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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
NARI
2426
DELISTED
Inari Medical, Inc. Common Stock
NARI
$1.88M ﹤0.01%
17,532
+15,124
+628% +$1.57M
USMV icon
2427
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.86M ﹤0.01%
26,949
-1,056
-4% -$71.4K
ONEM
2428
DELISTED
1Life Healthcare
ONEM
$1.86M ﹤0.01%
47,704
-10,133
-18% -$476K
RPT
2429
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.86M ﹤0.01%
162,721
+4,833
+3% +$50.9K
NFBK
2430
DELISTED
Northfield Bancorp
NFBK
$1.85M ﹤0.01%
116,406
+2,476
+2% +$34.8K
AOM icon
2431
iShares Core Moderate Allocation ETF
AOM
$1.75B
$1.85M ﹤0.01%
+42,440
New +$1.85M
VRTV
2432
DELISTED
VERITIV CORPORATION
VRTV
$1.85M ﹤0.01%
43,433
-8,515
-16% -$244K
ROCC
2433
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.84M ﹤0.01%
137,590
+2,596
+2% +$35.7K
MLAB icon
2434
Mesa Laboratories
MLAB
$552M
$1.84M ﹤0.01%
7,563
+1,114
+17% +$306K
MMI icon
2435
Marcus & Millichap
MMI
$1.16B
$1.84M ﹤0.01%
54,600
+2,698
+5% +$99.2K
FBNC icon
2436
First Bancorp
FBNC
$2.61B
$1.84M ﹤0.01%
42,266
+1,197
+3% +$47.6K
NP
2437
DELISTED
Neenah, Inc. Common Stock
NP
$1.84M ﹤0.01%
35,767
-363
-1% -$20.2K
TBRG
2438
DELISTED
TruBridge
TBRG
$1.84M ﹤0.01%
60,021
+13,466
+29% +$414K
DMC
2439
Del Monte Corp
DMC
$1.41B
$1.83M ﹤0.01%
64,081
-34,170
-35% -$910K
AMC icon
2440
AMC Entertainment Holdings
AMC
$2.41B
$1.83M ﹤0.01%
17,966
-6,705
-27% -$513K
AROW icon
2441
Arrow Financial
AROW
$659M
$1.83M ﹤0.01%
60,147
+23,428
+64% +$689K
OPRX icon
2442
OptimizeRx
OPRX
$114M
$1.83M ﹤0.01%
+37,583
New +$1.81M
DCOM icon
2443
Dime Commercial Bancshares
DCOM
$1.79B
$1.83M ﹤0.01%
60,764
+17,773
+41% +$509K
VHT icon
2444
Vanguard Health Care ETF
VHT
$18.1B
$1.83M ﹤0.01%
7,999
-723
-8% -$166K
AGNT
2445
AGNT Inc
AGNT
$654M
$1.82M ﹤0.01%
40,045
+11,987
+43% +$639K
DVAX
2446
DELISTED
Dynavax Technologies
DVAX
$1.82M ﹤0.01%
185,371
+121,716
+191% +$1M
RYAM icon
2447
Rayonier Advanced Materials
RYAM
$592M
$1.82M ﹤0.01%
200,921
+60,055
+43% +$517K
DHT icon
2448
DHT Holdings
DHT
$3B
$1.82M ﹤0.01%
306,858
-4,246
-1% -$24.7K
TACO
2449
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.82M ﹤0.01%
189,886
+79,834
+73% +$812K
CONN
2450
DELISTED
Conn's Inc.
CONN
$1.82M ﹤0.01%
93,461
-3,578
-4% -$52.7K
96 97
98
99 100

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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.