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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
CG icon
2951
Carlyle Group
CG
$16.1B
$594K ﹤0.01%
16,165
-1,399
-8% -$49K
ALCO icon
2952
Alico
ALCO
$280M
$591K ﹤0.01%
19,788
-429
-2% -$13K
EZPW icon
2953
Ezcorp Inc
EZPW
$1.79B
$590K ﹤0.01%
118,718
-26,061
-18% -$131K
DNB
2954
DELISTED
Dun & Bradstreet
DNB
$589K ﹤0.01%
24,744
-11,435
-32% -$274K
OMAB icon
2955
Grupo Aeroportuario Centro Norte
OMAB
$5.14B
$587K ﹤0.01%
11,629
+3,821
+49% +$192K
UTMD icon
2956
Utah Medical Products
UTMD
$226M
$587K ﹤0.01%
+6,779
New +$596K
FRGI
2957
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$587K ﹤0.01%
46,625
-421
-0.9% -$6.43K
MYD
2958
DELISTED
BlackRock MuniYield Fund
MYD
$584K ﹤0.01%
+40,727
New +$583K
MTCR
2959
DELISTED
Metacrine, Inc. Common Stock
MTCR
$584K ﹤0.01%
94,240
+52,469
+126% +$465K
DGRO icon
2960
iShares Core Dividend Growth ETF
DGRO
$42.8B
$583K ﹤0.01%
12,078
+1,146
+10% +$53K
GRC icon
2961
Gorman-Rupp
GRC
$2.07B
$583K ﹤0.01%
17,623
+3,582
+26% +$119K
CWBC
2962
Community West Bancshares
CWBC
$685M
$580K ﹤0.01%
31,490
+1,861
+6% +$32.5K
FNDF icon
2963
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
$580K ﹤0.01%
18,076
+735
+4% +$23K
SWBI icon
2964
Smith & Wesson
SWBI
$649M
$580K ﹤0.01%
33,215
-5,235
-14% -$95.2K
XLU icon
2965
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$580K ﹤0.01%
18,102
+6,654
+58% +$206K
CEA
2966
DELISTED
China Eastern Airlines
CEA
$579K ﹤0.01%
24,760
-10,878
-31% -$244K
CATO icon
2967
Cato Corp
CATO
$65.7M
$577K ﹤0.01%
48,102
+3,168
+7% +$37.3K
ICPT
2968
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$575K ﹤0.01%
24,899
-761
-3% -$21.2K
HMTV
2969
DELISTED
Hemisphere Media Group, Inc.
HMTV
$575K ﹤0.01%
49,345
+472
+1% +$5.4K
MAXN
2970
DELISTED
Maxeon Solar Technologies
MAXN
$574K ﹤0.01%
182
+7
+4% +$26.7K
TIGO icon
2971
Millicom
TIGO
$15.8B
$574K ﹤0.01%
15,024
– –
FRBA icon
2972
First Bank
FRBA
$470M
$573K ﹤0.01%
47,060
+19,289
+69% +$209K
CLS icon
2973
Celestica
CLS
$37.8B
$572K ﹤0.01%
68,333
+18,755
+38% +$160K
TCX icon
2974
Tucows
TCX
$104M
$572K ﹤0.01%
7,383
+3,646
+98% +$294K
CNOB icon
2975
Center Bancorp
CNOB
$1.65B
$570K ﹤0.01%
22,495
+337
+2% +$7.93K
117 118
119
120 121

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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.