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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
TSIAU
2751
DELISTED
TS Innovation Acquisitions Corp. Unit
TSIAU
$966K ﹤0.01%
83,690
+737
+0.9% +$10.3K
KALA icon
2752
KALA BIO
KALA
$13.6M
$964K ﹤0.01%
57
-3
-5% -$58.6K
CCO icon
2753
Clear Channel Outdoor Holdings
CCO
$1.23B
$960K ﹤0.01%
533,543
+228,041
+75% +$432K
CPRX
2754
DELISTED
Catalyst Pharmaceutical
CPRX
$955K ﹤0.01%
207,255
+87,726
+73% +$349K
CSTE icon
2755
Caesarstone
CSTE
$71.6M
$953K ﹤0.01%
69,433
+9,181
+15% +$121K
GBDC icon
2756
Golub Capital BDC
GBDC
$3.34B
$953K ﹤0.01%
65,203
-854
-1% -$12.6K
WTI icon
2757
W&T Offshore
WTI
$515M
$951K ﹤0.01%
264,781
+12,766
+5% +$39.7K
SHBI icon
2758
Shore Bancshares
SHBI
$817M
$949K ﹤0.01%
55,757
-532
-0.9% -$8.19K
CRAI icon
2759
CRA International
CRAI
$1.19B
$947K ﹤0.01%
12,683
-8
-0.1% -$486
AGI icon
2760
Alamos Gold
AGI
$11.9B
$946K ﹤0.01%
+121,079
New +$973K
NS
2761
DELISTED
NuStar Energy L.P.
NS
$946K ﹤0.01%
55,351
-2,841
-5% -$48.3K
IBB icon
2762
iShares Biotechnology ETF
IBB
$9.52B
$934K ﹤0.01%
6,201
+1,088
+21% +$173K
TW icon
2763
Tradeweb Markets
TW
$20.8B
$933K ﹤0.01%
12,609
+533
+4% +$36.6K
ATRA icon
2764
Atara Biotherapeutics
ATRA
$73.6M
$932K ﹤0.01%
2,596
+608
+31% +$269K
MLR icon
2765
Miller Industries
MLR
$569M
$931K ﹤0.01%
20,159
+4,027
+25% +$169K
DCP
2766
DELISTED
DCP Midstream, LP
DCP
$929K ﹤0.01%
42,879
-2,576
-6% -$56.7K
WPF.U
2767
DELISTED
Foley Trasimene Acquisition Corp.
WPF.U
$929K ﹤0.01%
86,857
+902
+1% +$10.4K
ORIC icon
2768
Oric Pharmaceuticals
ORIC
$1.2B
$928K ﹤0.01%
37,884
+10,190
+37% +$322K
KPTI icon
2769
Karyopharm Therapeutics
KPTI
$159M
$927K ﹤0.01%
5,874
+609
+12% +$128K
IWY icon
2770
iShares Russell Top 200 Growth ETF
IWY
$15.7B
$926K ﹤0.01%
6,882
+198
+3% +$26.5K
AZEK
2771
DELISTED
The AZEK Co
AZEK
$923K ﹤0.01%
21,957
+14,796
+207% +$633K
ACIC icon
2772
American Coastal Insurance
ACIC
$515M
$922K ﹤0.01%
127,816
+23,417
+22% +$149K
BHR
2773
Braemar Hotels & Resorts
BHR
$160M
$918K ﹤0.01%
151,297
+47,435
+46% +$279K
ORC
2774
Orchid Island Capital
ORC
$1.32B
$917K ﹤0.01%
30,515
+1,441
+5% +$40.4K
THD icon
2775
iShares MSCI Thailand ETF
THD
$364M
$913K ﹤0.01%
11,100
+254
+2% +$20.5K
109 110
111
112 113

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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.