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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
ASTE icon
1726
Astec Industries
ASTE
$1.18B
$5.95M ﹤0.01%
78,852
-702
-0.9% -$47.6K
KALU icon
1727
Kaiser Aluminum
KALU
$2.61B
$5.94M ﹤0.01%
53,791
+64
+0.1% +$6.93K
MRCY icon
1728
Mercury Systems
MRCY
$5.76B
$5.92M ﹤0.01%
83,832
-14,586
-15% -$1.05M
RUSHA icon
1729
Rush Enterprises Class A
RUSHA
$6.21B
$5.92M ﹤0.01%
178,263
+19,901
+13% +$594K
APO icon
1730
Apollo Global Management
APO
$69.3B
$5.91M ﹤0.01%
125,679
+107,488
+591% +$5.23M
WEN icon
1731
Wendy's
WEN
$1.4B
$5.9M ﹤0.01%
291,181
-58,980
-17% -$1.22M
SAIL
1732
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$5.88M ﹤0.01%
116,207
+3,226
+3% +$181K
BRC icon
1733
Brady Corp
BRC
$4.39B
$5.88M ﹤0.01%
109,993
-1,853
-2% -$96.9K
INSP icon
1734
Inspire Medical Systems
INSP
$1.44B
$5.87M ﹤0.01%
28,375
+6,094
+27% +$1.3M
EDD
1735
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$376M
$5.86M ﹤0.01%
973,951
+294,993
+43% +$1.8M
UNVR
1736
DELISTED
Univar Solutions Inc.
UNVR
$5.86M ﹤0.01%
271,948
-9,351
-3% -$192K
GDOT icon
1737
Green Dot
GDOT
$743M
$5.85M ﹤0.01%
127,824
-33,305
-21% -$1.74M
CALX icon
1738
Calix
CALX
$2.22B
$5.84M ﹤0.01%
168,494
-29,170
-15% -$1.08M
ESTC icon
1739
Elastic
ESTC
$6.68B
$5.84M ﹤0.01%
52,506
+14,092
+37% +$2M
VBTX
1740
DELISTED
Veritex Holdings
VBTX
$5.84M ﹤0.01%
178,457
+26,547
+17% +$783K
PMT
1741
PennyMac Mortgage Investment
PMT
$812M
$5.8M ﹤0.01%
295,932
-4,188
-1% -$77.6K
WD icon
1742
Walker & Dunlop
WD
$1.68B
$5.78M ﹤0.01%
56,292
-32,295
-36% -$3.14M
KNSL icon
1743
Kinsale Capital Group
KNSL
$8.11B
$5.78M ﹤0.01%
35,086
-16,046
-31% -$2.94M
RDFN
1744
DELISTED
Redfin
RDFN
$5.78M ﹤0.01%
86,807
-23,261
-21% -$1.77M
VRTS icon
1745
Virtus Investment Partners
VRTS
$1.09B
$5.78M ﹤0.01%
24,525
+841
+4% +$202K
ITUB icon
1746
Itaú Unibanco
ITUB
$93B
$5.78M ﹤0.01%
1,600,039
-9,269
-0.6% -$35K
ANAT
1747
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.75M ﹤0.01%
53,321
-3,283
-6% -$320K
APPN icon
1748
Appian
APPN
$1.94B
$5.75M ﹤0.01%
43,212
+2,529
+6% +$447K
PNTG icon
1749
Pennant Group
PNTG
$1.43B
$5.73M ﹤0.01%
125,084
+8,170
+7% +$450K
DASH icon
1750
DoorDash
DASH
$86.1B
$5.73M ﹤0.01%
43,664
+42,117
+2,722% +$7.06M
68 69
70
71 72

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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.