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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
PARAA
1776
DELISTED
Paramount Global Class A
PARAA
$5.49M ﹤0.01%
116,387
-10,176
-8% -$624K
SBGI icon
1777
Sinclair Inc
SBGI
$994M
$5.49M ﹤0.01%
187,612
-7,233
-4% -$241K
NWN icon
1778
Northwest Natural Holdings
NWN
$2.11B
$5.47M ﹤0.01%
101,450
+9,603
+10% +$461K
RAMP icon
1779
LiveRamp
RAMP
$2.3B
$5.46M ﹤0.01%
105,312
-8,407
-7% -$573K
VGT icon
1780
Vanguard Information Technology ETF
VGT
$139B
$5.46M ﹤0.01%
121,832
+15,328
+14% +$689K
BYM
1781
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$5.45M ﹤0.01%
360,959
-41,522
-10% -$624K
USRT icon
1782
iShares Core US REIT ETF
USRT
$4.65B
$5.42M ﹤0.01%
103,529
-2,208
-2% -$111K
WHD icon
1783
Cactus
WHD
$4.3B
$5.42M ﹤0.01%
176,983
+39,132
+28% +$1.19M
CLNE icon
1784
Clean Energy Fuels
CLNE
$425M
$5.41M ﹤0.01%
393,989
+30,502
+8% +$391K
MODV
1785
DELISTED
ModivCare
MODV
$5.41M ﹤0.01%
36,529
-2,861
-7% -$444K
STAA icon
1786
STAAR Surgical
STAA
$1.21B
$5.36M ﹤0.01%
50,818
+13,486
+36% +$1.35M
SNP
1787
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$5.35M ﹤0.01%
101,381
+8,265
+9% +$432K
FIX icon
1788
Comfort Systems
FIX
$59.8B
$5.34M ﹤0.01%
71,483
+2,523
+4% +$161K
MBT
1789
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$5.34M ﹤0.01%
640,776
+63,903
+11% +$562K
VCYT icon
1790
Veracyte
VCYT
$4.77B
$5.33M ﹤0.01%
99,166
-16,483
-14% -$949K
MCY icon
1791
Mercury Insurance
MCY
$5.91B
$5.33M ﹤0.01%
87,641
+7,114
+9% +$407K
DT icon
1792
Dynatrace
DT
$12.8B
$5.32M ﹤0.01%
110,353
+20,215
+22% +$981K
MGEE icon
1793
MGE Energy Inc
MGEE
$3B
$5.31M ﹤0.01%
74,376
+13,616
+22% +$917K
HR
1794
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.3M ﹤0.01%
174,765
-21,053
-11% -$633K
RETA
1795
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$5.3M ﹤0.01%
53,136
+2,733
+5% +$319K
QTWO icon
1796
Q2 Holdings
QTWO
$3.7B
$5.29M ﹤0.01%
52,760
+4,099
+8% +$510K
GRA
1797
DELISTED
W.R. Grace & Co.
GRA
$5.29M ﹤0.01%
88,324
-2,560
-3% -$153K
AIN icon
1798
Albany International
AIN
$2.1B
$5.28M ﹤0.01%
63,284
+2,505
+4% +$199K
OXM icon
1799
Oxford Industries
OXM
$571M
$5.26M ﹤0.01%
60,149
+1,384
+2% +$106K
ENTA icon
1800
Enanta Pharmaceuticals
ENTA
$378M
$5.25M ﹤0.01%
106,542
+55,936
+111% +$2.79M
70 71
72
73 74

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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.