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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
RGCO icon
2901
RGC Resources
RGCO
$233M
$663K ﹤0.01%
29,880
+2,615
+10% +$61.2K
EVRI
2902
DELISTED
Everi Holdings
EVRI
$662K ﹤0.01%
46,909
+11,306
+32% +$161K
GAN
2903
DELISTED
GAN Ltd
GAN
$662K ﹤0.01%
36,367
+21,512
+145% +$545K
GABC icon
2904
German American Bancorp
GABC
$1.93B
$661K ﹤0.01%
14,309
-133
-0.9% -$5.24K
AKBA icon
2905
Akebia Therapeutics
AKBA
$338M
$658K ﹤0.01%
194,497
-64,643
-25% -$233K
ALEC icon
2906
Alector
ALEC
$169M
$658K ﹤0.01%
32,683
+10,252
+46% +$184K
PCYO icon
2907
Pure Cycle
PCYO
$255M
$658K ﹤0.01%
49,005
+18,248
+59% +$221K
LU icon
2908
Lufax Holding
LU
$1.33B
$657K ﹤0.01%
11,309
+4,388
+63% +$270K
RGS icon
2909
Regis Corp
RGS
$68.4M
$657K ﹤0.01%
2,614
-464
-15% -$102K
CWCO icon
2910
Consolidated Water Co
CWCO
$472M
$656K ﹤0.01%
48,761
-24,577
-34% -$328K
LOCO icon
2911
El Pollo Loco
LOCO
$503M
$655K ﹤0.01%
40,614
-33,119
-45% -$633K
EEX
2912
DELISTED
Emerald Holding
EEX
$654K ﹤0.01%
118,541
-1,305
-1% -$6.85K
LILA icon
2913
Liberty Latin America Class A
LILA
$1.72B
$652K ﹤0.01%
74,786
-4,048
-5% -$33.3K
CTRN icon
2914
Citi Trends
CTRN
$555M
$648K ﹤0.01%
+7,736
New +$551K
PETQ
2915
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$647K ﹤0.01%
18,337
+25
+0.1% +$885
FSK icon
2916
FS KKR Capital
FSK
$3.01B
$645K ﹤0.01%
32,541
+85
+0.3% +$1.58K
MRSN
2917
DELISTED
Mersana Therapeutics
MRSN
$644K ﹤0.01%
1,592
+678
+74% +$329K
VDC icon
2918
Vanguard Consumer Staples ETF
VDC
$8.16B
$644K ﹤0.01%
3,612
+450
+14% +$77.2K
PSN icon
2919
Parsons
PSN
$4.31B
$643K ﹤0.01%
15,906
-674
-4% -$25.5K
FLIC
2920
DELISTED
First of Long Island Corp
FLIC
$642K ﹤0.01%
30,210
+6,184
+26% +$117K
AAIC
2921
DELISTED
Arlington Asset Investment Corp.
AAIC
$641K ﹤0.01%
158,683
-2,376
-1% -$9.37K
AVID
2922
DELISTED
Avid Technology Inc
AVID
$641K ﹤0.01%
30,360
+7,153
+31% +$140K
GTHX
2923
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$639K ﹤0.01%
26,577
+10,486
+65% +$244K
TSIBU
2924
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$639K ﹤0.01%
+63,905
New +$659K
FTCH
2925
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$638K ﹤0.01%
12,032
+8,656
+256% +$530K
115 116
117
118 119

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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.