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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
KOD icon
2301
Kodiak Sciences
KOD
$2.6B
$2.34M ﹤0.01%
20,653
-5,880
-22% -$803K
DAVA icon
2302
Endava
DAVA
$158M
$2.33M ﹤0.01%
27,545
-1,817
-6% -$152K
RGR icon
2303
Sturm, Ruger & Co
RGR
$594M
$2.32M ﹤0.01%
35,149
-14,225
-29% -$979K
EHTH icon
2304
eHealth
EHTH
$42.2M
$2.32M ﹤0.01%
31,910
-4,402
-12% -$281K
SNEX icon
2305
StoneX
SNEX
$9.26B
$2.32M ﹤0.01%
179,400
+851
+0.5% +$10.3K
TVTY
2306
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.31M ﹤0.01%
103,677
+2,942
+3% +$67.5K
NNI icon
2307
Nelnet
NNI
$4.88B
$2.31M ﹤0.01%
31,804
-3,056
-9% -$221K
ABR icon
2308
Arbor Realty Trust
ABR
$964M
$2.31M ﹤0.01%
145,205
+21,342
+17% +$330K
OSPN icon
2309
OneSpan
OSPN
$574M
$2.31M ﹤0.01%
94,262
+9,045
+11% +$222K
CSTL icon
2310
Castle Biosciences
CSTL
$849M
$2.31M ﹤0.01%
33,680
+9,080
+37% +$682K
AR icon
2311
Antero Resources
AR
$11.1B
$2.31M ﹤0.01%
225,941
-915,478
-80% -$7.76M
FVRR icon
2312
Fiverr
FVRR
$321M
$2.3M ﹤0.01%
10,604
+8,946
+540% +$2.19M
LKFN icon
2313
Lakeland Financial Corp
LKFN
$1.56B
$2.3M ﹤0.01%
33,257
-372
-1% -$24.4K
MTUS icon
2314
Metallus
MTUS
$838M
$2.3M ﹤0.01%
195,829
+4,806
+3% +$35.9K
ARCH
2315
DELISTED
Arch Resources, Inc.
ARCH
$2.3M ﹤0.01%
55,291
-22,417
-29% -$1.08M
SPT icon
2316
Sprout Social
SPT
$516M
$2.3M ﹤0.01%
39,804
+31,192
+362% +$1.95M
CTBI icon
2317
Community Trust Bancorp
CTBI
$1.42B
$2.29M ﹤0.01%
52,103
+3,513
+7% +$144K
HTBK
2318
DELISTED
Heritage Commerce
HTBK
$2.29M ﹤0.01%
187,619
-23,709
-11% -$237K
TISI icon
2319
Team
TISI
$79.5M
$2.28M ﹤0.01%
19,794
+185
+0.9% +$20.3K
CAC icon
2320
Camden National
CAC
$978M
$2.28M ﹤0.01%
47,592
-3,335
-7% -$140K
SPPI
2321
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2.28M ﹤0.01%
698,720
-61,371
-8% -$220K
BRFS
2322
DELISTED
BRF SA
BRFS
$2.27M ﹤0.01%
504,518
+27,639
+6% +$115K
SGMO
2323
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$2.26M ﹤0.01%
180,627
-46,451
-20% -$626K
GTS
2324
DELISTED
Triple-S Management Corporation
GTS
$2.26M ﹤0.01%
86,927
+49,649
+133% +$1.23M
NSTG
2325
DELISTED
NanoString Technologies, Inc.
NSTG
$2.26M ﹤0.01%
34,340
-14,920
-30% -$1.05M
91 92
93
94 95

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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.