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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
CYRX icon
2351
CryoPort
CYRX
$761M
$2.14M ﹤0.01%
41,154
+3,495
+9% +$213K
CWEN.A
2352
DELISTED
Clearway Energy Class A
CWEN.A
$2.14M ﹤0.01%
80,669
-26,054
-24% -$753K
SBSI icon
2353
Southside Bancshares
SBSI
$967M
$2.14M ﹤0.01%
55,504
+3,254
+6% +$115K
CASS icon
2354
Cass Information Systems
CASS
$714M
$2.13M ﹤0.01%
46,151
-1,427
-3% -$61.9K
ESGR
2355
DELISTED
Enstar Group
ESGR
$2.13M ﹤0.01%
8,622
+2,352
+38% +$534K
CAI
2356
DELISTED
CAI International, Inc.
CAI
$2.13M ﹤0.01%
46,737
+21,580
+86% +$853K
ACRS icon
2357
Aclaris Therapeutics
ACRS
$726M
$2.12M ﹤0.01%
+84,276
New +$1.65M
BANC icon
2358
Banc of California
BANC
$3.03B
$2.12M ﹤0.01%
117,494
+44,324
+61% +$824K
HRTX icon
2359
Heron Therapeutics
HRTX
$93.9M
$2.12M ﹤0.01%
130,689
+38,574
+42% +$688K
RBNC
2360
DELISTED
Reliant Bancorp, Inc. Common Stock
RBNC
$2.11M ﹤0.01%
+73,486
New +$1.69M
ATRC icon
2361
AtriCure
ATRC
$1.92B
$2.11M ﹤0.01%
32,184
-232
-0.7% -$14.3K
PUMP icon
2362
ProPetro Holding
PUMP
$1.36B
$2.11M ﹤0.01%
197,779
+49,405
+33% +$490K
NAV
2363
DELISTED
Navistar International
NAV
$2.11M ﹤0.01%
47,864
-2,247
-4% -$99K
AWC
2364
DELISTED
Alumina Ltd
AWC
$2.11M ﹤0.01%
398,245
-347,049
-47% -$1.84M
CANO
2365
DELISTED
Cano Health, Inc.
CANO
$2.1M ﹤0.01%
1,583
+141
+10% +$200K
EMLP icon
2366
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$2.1M ﹤0.01%
91,826
+405
+0.4% +$8.94K
PKE icon
2367
Park Aerospace
PKE
$737M
$2.09M ﹤0.01%
158,127
+16,816
+12% +$237K
BOOM icon
2368
DMC Global
BOOM
$138M
$2.09M ﹤0.01%
38,504
-6,915
-15% -$397K
PRSU
2369
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$2.09M ﹤0.01%
50,045
+2,048
+4% +$81.3K
PAHC icon
2370
Phibro Animal Health
PAHC
$1.47B
$2.08M ﹤0.01%
85,025
+3,275
+4% +$74K
PJT icon
2371
PJT Partners
PJT
$4.35B
$2.07M ﹤0.01%
30,628
-12,696
-29% -$919K
DCO icon
2372
Ducommun
DCO
$2.7B
$2.07M ﹤0.01%
34,478
-980
-3% -$54.8K
LILAK icon
2373
Liberty Latin America Class C
LILAK
$1.63B
$2.06M ﹤0.01%
174,378
-106,101
-38% -$1.16M
MOMO
2374
Hello Group
MOMO
$885M
$2.05M ﹤0.01%
139,344
+43,081
+45% +$697K
VCRA
2375
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$2.05M ﹤0.01%
53,355
-16,938
-24% -$730K
93 94
95
96 97

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MCM
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PSUF
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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.