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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
SBSW icon
2851
Sibanye-Stillwater
SBSW
$6.43B
$744K ﹤0.01%
41,636
+673
+2% +$11.8K
CAAP icon
2852
Corporacion America
CAAP
$4.26B
$743K ﹤0.01%
151,367
– –
FPI
2853
Farmland Partners
FPI
$411M
$743K ﹤0.01%
66,261
-1,579
-2% -$18K
UUUU icon
2854
Energy Fuels
UUUU
$2.93B
$743K ﹤0.01%
130,752
-4,669
-3% -$23.9K
CORR
2855
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$741K ﹤0.01%
104,761
+6,988
+7% +$55.8K
ACRE
2856
Ares Commercial Real Estate
ACRE
$239M
$737K ﹤0.01%
53,686
-863
-2% -$11.3K
MERC icon
2857
Mercer International
MERC
$39.5M
$732K ﹤0.01%
50,882
+5,733
+13% +$76.4K
HHR
2858
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$731K ﹤0.01%
21,560
+1,660
+8% +$53.4K
GLD icon
2859
SPDR Gold Trust
GLD
$133B
$730K ﹤0.01%
4,564
-378,631
-99% -$63.6M
WARR.U
2860
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$730K ﹤0.01%
+73,785
New +$736K
POWL icon
2861
Powell Industries
POWL
$7.63B
$728K ﹤0.01%
64,506
-2,193
-3% -$23.1K
ZNH
2862
DELISTED
China Southern Airlines Company Limited
ZNH
$727K ﹤0.01%
19,812
+2,007
+11% +$65.2K
VERI icon
2863
Veritone
VERI
$97.6M
$726K ﹤0.01%
30,273
+5,825
+24% +$208K
SFST icon
2864
Southern First Bancshares
SFST
$579M
$725K ﹤0.01%
15,460
+3,605
+30% +$157K
DVY icon
2865
iShares Select Dividend ETF
DVY
$23.6B
$723K ﹤0.01%
6,332
-233
-4% -$24.6K
NWPX icon
2866
NWPX Infrastructure Inc
NWPX
$1.22B
$723K ﹤0.01%
21,624
+8,265
+62% +$268K
EBSB
2867
DELISTED
Meridian Bancorp, Inc.
EBSB
$716K ﹤0.01%
38,880
-1,440
-4% -$24.4K
AXSM icon
2868
Axsome Therapeutics
AXSM
$12.1B
$713K ﹤0.01%
12,594
-11,167
-47% -$786K
CDXS icon
2869
Codexis
CDXS
$159M
$709K ﹤0.01%
30,986
+1,787
+6% +$41.8K
OSH
2870
DELISTED
Oak Street Health, Inc.
OSH
$709K ﹤0.01%
13,056
+8,099
+163% +$451K
SNDX icon
2871
Syndax Pharmaceuticals
SNDX
$1.73B
$708K ﹤0.01%
31,669
+10,723
+51% +$242K
FSLF
2872
DELISTED
First Eagle Senior Loan Fund
FSLF
$707K ﹤0.01%
49,311
+5,102
+12% +$72.8K
MCRB icon
2873
Seres Therapeutics
MCRB
$46.3M
$705K ﹤0.01%
1,712
+483
+39% +$222K
ORRF icon
2874
Orrstown Financial Services
ORRF
$841M
$703K ﹤0.01%
+31,524
New +$627K
AXTI icon
2875
AXT Inc
AXTI
$3.07B
$702K ﹤0.01%
60,199
+9,565
+19% +$115K
113 114
115
116 117

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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.