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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
FTS icon
2726
Fortis
FTS
$29.3B
$1.03M ﹤0.01%
23,778
-1,056
-4% -$43.3K
RLAY icon
2727
Relay Therapeutics
RLAY
$4.24B
$1.03M ﹤0.01%
29,819
+8,272
+38% +$359K
INFN
2728
DELISTED
Infinera Corporation Common Stock
INFN
$1.03M ﹤0.01%
107,072
-12,400
-10% -$122K
BCRX icon
2729
BioCryst Pharmaceuticals
BCRX
$2.35B
$1.03M ﹤0.01%
101,189
+16,655
+20% +$172K
CNR
2730
DELISTED
Cornerstone Building Brands, Inc.
CNR
$1.02M ﹤0.01%
73,025
+837
+1% +$10.1K
NESR
2731
National Energy Services Reunited Corp
NESR
$2.67B
$1.02M ﹤0.01%
82,308
+45,972
+127% +$540K
OPCH icon
2732
Option Care Health
OPCH
$3.36B
$1.01M ﹤0.01%
57,163
-180
-0.3% -$3.37K
FFH
2733
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1M ﹤0.01%
2,303
+26
+1% +$11.3K
FOSL icon
2734
Fossil Group
FOSL
$288M
$1M ﹤0.01%
80,753
-36,983
-31% -$517K
OLMA icon
2735
Olema Pharmaceuticals
OLMA
$1.03B
$1M ﹤0.01%
30,159
+5,519
+22% +$237K
OPRA
2736
Opera Ltd
OPRA
$1.67B
$1M ﹤0.01%
100,080
-1,264
-1% -$13.6K
SFE
2737
DELISTED
Safeguard Scientifics, Inc.
SFE
$1M ﹤0.01%
146,746
+26,847
+22% +$195K
PLTR icon
2738
Palantir
PLTR
$293B
$999K ﹤0.01%
42,915
-32,226
-43% -$884K
SMP icon
2739
Standard Motor Products
SMP
$861M
$999K ﹤0.01%
24,015
-7,260
-23% -$308K
PI icon
2740
Impinj
PI
$4.49B
$996K ﹤0.01%
17,510
+7,749
+79% +$456K
VNOM icon
2741
Viper Energy
VNOM
$8.48B
$989K ﹤0.01%
67,957
+1,472
+2% +$22.6K
PDFS icon
2742
PDF Solutions
PDFS
$1.93B
$976K ﹤0.01%
54,910
-2,955
-5% -$58.6K
JRS icon
2743
Nuveen Real Estate Income Fund
JRS
$250M
$975K ﹤0.01%
101,630
+47,834
+89% +$426K
HUYA
2744
Huya Inc
HUYA
$570M
$974K ﹤0.01%
49,984
+25,662
+106% +$644K
ATSG
2745
DELISTED
Air Transport Services Group
ATSG
$974K ﹤0.01%
33,302
-87,750
-72% -$2.49M
IVH
2746
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$974K ﹤0.01%
71,402
+46,141
+183% +$616K
RCUS icon
2747
Arcus Biosciences
RCUS
$3.55B
$973K ﹤0.01%
34,645
+5,335
+18% +$186K
ALGM icon
2748
Allegro MicroSystems
ALGM
$7.72B
$972K ﹤0.01%
38,327
+14,264
+59% +$408K
NPK icon
2749
National Presto Industries
NPK
$871M
$966K ﹤0.01%
9,465
-225
-2% -$22.1K
RCKY icon
2750
Rocky Brands
RCKY
$366M
$966K ﹤0.01%
+17,860
New +$701K
108 109
110
111 112

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AF
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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.