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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
AKR icon
1926
Acadia Realty Trust
AKR
$3.08B
$4.4M ﹤0.01%
231,797
+16,037
+7% +$280K
VICR icon
1927
Vicor
VICR
$9.42B
$4.39M ﹤0.01%
51,658
+11,418
+28% +$1.07M
HCCI
1928
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$4.38M ﹤0.01%
161,374
-12,716
-7% -$319K
AGD
1929
abrdn Global Dynamic Dividend Fund
AGD
$316M
$4.38M ﹤0.01%
392,875
+163,517
+71% +$1.78M
JOE icon
1930
St. Joe Company
JOE
$3.62B
$4.37M ﹤0.01%
101,934
+4,670
+5% +$223K
CMRE icon
1931
Costamare
CMRE
$1.87B
$4.37M ﹤0.01%
454,005
-43,568
-9% -$407K
BLX icon
1932
Bladex Inc
BLX
$2.19B
$4.37M ﹤0.01%
288,586
-35,048
-11% -$551K
CADE
1933
DELISTED
Cadence Bank
CADE
$4.35M ﹤0.01%
133,990
-2,825
-2% -$87.1K
CDNA icon
1934
CareDx
CDNA
$1.97B
$4.33M ﹤0.01%
63,620
-7,387
-10% -$574K
ALEX
1935
DELISTED
Alexander & Baldwin
ALEX
$4.32M ﹤0.01%
257,105
+604
+0.2% +$10.3K
PRAA icon
1936
PRA Group
PRAA
$662M
$4.32M ﹤0.01%
116,407
-14,358
-11% -$522K
LNN icon
1937
Lindsay Corp
LNN
$1.12B
$4.3M ﹤0.01%
25,835
+64
+0.2% +$9.93K
GDO
1938
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$4.29M ﹤0.01%
243,835
+195,599
+406% +$3.48M
RPD icon
1939
Rapid7
RPD
$634M
$4.29M ﹤0.01%
57,547
-20,500
-26% -$1.7M
EWJ icon
1940
iShares MSCI Japan ETF
EWJ
$22.1B
$4.29M ﹤0.01%
62,624
+711
+1% +$49.2K
SWAV
1941
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$4.29M ﹤0.01%
32,939
+4,238
+15% +$508K
VIVO
1942
DELISTED
Meridian Bioscience Inc
VIVO
$4.29M ﹤0.01%
163,456
-17,399
-10% -$414K
SHO icon
1943
Sunstone Hotel Investors
SHO
$2.18B
$4.29M ﹤0.01%
344,061
-51,059
-13% -$610K
WK icon
1944
Workiva
WK
$3.29B
$4.28M ﹤0.01%
48,504
-11,243
-19% -$1.11M
ADEA icon
1945
Adeia
ADEA
$2.8B
$4.27M ﹤0.01%
741,730
-8,230
-1% -$47.5K
GFF icon
1946
Griffon
GFF
$4.03B
$4.26M ﹤0.01%
156,839
+19,056
+14% +$471K
ORA icon
1947
Ormat Technologies
ORA
$5.94B
$4.26M ﹤0.01%
54,262
+10,098
+23% +$1,000K
CTS icon
1948
CTS Corp
CTS
$1.79B
$4.26M ﹤0.01%
137,081
+8,900
+7% +$293K
SCHL icon
1949
Scholastic
SCHL
$789M
$4.24M ﹤0.01%
140,874
+5,273
+4% +$148K
DQ
1950
Daqo New Energy
DQ
$819M
$4.22M ﹤0.01%
55,937
+46,113
+469% +$4.23M
76 77
78
79 80

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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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ACI
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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.