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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
VIA
3226
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$272K ﹤0.01%
5,091
-8,030
-61% -$433K
LFVN icon
3227
LifeVantage
LFVN
$80.1M
$270K ﹤0.01%
28,826
+17,136
+147% +$160K
RUSHB icon
3228
Rush Enterprises Class B
RUSHB
$6.14B
$270K ﹤0.01%
8,973
+587
+7% +$16.1K
ZEPP
3229
Zepp Health
ZEPP
$63.8M
$270K ﹤0.01%
6,269
+2,412
+63% +$140K
REET icon
3230
iShares Global REIT ETF
REET
$5.14B
$268K ﹤0.01%
10,499
+183
+2% +$4.52K
TRUE
3231
DELISTED
TrueCar
TRUE
$268K ﹤0.01%
55,959
+18,406
+49% +$91.2K
VHC icon
3232
VirnetX Holding Corp
VHC
$53.8M
$268K ﹤0.01%
2,405
-543
-18% -$68K
KKR.PRC
3233
DELISTED
KKR & Co. Inc. 6.00% Series C Mandatory Convertible Preferred Stock
KKR.PRC
$268K ﹤0.01%
4,023
+255
+7% +$16.2K
ARAY icon
3234
Accuray
ARAY
$27.5M
$266K ﹤0.01%
53,753
+26,707
+99% +$138K
CVAC
3235
DELISTED
CureVac
CVAC
$266K ﹤0.01%
+2,913
New +$283K
TCDA
3236
DELISTED
Tricida, Inc. Common Stock
TCDA
$266K ﹤0.01%
50,239
-10,404
-17% -$65.4K
RIOT icon
3237
Riot Platforms
RIOT
$6.9B
$264K ﹤0.01%
+4,958
New +$201K
CDZI icon
3238
Cadiz
CDZI
$251M
$262K ﹤0.01%
27,330
+2,232
+9% +$24K
MLP icon
3239
Maui Land & Pineapple Co
MLP
$354M
$262K ﹤0.01%
22,661
+8,399
+59% +$98.9K
OCUL icon
3240
Ocular Therapeutix
OCUL
$1.83B
$262K ﹤0.01%
15,965
-82,126
-84% -$1.58M
ERII icon
3241
Energy Recovery
ERII
$420M
$261K ﹤0.01%
14,215
+3,148
+28% +$50.4K
GOSS icon
3242
Gossamer Bio
GOSS
$101M
$261K ﹤0.01%
28,231
+12,519
+80% +$126K
VPG icon
3243
Vishay Precision Group
VPG
$1.08B
$260K ﹤0.01%
8,431
+2,034
+32% +$67.6K
TAST
3244
DELISTED
Carrols Restaurant Group, Inc.
TAST
$259K ﹤0.01%
43,202
-15,374
-26% -$100K
IPI icon
3245
Intrepid Potash
IPI
$476M
$257K ﹤0.01%
+7,904
New +$234K
STIM icon
3246
Neuronetics
STIM
$127M
$257K ﹤0.01%
20,738
-459
-2% -$7.04K
GHL
3247
DELISTED
Greenhill & Co., Inc.
GHL
$257K ﹤0.01%
15,603
+1,080
+7% +$15.9K
FOR icon
3248
Forestar Group
FOR
$1.48B
$256K ﹤0.01%
+11,002
New +$246K
KZR
3249
DELISTED
Kezar Life Sciences
KZR
$256K ﹤0.01%
4,298
-33
-0.8% -$1.93K
ALT icon
3250
Altimmune
ALT
$568M
$255K ﹤0.01%
+18,062
New +$292K
128 129
130
131 132

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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.