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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
CHUY
2676
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.16M ﹤0.01%
26,180
+2,391
+10% +$91.9K
PRPL icon
2677
Purple Innovation
PRPL
$31.6M
$1.16M ﹤0.01%
1,462
+507
+53% +$441K
NVEC icon
2678
NVE Corp
NVEC
$555M
$1.15M ﹤0.01%
16,463
+857
+5% +$58.1K
FF icon
2679
Future Fuel
FF
$218M
$1.15M ﹤0.01%
79,098
-2,492
-3% -$36.8K
RMNI icon
2680
Rimini Street
RMNI
$454M
$1.14M ﹤0.01%
127,283
+106,146
+502% +$821K
ARLO icon
2681
Arlo Technologies
ARLO
$1.57B
$1.13M ﹤0.01%
180,551
-7,552
-4% -$59.2K
SP
2682
DELISTED
SP Plus Corporation
SP
$1.13M ﹤0.01%
34,558
-5,210
-13% -$168K
FTEC icon
2683
Fidelity MSCI Information Technology Index ETF
FTEC
$19.9B
$1.13M ﹤0.01%
10,687
+1,640
+18% +$174K
LAUR icon
2684
Laureate Education
LAUR
$5.38B
$1.13M ﹤0.01%
83,153
+2,832
+4% +$39.8K
EFSC icon
2685
Enterprise Financial Services Corp
EFSC
$2.39B
$1.13M ﹤0.01%
22,753
+11
+0% +$463
IQ icon
2686
iQIYI
IQ
$1.24B
$1.13M ﹤0.01%
67,700
+7,776
+13% +$180K
SOXX icon
2687
iShares Semiconductor ETF
SOXX
$41.7B
$1.13M ﹤0.01%
7,959
-9
-0.1% -$1.23K
MNP
2688
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$1.12M ﹤0.01%
73,218
+16,816
+30% +$254K
VIV icon
2689
Telefônica Brasil
VIV
$20.6B
$1.12M ﹤0.01%
142,084
-106,941
-43% -$893K
DRNA
2690
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$1.12M ﹤0.01%
43,712
+15,815
+57% +$404K
ECH icon
2691
iShares MSCI Chile ETF
ECH
$1.02B
$1.11M ﹤0.01%
+32,500
New +$1.05M
EVOP
2692
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$1.11M ﹤0.01%
40,452
+386
+1% +$10.4K
ALLK
2693
DELISTED
Allakos
ALLK
$1.11M ﹤0.01%
9,692
-9,516
-50% -$1.2M
CNR
2694
Core Natural Resources Inc
CNR
$4.09B
$1.11M ﹤0.01%
114,435
-6,685
-6% -$65.3K
PLSE icon
2695
Pulse Biosciences
PLSE
$2.43B
$1.11M ﹤0.01%
46,914
+2,477
+6% +$74K
WLL
2696
DELISTED
Whiting Petroleum Corporation
WLL
$1.11M ﹤0.01%
31,279
+618
+2% +$18.5K
AXNX
2697
DELISTED
Axonics, Inc. Common Stock
AXNX
$1.11M ﹤0.01%
18,480
+1,690
+10% +$91.9K
TLS icon
2698
Telos
TLS
$324M
$1.11M ﹤0.01%
29,169
+17,492
+150% +$616K
HNGR
2699
DELISTED
Hanger Inc.
HNGR
$1.1M ﹤0.01%
48,348
+2,357
+5% +$54K
HSII
2700
DELISTED
Heidrick & Struggles
HSII
$1.1M ﹤0.01%
30,794
+929
+3% +$31.5K
106 107
108
109 110

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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.