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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
HAFC icon
2226
Hanmi Financial
HAFC
$943M
$2.67M ﹤0.01%
135,216
+18,991
+16% +$308K
ARTNA icon
2227
Artesian Resources
ARTNA
$355M
$2.67M ﹤0.01%
67,735
+39,665
+141% +$1.55M
FORR icon
2228
Forrester Research
FORR
$213M
$2.67M ﹤0.01%
62,737
+5,137
+9% +$223K
CARS icon
2229
Cars.com
CARS
$654M
$2.65M ﹤0.01%
204,490
-25,083
-11% -$329K
KTOS icon
2230
Kratos Defense & Security Solutions
KTOS
$8.68B
$2.65M ﹤0.01%
97,111
-29,859
-24% -$837K
GTN icon
2231
Gray Television
GTN
$411M
$2.65M ﹤0.01%
143,916
+39,393
+38% +$729K
AMJ
2232
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.64M ﹤0.01%
158,881
+4,236
+3% +$67.3K
ALTA
2233
DELISTED
Altabancorp
ALTA
$2.63M ﹤0.01%
62,609
+6,008
+11% +$212K
FISI icon
2234
Financial Institutions
FISI
$813M
$2.63M ﹤0.01%
86,859
-15,744
-15% -$425K
LGTY
2235
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$2.63M ﹤0.01%
127,048
+21,439
+20% +$429K
UHT
2236
Universal Health Realty Income Trust
UHT
$603M
$2.63M ﹤0.01%
38,794
+439
+1% +$28.9K
PGTI
2237
DELISTED
PGT, Inc.
PGTI
$2.62M ﹤0.01%
103,785
-28,016
-21% -$657K
XLY icon
2238
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$2.62M ﹤0.01%
31,180
+3,588
+13% +$298K
CACC icon
2239
Credit Acceptance
CACC
$5.95B
$2.61M ﹤0.01%
7,237
+1,254
+21% +$455K
SGRY icon
2240
Surgery Partners
SGRY
$2.02B
$2.61M ﹤0.01%
58,898
+36,301
+161% +$1.35M
AMRS
2241
DELISTED
Amyris Inc.
AMRS
$2.6M ﹤0.01%
+136,401
New +$1.98M
DPG
2242
Duff & Phelps Utility and Infrastructure Fund
DPG
$522M
$2.59M ﹤0.01%
195,000
+17,397
+10% +$228K
CXW icon
2243
CoreCivic
CXW
$2.94B
$2.58M ﹤0.01%
285,439
+17,773
+7% +$137K
CIR
2244
DELISTED
CIRCOR International, Inc
CIR
$2.58M ﹤0.01%
74,047
-1,466
-2% -$52.7K
ASND icon
2245
Ascendis Pharma A/S
ASND
$16.1B
$2.57M ﹤0.01%
19,945
+756
+4% +$115K
CVA
2246
DELISTED
Covanta Holding Corporation
CVA
$2.56M ﹤0.01%
184,952
-13,144
-7% -$188K
HURN icon
2247
Huron Consulting
HURN
$2.43B
$2.56M ﹤0.01%
50,759
-8,541
-14% -$470K
CPE
2248
DELISTED
Callon Petroleum Company
CPE
$2.56M ﹤0.01%
66,286
+2,587
+4% +$64K
CWH icon
2249
Camping World
CWH
$383M
$2.55M ﹤0.01%
70,109
+18,586
+36% +$661K
GOOD
2250
Gladstone Commercial Corp
GOOD
$602M
$2.53M ﹤0.01%
129,396
-2,329
-2% -$44K
88 89
90
91 92

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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.