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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
TVRD
2626
Tvardi Therapeutics
TVRD
$19.7M
$1.29M ﹤0.01%
1,648
+199
+14% +$136K
PMX
2627
DELISTED
PIMCO Municipal Income Fund III
PMX
$1.28M ﹤0.01%
+103,607
New +$1.26M
CLAR icon
2628
Clarus
CLAR
$123M
$1.28M ﹤0.01%
74,820
-16,554
-18% -$281K
ATEX icon
2629
Anterix
ATEX
$1.82B
$1.27M ﹤0.01%
26,966
+6,880
+34% +$283K
DHS icon
2630
WisdomTree US High Dividend Fund
DHS
$1.56B
$1.27M ﹤0.01%
16,613
+1,107
+7% +$79.9K
TBIO
2631
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$1.27M ﹤0.01%
76,890
+18,912
+33% +$431K
LOVE icon
2632
LoveSac
LOVE
$236M
$1.26M ﹤0.01%
22,338
+1,482
+7% +$81.9K
INO icon
2633
Inovio Pharmaceuticals
INO
$54M
$1.26M ﹤0.01%
11,321
+1,998
+21% +$263K
VO icon
2634
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$1.26M ﹤0.01%
22,796
+1,772
+8% +$96.2K
SUSA icon
2635
iShares ESG Optimized MSCI USA ETF
SUSA
$4B
$1.26M ﹤0.01%
14,348
-44
-0.3% -$3.75K
LPG icon
2636
Dorian LPG
LPG
$1.98B
$1.25M ﹤0.01%
95,509
+3,489
+4% +$46.3K
FLNA
2637
Filana Therapeutics
FLNA
$46.4M
$1.25M ﹤0.01%
+27,848
New +$1.1M
OSG
2638
Octave Specialty Group
OSG
$250M
$1.25M ﹤0.01%
74,593
-12,741
-15% -$208K
BWIN
2639
Baldwin Insurance Group
BWIN
$2.6B
$1.25M ﹤0.01%
45,828
-1,152
-2% -$31.3K
RDNT icon
2640
RadNet
RDNT
$4.93B
$1.25M ﹤0.01%
57,379
+1,034
+2% +$20.9K
CHRS icon
2641
Coherus Oncology
CHRS
$227M
$1.25M ﹤0.01%
85,357
-24,502
-22% -$416K
MGRC icon
2642
McGrath RentCorp
MGRC
$2.81B
$1.25M ﹤0.01%
15,453
+1,398
+10% +$107K
TCRR
2643
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$1.24M ﹤0.01%
56,200
-752
-1% -$20.5K
WTTR icon
2644
Select Water Solutions
WTTR
$2.26B
$1.24M ﹤0.01%
248,993
-19,262
-7% -$112K
MEN
2645
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$1.24M ﹤0.01%
+104,939
New +$1.26M
VLGEA icon
2646
Village Super Market
VLGEA
$651M
$1.24M ﹤0.01%
52,498
+18,908
+56% +$438K
ALLO icon
2647
Allogene Therapeutics
ALLO
$680M
$1.24M ﹤0.01%
35,007
+21,838
+166% +$737K
CSAN icon
2648
Cosan
CSAN
$3.12B
$1.24M ﹤0.01%
+76,533
New +$1.24M
FWONA icon
2649
Liberty Media Series A
FWONA
$23.1B
$1.23M ﹤0.01%
33,729
+1,733
+5% +$64.7K
BHVN
2650
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$1.23M ﹤0.01%
18,032
-11,559
-39% -$935K
104 105
106
107 108

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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.