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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
DOMO icon
2651
Domo
DOMO
$174M
$1.23M ﹤0.01%
21,831
-20,905
-49% -$1.36M
IWP icon
2652
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$1.23M ﹤0.01%
12,008
-221
-2% -$23.1K
EWT icon
2653
iShares MSCI Taiwan ETF
EWT
$9.6B
$1.22M ﹤0.01%
20,360
+1,150
+6% +$66.8K
CSV icon
2654
Carriage Services
CSV
$637M
$1.22M ﹤0.01%
34,654
-479
-1% -$16.6K
MCS icon
2655
Marcus Corp
MCS
$912M
$1.22M ﹤0.01%
60,834
-1,953
-3% -$36.1K
FIF
2656
DELISTED
FIRST TRUST ENERGY INFRASTRUCTURE FUND
FIF
$1.22M ﹤0.01%
+98,232
New +$1.12M
TSC
2657
DELISTED
TriState Capital Holdings, Inc.
TSC
$1.22M ﹤0.01%
52,671
-11,283
-18% -$251K
PGNY icon
2658
Progyny
PGNY
$2.47B
$1.21M ﹤0.01%
27,272
+4,140
+18% +$193K
API
2659
Agora
API
$337M
$1.21M ﹤0.01%
+24,092
New +$1.52M
MOFG
2660
DELISTED
MidWestOne Financial Group
MOFG
$1.21M ﹤0.01%
38,927
-37,698
-49% -$1.07M
CODX
2661
Co-Diagnostics
CODX
$5.75M
$1.2M ﹤0.01%
+4,199
New +$1.68M
BMTC
2662
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.2M ﹤0.01%
26,395
+723
+3% +$27.5K
CSIQ icon
2663
Canadian Solar
CSIQ
$1B
$1.2M ﹤0.01%
24,071
+13,896
+137% +$719K
UVE icon
2664
Universal Insurance Holdings
UVE
$1.23B
$1.2M ﹤0.01%
83,304
+8,445
+11% +$126K
APEI icon
2665
American Public Education
APEI
$910M
$1.19M ﹤0.01%
33,506
-2,609
-7% -$81.7K
CARE icon
2666
Carter Bankshares
CARE
$756M
$1.19M ﹤0.01%
85,425
-1,148
-1% -$13.9K
EPOL icon
2667
iShares MSCI Poland ETF
EPOL
$699M
$1.19M ﹤0.01%
+65,930
New +$1.26M
TRTX
2668
TPG RE Finance Trust
TRTX
$628M
$1.19M ﹤0.01%
106,499
-11,454
-10% -$125K
STNG icon
2669
Scorpio Tankers
STNG
$3.76B
$1.19M ﹤0.01%
64,216
+8,378
+15% +$130K
IWN icon
2670
iShares Russell 2000 Value ETF
IWN
$14.4B
$1.18M ﹤0.01%
7,418
+1,023
+16% +$155K
ECHO
2671
EchoStar
ECHO
$25B
$1.18M ﹤0.01%
49,235
-17,910
-27% -$428K
BATRA icon
2672
Atlanta Braves Holdings Series A
BATRA
$3.49B
$1.18M ﹤0.01%
41,372
+4,583
+12% +$132K
RBBN icon
2673
Ribbon Communications
RBBN
$373M
$1.18M ﹤0.01%
143,522
+7,496
+6% +$62K
ANAB icon
2674
AnaptysBio
ANAB
$1.63B
$1.16M ﹤0.01%
53,938
+7,003
+15% +$177K
DOO
2675
Bombardier Recreational Products
DOO
$4.58B
$1.16M ﹤0.01%
13,354
+5,917
+80% +$433K
105 106
107
108 109

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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.