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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
SFIX
2151
Stitch Fix
SFIX
$538M
$3.03M ﹤0.01%
61,104
+389
+0.6% +$27.4K
NVMI
2152
Nova
NVMI
$12.4B
$3.03M ﹤0.01%
33,247
+877
+3% +$70.8K
UMH
2153
UMH Properties
UMH
$1.29B
$3.02M ﹤0.01%
157,817
+24,917
+19% +$420K
TNDM icon
2154
Tandem Diabetes Care
TNDM
$1.3B
$3.02M ﹤0.01%
34,246
+294
+0.9% +$27.3K
PTCT icon
2155
PTC Therapeutics
PTCT
$5.85B
$3.02M ﹤0.01%
63,771
+9,043
+17% +$537K
ALKS icon
2156
Alkermes
ALKS
$8.2B
$3.02M ﹤0.01%
161,628
-12,513
-7% -$256K
HTHT icon
2157
Huazhu Hotels Group
HTHT
$12.9B
$3M ﹤0.01%
54,626
+4,475
+9% +$239K
KOP icon
2158
Koppers
KOP
$922M
$3M ﹤0.01%
86,278
-29,564
-26% -$1.04M
DSM
2159
BNY Mellon Strategic Municipal Bond Fund
DSM
$289M
$3M ﹤0.01%
382,516
+119,489
+45% +$935K
BALY icon
2160
Bally's
BALY
$698M
$2.98M ﹤0.01%
45,819
-2,307
-5% -$137K
IWB icon
2161
iShares Russell 1000 ETF
IWB
$47.7B
$2.98M ﹤0.01%
13,291
+7,562
+132% +$1.66M
OLP
2162
One Liberty Properties
OLP
$524M
$2.96M ﹤0.01%
133,151
-553
-0.4% -$11.9K
MDP
2163
DELISTED
Meredith Corporation
MDP
$2.96M ﹤0.01%
99,447
-21,046
-17% -$556K
SPNS
2164
DELISTED
Sapiens International
SPNS
$2.96M ﹤0.01%
93,153
+31,663
+51% +$1.03M
PBR.A icon
2165
Petrobras Class A
PBR.A
$108B
$2.96M ﹤0.01%
346,423
-180,373
-34% -$1.71M
NOAH
2166
Noah Holdings
NOAH
$580M
$2.96M ﹤0.01%
66,560
+4,097
+7% +$195K
WIRE
2167
DELISTED
Encore Wire Corp
WIRE
$2.94M ﹤0.01%
43,819
-1,345
-3% -$87K
CYH icon
2168
Community Health Systems
CYH
$385M
$2.93M ﹤0.01%
216,742
+33,146
+18% +$326K
TR icon
2169
Tootsie Roll Industries
TR
$2.95B
$2.93M ﹤0.01%
102,500
-2,967
-3% -$81.5K
RFP
2170
DELISTED
Resolute Forest Products Inc.
RFP
$2.93M ﹤0.01%
+267,233
New +$2.37M
SHOE
2171
Shoe Station Group
SHOE
$416M
$2.91M ﹤0.01%
94,170
+38,788
+70% +$957K
MCBC
2172
DELISTED
Macatawa Bank Corp
MCBC
$2.91M ﹤0.01%
292,696
+78,967
+37% +$725K
GO icon
2173
Grocery Outlet
GO
$893M
$2.9M ﹤0.01%
78,758
+15,221
+24% +$591K
MBUU icon
2174
Malibu Boats
MBUU
$529M
$2.9M ﹤0.01%
36,458
-668
-2% -$51.5K
MRC
2175
DELISTED
MRC Global
MRC
$2.9M ﹤0.01%
321,728
+18,667
+6% +$159K
85 86
87
88 89

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AF
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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.