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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
JAMF
2801
DELISTED
Jamf
JAMF
$856K ﹤0.01%
24,230
+3,652
+18% +$133K
LDP icon
2802
Cohen & Steers Duration Preferred & Income Fund
LDP
$600M
$852K ﹤0.01%
32,629
-6,485
-17% -$166K
VIS icon
2803
Vanguard Industrials ETF
VIS
$8.04B
$848K ﹤0.01%
4,480
+770
+21% +$137K
GFL icon
2804
GFL Environmental
GFL
$14.9B
$846K ﹤0.01%
24,216
+32
+0.1% +$989
VTWO icon
2805
Vanguard Russell 2000 ETF
VTWO
$17.4B
$846K ﹤0.01%
9,496
-734
-7% -$64.7K
DTIL icon
2806
Precision BioSciences
DTIL
$181M
$845K ﹤0.01%
2,720
+798
+42% +$279K
RTL
2807
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$845K ﹤0.01%
86,038
-13,134
-13% -$114K
ANIK icon
2808
Anika Therapeutics
ANIK
$240M
$844K ﹤0.01%
20,696
+626
+3% +$23.7K
SITM icon
2809
SiTime
SITM
$15.8B
$844K ﹤0.01%
8,560
-6,658
-44% -$780K
VET icon
2810
Vermilion Energy
VET
$1.76B
$840K ﹤0.01%
115,425
-2,373
-2% -$14.7K
FFWM
2811
DELISTED
First Foundation Inc
FFWM
$838K ﹤0.01%
35,709
-2,986
-8% -$66.7K
OEF icon
2812
iShares S&P 100 ETF
OEF
$19.9B
$838K ﹤0.01%
4,663
+674
+17% +$119K
BRG
2813
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$837K ﹤0.01%
82,770
+5,295
+7% +$59.6K
RVMD icon
2814
Revolution Medicines
RVMD
$40.9B
$835K ﹤0.01%
18,206
+5,435
+43% +$244K
IIIN icon
2815
Insteel Industries
IIIN
$593M
$833K ﹤0.01%
27,007
+1,058
+4% +$31.6K
APTS
2816
DELISTED
Preferred Apartment Communities, Inc.
APTS
$833K ﹤0.01%
84,531
-5,618
-6% -$47.8K
GLDD
2817
DELISTED
Great Lakes Dredge & Dock
GLDD
$831K ﹤0.01%
57,025
-3,347
-6% -$48.8K
JOUT icon
2818
Johnson Outdoors
JOUT
$493M
$823K ﹤0.01%
5,767
-1,264
-18% -$159K
TG icon
2819
Tredegar Corp
TG
$262M
$823K ﹤0.01%
54,810
-18,433
-25% -$295K
CCCC icon
2820
C4 Therapeutics
CCCC
$405M
$818K ﹤0.01%
22,120
+7,916
+56% +$315K
WMC
2821
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$815K ﹤0.01%
25,553
+544
+2% +$17.2K
QIWI
2822
DELISTED
QIWI PLC
QIWI
$813K ﹤0.01%
76,326
-11,350
-13% -$122K
FLXS icon
2823
Flexsteel Industries
FLXS
$301M
$810K ﹤0.01%
23,250
-921
-4% -$32.5K
OCFC icon
2824
OceanFirst Financial
OCFC
$1.71B
$810K ﹤0.01%
33,849
-745
-2% -$16K
XP icon
2825
XP
XP
$8.89B
$809K ﹤0.01%
21,470
+11,053
+106% +$472K
111 112
113
114 115

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MCM
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PSUF
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IA
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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.