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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
SLAB icon
1501
Silicon Laboratories
SLAB
$7.14B
$8.38M ﹤0.01%
59,376
+1,301
+2% +$187K
CRI icon
1502
Carter's
CRI
$1.43B
$8.34M ﹤0.01%
93,742
+5,856
+7% +$542K
IGSB icon
1503
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$8.33M ﹤0.01%
152,422
– –
PRLB icon
1504
Protolabs
PRLB
$1.7B
$8.32M ﹤0.01%
68,366
-5,137
-7% -$854K
PRSP
1505
DELISTED
Perspecta Inc. Common Stock
PRSP
$8.3M ﹤0.01%
285,900
-21,318
-7% -$601K
PCTY icon
1506
Paylocity
PCTY
$7.75B
$8.3M ﹤0.01%
46,160
-614
-1% -$117K
DOC
1507
DELISTED
PHYSICIANS REALTY TRUST
DOC
$8.3M ﹤0.01%
469,695
+15,426
+3% +$274K
SXI icon
1508
Standex International
SXI
$3.33B
$8.28M ﹤0.01%
86,628
+13,928
+19% +$1.29M
TXG icon
1509
10x Genomics
TXG
$5.88B
$8.27M ﹤0.01%
45,695
+16,645
+57% +$2.87M
COOP
1510
DELISTED
Mr. Cooper
COOP
$8.24M ﹤0.01%
237,152
-13,673
-5% -$432K
SRPT icon
1511
Sarepta Therapeutics
SRPT
$1.64B
$8.24M ﹤0.01%
110,510
-16,446
-13% -$1.52M
APLE icon
1512
Apple Hospitality REIT
APLE
$3.97B
$8.23M ﹤0.01%
565,160
-35,638
-6% -$495K
GRUB
1513
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$8.23M ﹤0.01%
68,573
-8,263
-11% -$1.15M
BMI icon
1514
Badger Meter
BMI
$3.87B
$8.23M ﹤0.01%
88,404
+2,408
+3% +$242K
KLIC icon
1515
Kulicke & Soffa
KLIC
$4.34B
$8.22M ﹤0.01%
167,433
+21,485
+15% +$932K
LBRDA icon
1516
Liberty Broadband Class A
LBRDA
$4.89B
$8.22M ﹤0.01%
56,634
+21,188
+60% +$3.14M
SHAK icon
1517
Shake Shack
SHAK
$2.54B
$8.19M ﹤0.01%
72,634
+15,868
+28% +$1.82M
DY icon
1518
Dycom Industries
DY
$11.2B
$8.15M ﹤0.01%
87,813
-7,627
-8% -$661K
GVA icon
1519
Granite Construction
GVA
$5.16B
$8.15M ﹤0.01%
202,480
+19,744
+11% +$683K
MSA icon
1520
Mine Safety
MSA
$6.79B
$8.13M ﹤0.01%
54,195
-3,021
-5% -$487K
BSAC icon
1521
Banco Santander Chile
BSAC
$16.1B
$8.12M ﹤0.01%
327,117
-10,575
-3% -$242K
COLD icon
1522
Americold
COLD
$4.21B
$8.12M ﹤0.01%
211,037
+60,250
+40% +$2.17M
RMT
1523
Royce Micro-Cap Trust
RMT
$718M
$8.11M ﹤0.01%
718,032
+553,933
+338% +$6.32M
BYND icon
1524
Beyond Meat
BYND
$274M
$8.11M ﹤0.01%
62,333
+3,314
+6% +$487K
ARGX icon
1525
argenx
ARGX
$55.2B
$8.1M ﹤0.01%
29,409
+2,246
+8% +$710K
59 60
61
62 63

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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.