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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
TGS icon
3176
Transportadora de Gas del Sur
TGS
$4.48B
$325K ﹤0.01%
67,281
-11,093
-14% -$55K
HPI
3177
John Hancock Preferred Income Fund
HPI
$428M
$323K ﹤0.01%
+15,620
New +$300K
KSM
3178
DELISTED
DWS Strategic Municipal Income Trust
KSM
$322K ﹤0.01%
27,222
+2,982
+12% +$35K
HRTG icon
3179
Heritage Insurance Holdings
HRTG
$903M
$320K ﹤0.01%
28,920
+2,214
+8% +$23.1K
ALDX icon
3180
Aldeyra Therapeutics
ALDX
$97.1M
$318K ﹤0.01%
26,769
+14,689
+122% +$169K
INSG icon
3181
Inseego
INSG
$104M
$318K ﹤0.01%
3,176
-392
-11% -$57.1K
CRIS icon
3182
Curis
CRIS
$9.71M
$317K ﹤0.01%
+70
New +$293K
IBRX icon
3183
ImmunityBio
IBRX
$7.15B
$317K ﹤0.01%
+13,342
New +$346K
RDHL
3184
Redhill Biopharma
RDHL
$4.44M
$315K ﹤0.01%
43
+9
+26% +$75.5K
PAND
3185
DELISTED
Pandion Therapeutics Inc. Common Stock
PAND
$313K ﹤0.01%
+5,209
New +$189K
GGAL icon
3186
Galicia Financial Group
GGAL
$7.89B
$312K ﹤0.01%
40,976
-3,327
-8% -$26.3K
BXC icon
3187
BlueLinx
BXC
$430M
$311K ﹤0.01%
+7,925
New +$308K
PLTK icon
3188
Playtika
PLTK
$1.53B
$305K ﹤0.01%
+11,227
New +$330K
VDE icon
3189
Vanguard Energy ETF
VDE
$9.9B
$305K ﹤0.01%
+4,490
New +$287K
PTVCB
3190
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$305K ﹤0.01%
+13,315
New +$252K
LTRPA
3191
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$304K ﹤0.01%
47,692
+801
+2% +$4.33K
ZIXI
3192
DELISTED
Zix Corporation
ZIXI
$304K ﹤0.01%
40,216
+4,831
+14% +$40.7K
AGX icon
3193
Argan
AGX
$6.9B
$302K ﹤0.01%
5,657
-24,777
-81% -$1.19M
CLPR
3194
Clipper Realty
CLPR
$46.4M
$302K ﹤0.01%
38,162
+2,548
+7% +$19.7K
DLN icon
3195
WisdomTree US LargeCap Dividend Fund
DLN
$6.21B
$302K ﹤0.01%
5,260
+1,306
+33% +$71.8K
EVLO
3196
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$302K ﹤0.01%
1,411
+787
+126% +$218K
GLRE icon
3197
Greenlight Captial
GLRE
$579M
$301K ﹤0.01%
34,653
+8,637
+33% +$70.7K
SRI icon
3198
Stoneridge
SRI
$200M
$301K ﹤0.01%
9,475
+738
+8% +$23.3K
ATRS
3199
DELISTED
Antares Pharma, Inc.
ATRS
$299K ﹤0.01%
72,631
+16,079
+28% +$69.7K
WTRE
3200
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
$299K ﹤0.01%
8,649
+2,735
+46% +$95K
126 127
128
129 130

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MCM
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PSUF
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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.