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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
GEO icon
2601
The GEO Group
GEO
$4.1B
$1.36M ﹤0.01%
175,715
-39,930
-19% -$328K
TRHC
2602
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.36M ﹤0.01%
29,578
+4,095
+16% +$195K
BTT icon
2603
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$1.36M ﹤0.01%
+53,534
New +$1.37M
CSTM icon
2604
Constellium
CSTM
$3.87B
$1.36M ﹤0.01%
92,543
+30,720
+50% +$441K
ARQ icon
2605
Arq
ARQ
$88.4M
$1.36M ﹤0.01%
246,893
-12,668
-5% -$71K
EBF icon
2606
Ennis
EBF
$548M
$1.35M ﹤0.01%
63,427
+32,950
+108% +$652K
ICFI icon
2607
ICF International
ICFI
$1.46B
$1.35M ﹤0.01%
15,497
-2,625
-14% -$219K
MOV icon
2608
Movado Group
MOV
$849M
$1.35M ﹤0.01%
47,479
+4,233
+10% +$95.6K
NKTX icon
2609
Nkarta
NKTX
$154M
$1.35M ﹤0.01%
41,067
+4,024
+11% +$192K
HY icon
2610
Hyster-Yale Materials Handling
HY
$600M
$1.35M ﹤0.01%
15,496
+97
+0.6% +$8.49K
TBBK icon
2611
The Bancorp
TBBK
$2.7B
$1.35M ﹤0.01%
65,137
-16,163
-20% -$314K
ADT icon
2612
ADT
ADT
$5.51B
$1.35M ﹤0.01%
159,485
-11,560
-7% -$100K
LADR
2613
Ladder Capital
LADR
$1.23B
$1.34M ﹤0.01%
113,924
-36,678
-24% -$399K
CARG icon
2614
CarGurus
CARG
$3.25B
$1.34M ﹤0.01%
56,112
-960
-2% -$27.8K
KNSA icon
2615
Kiniksa Pharmaceuticals
KNSA
$6.1B
$1.33M ﹤0.01%
72,143
+4,974
+7% +$102K
INSE icon
2616
Inspired Entertainment
INSE
$182M
$1.33M ﹤0.01%
+142,993
New +$1.12M
APLS
2617
DELISTED
Apellis Pharmaceuticals
APLS
$1.32M ﹤0.01%
30,890
-21,903
-41% -$1.04M
IWS icon
2618
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.32M ﹤0.01%
12,055
-1,581
-12% -$165K
CLW icon
2619
Clearwater Paper
CLW
$341M
$1.32M ﹤0.01%
35,012
-21,246
-38% -$848K
BZUN
2620
Baozun
BZUN
$173M
$1.31M ﹤0.01%
34,404
+7,285
+27% +$311K
TMP icon
2621
Tompkins Financial
TMP
$1.42B
$1.29M ﹤0.01%
15,652
-949
-6% -$74.8K
MTLS
2622
Materialise
MTLS
$371M
$1.29M ﹤0.01%
35,943
+1,265
+4% +$70.4K
KALV
2623
DELISTED
KalVista Pharmaceuticals
KALV
$1.29M ﹤0.01%
+50,244
New +$1.32M
STEL
2624
DELISTED
Stellar Bancorp
STEL
$1.29M ﹤0.01%
42,020
-6,417
-13% -$185K
MMYT icon
2625
MakeMyTrip
MMYT
$5.37B
$1.29M ﹤0.01%
40,811
-4,635
-10% -$147K
103 104
105
106 107

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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.