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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
BY icon
2976
Byline Bancorp
BY
$1.78B
$568K ﹤0.01%
26,839
-262
-1% -$4.91K
RLGT icon
2977
Radiant Logistics
RLGT
$400M
$568K ﹤0.01%
81,686
+8,005
+11% +$53K
ASUR icon
2978
Asure Software
ASUR
$242M
$567K ﹤0.01%
74,232
+2,501
+3% +$20K
TEO icon
2979
Telecom Argentina
TEO
$5.84B
$567K ﹤0.01%
102,649
-23,707
-19% -$145K
HEES
2980
DELISTED
H&E Equipment Services
HEES
$565K ﹤0.01%
14,867
-1,419
-9% -$45.4K
MTRX icon
2981
Matrix Service
MTRX
$312M
$562K ﹤0.01%
42,886
+15,183
+55% +$203K
IGA
2982
Voya Global Advantage and Premium Opportunity Fund
IGA
$155M
$561K ﹤0.01%
58,601
+45,139
+335% +$405K
APR
2983
DELISTED
Apria, Inc. Common Stock
APR
$559K ﹤0.01%
+20,019
New +$452K
RPAY icon
2984
Repay Holdings
RPAY
$335M
$558K ﹤0.01%
23,782
+4,628
+24% +$112K
VBR icon
2985
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
$558K ﹤0.01%
3,369
+425
+14% +$66.9K
IMXI icon
2986
International Money Express
IMXI
$389M
$557K ﹤0.01%
37,079
-7,267
-16% -$112K
OTE
2987
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$554K ﹤0.01%
69,863
-5,114
-7% -$40.6K
PRTS icon
2988
CarParts.com
PRTS
$42.6M
$552K ﹤0.01%
3,867
-4,603
-54% -$744K
KRYS icon
2989
Krystal Biotech
KRYS
$10.7B
$548K ﹤0.01%
+7,113
New +$517K
CERS icon
2990
Cerus
CERS
$575M
$547K ﹤0.01%
91,032
-171
-0.2% -$1.16K
QURE icon
2991
uniQure
QURE
$2.78B
$547K ﹤0.01%
16,236
+7,372
+83% +$264K
LXRX icon
2992
Lexicon Pharmaceuticals
LXRX
$1.03B
$544K ﹤0.01%
92,701
-4,207
-4% -$29.1K
GHM icon
2993
Graham Corp
GHM
$1.03B
$541K ﹤0.01%
37,983
-3,897
-9% -$60.7K
NRC icon
2994
NRC Health Common Stock
NRC
$405M
$541K ﹤0.01%
11,555
-3,963
-26% -$193K
PHR icon
2995
Phreesia
PHR
$689M
$541K ﹤0.01%
10,384
+5,342
+106% +$337K
CCBG icon
2996
Capital City Bank Group
CCBG
$897M
$540K ﹤0.01%
20,749
-3,475
-14% -$88.1K
SPAB icon
2997
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$540K ﹤0.01%
18,201
-24
-0.1% -$724
BBSI icon
2998
Barrett Business Services
BBSI
$1.01B
$539K ﹤0.01%
31,304
+10,904
+53% +$190K
BDXB
2999
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
$539K ﹤0.01%
10,034
-192
-2% -$10.5K
AFYA icon
3000
Afya
AFYA
$1.35B
$538K ﹤0.01%
28,918
+4
+0% +$90
118 119
120
121 122

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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.