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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
ECVT icon
2776
Ecovyst
ECVT
$1.32B
$910K ﹤0.01%
54,501
-3,063
-5% -$48.7K
ZGNX
2777
DELISTED
Zogenix, Inc.
ZGNX
$907K ﹤0.01%
46,473
-21,520
-32% -$441K
RYTM icon
2778
Rhythm Pharmaceuticals
RYTM
$7.25B
$905K ﹤0.01%
42,555
+8,679
+26% +$252K
TWI icon
2779
Titan International
TWI
$474M
$905K ﹤0.01%
97,544
+51,359
+111% +$403K
JHMM icon
2780
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
$901K ﹤0.01%
18,330
-836
-4% -$39.8K
LCUT icon
2781
Lifetime Brands
LCUT
$192M
$900K ﹤0.01%
61,285
+50,919
+491% +$736K
PKOH icon
2782
Park-Ohio Holdings
PKOH
$568M
$895K ﹤0.01%
28,424
-392
-1% -$12.9K
CUTR
2783
DELISTED
Cutera, Inc.
CUTR
$895K ﹤0.01%
29,771
+2,057
+7% +$60.8K
TLYS icon
2784
Tilly's
TLYS
$113M
$884K ﹤0.01%
78,080
+7,178
+10% +$76.8K
VRM icon
2785
Vroom Inc
VRM
$35.9M
$882K ﹤0.01%
283
+197
+229% +$638K
VOX icon
2786
Vanguard Communication Services ETF
VOX
$5.52B
$881K ﹤0.01%
6,777
+1,430
+27% +$182K
TLND
2787
DELISTED
Talend S.A. American Depositary Shares
TLND
$878K ﹤0.01%
13,790
-157
-1% -$8.16K
STFC
2788
DELISTED
State Auto Financial Corp
STFC
$878K ﹤0.01%
44,562
-940
-2% -$17.3K
PING
2789
DELISTED
Ping Identity Holding Corp.
PING
$876K ﹤0.01%
39,963
+5,220
+15% +$147K
XERS icon
2790
Xeris Biopharma Holdings
XERS
$1.45B
$875K ﹤0.01%
194,005
+16,174
+9% +$87.2K
CGC
2791
Canopy Growth
CGC
$388M
$874K ﹤0.01%
2,729
+105
+4% +$37.2K
VRRM icon
2792
Verra Mobility
VRRM
$781M
$872K ﹤0.01%
64,396
+2,968
+5% +$41.2K
FSR
2793
DELISTED
Fisker Inc.
FSR
$869K ﹤0.01%
+50,491
New +$924K
LCI
2794
DELISTED
Lannett Company, Inc.
LCI
$866K ﹤0.01%
40,981
-6,462
-14% -$170K
CMRC
2795
Commerce.com Inc Series 1
CMRC
$261M
$865K ﹤0.01%
14,967
-7,370
-33% -$490K
SRG
2796
Seritage Growth Properties
SRG
$137M
$865K ﹤0.01%
47,145
-5,287
-10% -$98K
EPM icon
2797
Evolution Petroleum
EPM
$131M
$862K ﹤0.01%
255,176
-78,086
-23% -$269K
HOFT icon
2798
Hooker Furnishings Corp
HOFT
$150M
$861K ﹤0.01%
23,616
-535
-2% -$18.3K
MDGL icon
2799
Madrigal Pharmaceuticals
MDGL
$11.4B
$861K ﹤0.01%
7,357
+4,139
+129% +$483K
BWB icon
2800
Bridgewater Bancshares
BWB
$572M
$859K ﹤0.01%
53,166
+8,794
+20% +$130K
110 111
112
113 114

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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.