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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
BJRI icon
2326
BJ's Restaurants
BJRI
$1.42B
$2.25M ﹤0.01%
38,786
+442
+1% +$23.1K
FFG
2327
DELISTED
FBL Financial Group
FFG
$2.25M ﹤0.01%
40,284
-798
-2% -$45.1K
AMRX icon
2328
Amneal Pharmaceuticals
AMRX
$5.85B
$2.24M ﹤0.01%
333,498
+194,851
+141% +$1.08M
IWO icon
2329
iShares Russell 2000 Growth ETF
IWO
$14.3B
$2.24M ﹤0.01%
7,449
+214
+3% +$66.4K
REYN icon
2330
Reynolds Consumer Products
REYN
$5.26B
$2.24M ﹤0.01%
75,212
+3,880
+5% +$115K
RVLV icon
2331
Revolve Group
RVLV
$1.8B
$2.24M ﹤0.01%
49,846
+28,779
+137% +$1.17M
NBHC icon
2332
National Bank Holdings
NBHC
$1.92B
$2.23M ﹤0.01%
56,087
+2,352
+4% +$88K
QADA
2333
DELISTED
QAD Inc.
QADA
$2.22M ﹤0.01%
33,355
+6,362
+24% +$426K
LKFT
2334
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.78B
$2.22M ﹤0.01%
28,799
+6,306
+28% +$581K
SKY icon
2335
Champion Homes
SKY
$4.37B
$2.22M ﹤0.01%
49,004
+32,333
+194% +$1.3M
TGI
2336
DELISTED
Triumph Group
TGI
$2.22M ﹤0.01%
120,693
+4,490
+4% +$67.1K
NTLA icon
2337
Intellia Therapeutics
NTLA
$1.49B
$2.21M ﹤0.01%
27,507
+6,500
+31% +$436K
HMHC
2338
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$2.21M ﹤0.01%
289,673
-50,809
-15% -$290K
CNH
2339
CNH Industrial
CNH
$12.7B
$2.2M ﹤0.01%
161,799
-4,891
-3% -$61.5K
SLCA
2340
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.2M ﹤0.01%
179,001
-14,441
-7% -$157K
HCC icon
2341
Warrior Met Coal
HCC
$4.19B
$2.2M ﹤0.01%
128,289
-14,056
-10% -$297K
CSW
2342
CSW Industrials
CSW
$5.2B
$2.19M ﹤0.01%
16,220
+925
+6% +$117K
RC
2343
Ready Capital
RC
$258M
$2.19M ﹤0.01%
163,123
+5,381
+3% +$69.8K
TEN
2344
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$2.19M ﹤0.01%
204,115
-38,963
-16% -$426K
RKT icon
2345
Rocket Companies
RKT
$36.5B
$2.17M ﹤0.01%
94,214
-6,526
-6% -$146K
WSBF icon
2346
Waterstone Financial
WSBF
$370M
$2.17M ﹤0.01%
106,325
-29,491
-22% -$583K
PAR icon
2347
PAR Technology
PAR
$699M
$2.17M ﹤0.01%
33,114
+4,789
+17% +$356K
AD
2348
Array Digital Infrastructure
AD
$3.01B
$2.16M ﹤0.01%
59,186
-1,407
-2% -$46.4K
FMNB icon
2349
Farmers National Banc Corp
FMNB
$939M
$2.15M ﹤0.01%
128,709
+20,823
+19% +$306K
AUB icon
2350
Atlantic Union Bankshares
AUB
$6.02B
$2.14M ﹤0.01%
55,811
+4,621
+9% +$170K
92 93
94
95 96

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MCM
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PSUF
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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.