1.37M ﹤0.01%
170,826
+31,337
+22% +$232K
YZC
2597
DELISTED
Yanzhou Coal Mining
YZC
$1.37M ﹤0.01%
116,507
-6,093
-5% -$71.6K
RRGB icon
2598
Red Robin
RRGB
$144M
$1.37M ﹤0.01%
34,269
-1,994
-5% -$60.3K
BEAM icon
2599
Beam Therapeutics
BEAM
$2.73B
$1.37M ﹤0.01%
17,064
-11,751
-41% -$1.12M
FDMT icon
2600
4D Molecular Therapeutics
FDMT
$526M
$1.36M ﹤0.01%
31,473
-2,971
-9% -$132K
102 103
104
105 106

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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.