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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
SRNE
2701
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$1.1M ﹤0.01%
132,888
+23,331
+21% +$246K
LESL icon
2702
Leslie's
LESL
$8.12M
$1.1M ﹤0.01%
2,237
+1,485
+197% +$758K
VWTR
2703
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$1.09M ﹤0.01%
122,217
+52,561
+75% +$489K
ESTE
2704
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$1.09M ﹤0.01%
152,158
-10,930
-7% -$74.2K
CKH
2705
DELISTED
Seacor Holdings Inc.
CKH
$1.09M ﹤0.01%
26,698
-70
-0.3% -$2.93K
AXIA
2706
AXIA Energia
AXIA
$23.9B
$1.08M ﹤0.01%
223,804
+15,993
+8% +$74K
IIIV icon
2707
i3 Verticals
IIIV
$411M
$1.08M ﹤0.01%
34,713
+19,448
+127% +$620K
VGSH icon
2708
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.07M ﹤0.01%
17,472
+1,950
+13% +$120K
WIFI
2709
DELISTED
Boingo Wireless, Inc.
WIFI
$1.07M ﹤0.01%
76,154
-3,296
-4% -$43K
CMO
2710
DELISTED
Capstead Mortgage Corp.
CMO
$1.07M ﹤0.01%
171,071
-43,560
-20% -$256K
KURA icon
2711
Kura Oncology
KURA
$826M
$1.06M ﹤0.01%
37,531
+5,392
+17% +$171K
HAYN
2712
DELISTED
Haynes International, Inc.
HAYN
$1.06M ﹤0.01%
35,608
+1,916
+6% +$51.7K
NVEE
2713
DELISTED
NV5 Global
NVEE
$1.05M ﹤0.01%
43,652
+3,800
+10% +$90.6K
EMBJ
2714
Embraer S.A. ADS
EMBJ
$12.1B
$1.05M ﹤0.01%
105,003
-4,590
-4% -$37.5K
SBLK icon
2715
Star Bulk Carriers
SBLK
$3.25B
$1.05M ﹤0.01%
71,444
– –
AEGN
2716
DELISTED
Aegion Corp
AEGN
$1.05M ﹤0.01%
36,432
+4,871
+15% +$116K
BV icon
2717
BrightView Holdings
BV
$1.23B
$1.04M ﹤0.01%
61,920
-4,654
-7% -$74.5K
IDT icon
2718
IDT Corp
IDT
$1.64B
$1.04M ﹤0.01%
46,042
+2,403
+6% +$43K
MNKD icon
2719
MannKind Corp
MNKD
$1.27B
$1.04M ﹤0.01%
266,033
+175,022
+192% +$718K
ACTG icon
2720
Acacia Research
ACTG
$426M
$1.04M ﹤0.01%
156,514
-4,142
-3% -$26.1K
PTGX icon
2721
Protagonist Therapeutics
PTGX
$8.92B
$1.04M ﹤0.01%
40,199
-8,303
-17% -$210K
GNMK
2722
DELISTED
GenMark Diagnostics, Inc
GNMK
$1.04M ﹤0.01%
43,480
-81,052
-65% -$1.51M
LAND
2723
Gladstone Land Corp
LAND
$357M
$1.04M ﹤0.01%
56,714
+3,757
+7% +$65K
NCNO icon
2724
nCino
NCNO
$2.01B
$1.03M ﹤0.01%
15,507
+9,172
+145% +$655K
MSGN
2725
DELISTED
MSG Networks Inc.
MSGN
$1.03M ﹤0.01%
68,849
-5,842
-8% -$97.8K
107 108
109
110 111

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MCM
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PSUF
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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.