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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
UBA
1976
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$3.99M ﹤0.01%
239,858
-11,915
-5% -$187K
NHI icon
1977
National Health Investors
NHI
$3.69B
$3.99M ﹤0.01%
55,199
-917
-2% -$64K
EPC icon
1978
Edgewell Personal Care
EPC
$1.26B
$3.98M ﹤0.01%
100,609
+851
+0.9% +$29.5K
ITCI
1979
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$3.96M ﹤0.01%
116,854
+3,530
+3% +$122K
GMS
1980
DELISTED
GMS Inc
GMS
$3.95M ﹤0.01%
94,670
+681
+0.7% +$24.3K
AAN
1981
DELISTED
The Aaron's Company Inc
AAN
$3.93M ﹤0.01%
152,877
+17,720
+13% +$388K
JRVR icon
1982
James River Group Holdings
JRVR
$207M
$3.92M ﹤0.01%
85,992
-2,814
-3% -$135K
CTT
1983
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.92M ﹤0.01%
384,988
-24,844
-6% -$253K
LEN.B icon
1984
Lennar Class B
LEN.B
$19.7B
$3.92M ﹤0.01%
50,048
-1,918
-4% -$128K
HLIO icon
1985
Helios Technologies
HLIO
$2.57B
$3.9M ﹤0.01%
53,559
+26,448
+98% +$1.69M
VREX icon
1986
Varex Imaging
VREX
$467M
$3.89M ﹤0.01%
189,799
+51,682
+37% +$1.11M
AMSF icon
1987
AMERISAFE
AMSF
$549M
$3.88M ﹤0.01%
60,678
+10,641
+21% +$639K
CYTK icon
1988
Cytokinetics
CYTK
$10.9B
$3.88M ﹤0.01%
166,605
+10,396
+7% +$222K
HASI icon
1989
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.85B
$3.88M ﹤0.01%
69,071
-28,006
-29% -$1.69M
WB icon
1990
Weibo
WB
$1.99B
$3.87M ﹤0.01%
76,637
+7,015
+10% +$354K
COWN
1991
DELISTED
Cowen Inc. Class A Common Stock
COWN
$3.86M ﹤0.01%
109,822
+52,470
+91% +$1.69M
KFRC icon
1992
Kforce
KFRC
$1.02B
$3.85M ﹤0.01%
71,832
+34,087
+90% +$1.65M
VNDA icon
1993
Vanda Pharmaceuticals
VNDA
$312M
$3.84M ﹤0.01%
255,447
+75,838
+42% +$1.23M
VOOG icon
1994
Vanguard S&P 500 Growth ETF
VOOG
$25.5B
$3.83M ﹤0.01%
97,896
-510
-0.5% -$19.8K
IPAR icon
1995
Interparfums
IPAR
$4.02B
$3.82M ﹤0.01%
53,917
+16,056
+42% +$1.09M
REX icon
1996
REX American Resources
REX
$1.44B
$3.81M ﹤0.01%
271,740
+5,076
+2% +$77.9K
MVF
1997
DELISTED
BlackRock MuniVest Fund
MVF
$3.81M ﹤0.01%
409,178
+238,288
+139% +$2.18M
BKE icon
1998
Buckle
BKE
$2.27B
$3.8M ﹤0.01%
96,805
-1,222
-1% -$46K
NTGR icon
1999
NETGEAR
NTGR
$616M
$3.8M ﹤0.01%
92,370
+21,448
+30% +$884K
EIG icon
2000
Employers Holdings
EIG
$941M
$3.79M ﹤0.01%
88,121
+2,367
+3% +$82.5K
78 79
80
81 82

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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.