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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
MQT
2026
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$3.67M ﹤0.01%
264,280
+30,742
+13% +$431K
NTCO
2027
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$3.66M ﹤0.01%
215,659
+56,293
+35% +$1.02M
ET icon
2028
Energy Transfer Partners
ET
$69.6B
$3.64M ﹤0.01%
474,191
+23,329
+5% +$170K
SPDW icon
2029
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.5B
$3.63M ﹤0.01%
102,644
-362
-0.4% -$12.7K
WNC icon
2030
Wabash National
WNC
$505M
$3.63M ﹤0.01%
193,068
-1,942
-1% -$34.4K
SWCH
2031
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$3.63M ﹤0.01%
223,217
+1,299
+0.6% +$21.6K
GGB icon
2032
Gerdau
GGB
$9.74B
$3.63M ﹤0.01%
855,818
+63,118
+8% +$239K
CPZ
2033
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$258M
$3.62M ﹤0.01%
179,196
+166,392
+1,300% +$3.1M
PDM
2034
Piedmont Realty Trust
PDM
$1.25B
$3.6M ﹤0.01%
207,136
-44,088
-18% -$744K
CVSA
2035
Covista Inc
CVSA
$4.3B
$3.6M ﹤0.01%
90,940
+14,510
+19% +$566K
DBI icon
2036
Designer Brands
DBI
$314M
$3.59M ﹤0.01%
206,356
-17,509
-8% -$220K
NMIH icon
2037
NMI Holdings
NMIH
$3.3B
$3.59M ﹤0.01%
151,742
+3,817
+3% +$88.9K
ZUO
2038
DELISTED
Zuora, Inc.
ZUO
$3.59M ﹤0.01%
242,315
+32,933
+16% +$491K
RPT
2039
Rithm Property Trust
RPT
$97.2M
$3.58M ﹤0.01%
54,789
-3,779
-6% -$250K
USPH icon
2040
US Physical Therapy
USPH
$1.22B
$3.58M ﹤0.01%
34,398
+704
+2% +$87.5K
CEVA icon
2041
CEVA Inc
CEVA
$916M
$3.57M ﹤0.01%
63,543
+3,753
+6% +$223K
NSP icon
2042
Insperity
NSP
$2.06B
$3.57M ﹤0.01%
42,612
+769
+2% +$65.4K
NTCT icon
2043
NETSCOUT
NTCT
$2.91B
$3.56M ﹤0.01%
126,485
-18,097
-13% -$531K
PS
2044
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$3.55M ﹤0.01%
159,026
+4,038
+3% +$86.6K
LMAT icon
2045
LeMaitre Vascular
LMAT
$2.34B
$3.55M ﹤0.01%
72,815
+4,143
+6% +$194K
KW
2046
DELISTED
Kennedy-Wilson Holdings
KW
$3.54M ﹤0.01%
175,048
-3,082
-2% -$57.9K
ADUS icon
2047
Addus HomeCare
ADUS
$2.18B
$3.53M ﹤0.01%
33,743
-8,493
-20% -$968K
TARO
2048
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$3.53M ﹤0.01%
47,845
+11,767
+33% +$893K
CRVL icon
2049
CorVel
CRVL
$3.03B
$3.52M ﹤0.01%
103,092
+14,016
+16% +$488K
CDE icon
2050
Coeur Mining
CDE
$15.9B
$3.52M ﹤0.01%
390,059
-19,232
-5% -$179K
80 81
82
83 84

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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.