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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
SSL icon
1576
Sasol
SSL
$7.4B
$7.51M ﹤0.01%
518,544
-34,967
-6% -$447K
PRA
1577
DELISTED
ProAssurance
PRA
$7.49M ﹤0.01%
279,855
-8,498
-3% -$197K
MNDT
1578
DELISTED
Mandiant, Inc. Common Stock
MNDT
$7.49M ﹤0.01%
382,660
+208
+0.1% +$4.34K
TPH
1579
DELISTED
Tri Pointe Homes
TPH
$7.47M ﹤0.01%
366,952
-44,265
-11% -$870K
CWT icon
1580
California Water Service
CWT
$3.1B
$7.44M ﹤0.01%
131,998
+2,075
+2% +$115K
UPWK icon
1581
Upwork
UPWK
$1.18B
$7.44M ﹤0.01%
166,110
+19,468
+13% +$899K
CHGG icon
1582
Chegg
CHGG
$116M
$7.42M ﹤0.01%
86,585
+5,759
+7% +$549K
MSD
1583
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$7.4M ﹤0.01%
826,296
+85,502
+12% +$780K
PRFT
1584
DELISTED
Perficient Inc
PRFT
$7.4M ﹤0.01%
125,966
-6,772
-5% -$383K
AVTR icon
1585
Avantor
AVTR
$9.73B
$7.37M ﹤0.01%
254,787
+40,854
+19% +$1.18M
GBX icon
1586
The Greenbrier Companies
GBX
$1.57B
$7.37M ﹤0.01%
156,041
-21,305
-12% -$910K
CPS icon
1587
Cooper-Standard Automotive
CPS
$517M
$7.36M ﹤0.01%
202,681
+106,136
+110% +$3.96M
DDD icon
1588
3D Systems Corp
DDD
$405M
$7.36M ﹤0.01%
268,175
+42,652
+19% +$1.41M
MMU
1589
Western Asset Managed Municipals Fund
MMU
$551M
$7.36M ﹤0.01%
566,267
+310,237
+121% +$4.01M
CVE icon
1590
Cenovus Energy
CVE
$54.2B
$7.34M ﹤0.01%
975,723
+7,849
+0.8% +$55.2K
ALRM icon
1591
Alarm.com
ALRM
$2.75B
$7.33M ﹤0.01%
84,904
-16,268
-16% -$1.53M
HTH icon
1592
Hilltop Holdings
HTH
$2.26B
$7.32M ﹤0.01%
214,579
+16,408
+8% +$539K
IAU icon
1593
iShares Gold Trust
IAU
$62.8B
$7.32M ﹤0.01%
225,154
+172,437
+327% +$5.89M
PFGC icon
1594
Performance Food Group
PFGC
$18.3B
$7.31M ﹤0.01%
126,881
-11,321
-8% -$598K
STC icon
1595
Stewart Information Services
STC
$2.14B
$7.3M ﹤0.01%
140,263
+2,011
+1% +$102K
ARWR icon
1596
Arrowhead Research
ARWR
$12.1B
$7.29M ﹤0.01%
109,868
-20,617
-16% -$1.6M
RVNC
1597
DELISTED
Revance Therapeutics, Inc.
RVNC
$7.29M ﹤0.01%
260,653
+959
+0.4% +$26.5K
B
1598
DELISTED
Barnes Group Inc.
B
$7.26M ﹤0.01%
146,550
+1,005
+0.7% +$52.7K
MLKN icon
1599
MillerKnoll
MLKN
$1.56B
$7.24M ﹤0.01%
175,968
+9,370
+6% +$359K
PLAY icon
1600
Dave & Buster's
PLAY
$357M
$7.2M ﹤0.01%
150,241
-195,744
-57% -$7.65M
62 63
64
65 66

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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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ACI
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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.