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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
AORT icon
2376
Artivion
AORT
$1.3B
$2.05M ﹤0.01%
90,807
+20,247
+29% +$495K
SWTX
2377
DELISTED
SpringWorks Therapeutics
SWTX
$2.04M ﹤0.01%
27,749
+846
+3% +$66.3K
ETD icon
2378
Ethan Allen Interiors
ETD
$567M
$2.04M ﹤0.01%
73,879
+1,747
+2% +$44K
HLNE icon
2379
Hamilton Lane
HLNE
$4.9B
$2.04M ﹤0.01%
23,031
+2,307
+11% +$195K
IRWD icon
2380
Ironwood Pharmaceuticals
IRWD
$700M
$2.04M ﹤0.01%
182,431
-47,035
-20% -$497K
SPWR
2381
DELISTED
SunPower Corporation Common Stock
SPWR
$2.04M ﹤0.01%
60,872
-49,345
-45% -$1.85M
JOBS
2382
DELISTED
51job Inc
JOBS
$2.03M ﹤0.01%
32,423
+2,276
+8% +$152K
AQN icon
2383
Algonquin Power & Utilities
AQN
$4.52B
$2.03M ﹤0.01%
128,063
-956
-0.7% -$15.8K
CPLG
2384
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$2.03M ﹤0.01%
224,533
-15,068
-6% -$122K
DSGX icon
2385
Descartes Systems
DSGX
$6.43B
$2.03M ﹤0.01%
33,263
+605
+2% +$36.9K
AMPH icon
2386
Amphastar Pharmaceuticals
AMPH
$872M
$2.02M ﹤0.01%
110,486
+10,027
+10% +$186K
BE icon
2387
Bloom Energy
BE
$63.6B
$2.02M ﹤0.01%
74,742
-59,251
-44% -$1.93M
AUDC icon
2388
AudioCodes
AUDC
$245M
$2.02M ﹤0.01%
74,917
+23,863
+47% +$708K
CMPR icon
2389
Cimpress
CMPR
$2.34B
$2.01M ﹤0.01%
20,108
-570
-3% -$56.1K
SNR
2390
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2M ﹤0.01%
320,998
-6,385
-2% -$37.4K
AERI
2391
DELISTED
Aerie Pharmaceuticals
AERI
$2M ﹤0.01%
111,876
+5,981
+6% +$103K
OSW icon
2392
OneSpaWorld
OSW
$2.58B
$2M ﹤0.01%
187,328
+881
+0.5% +$8.9K
ADTN icon
2393
Adtran
ADTN
$699M
$1.99M ﹤0.01%
119,416
+131
+0.1% +$2.21K
TPC
2394
Tutor Perini Cor
TPC
$4.46B
$1.99M ﹤0.01%
105,094
-9,760
-8% -$165K
CLBK icon
2395
Columbia Financial
CLBK
$1.12B
$1.98M ﹤0.01%
113,120
+36,407
+47% +$604K
CMBM
2396
DELISTED
Cambium Networks
CMBM
$1.98M ﹤0.01%
+42,280
New +$1.68M
MGP
2397
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1.97M ﹤0.01%
60,389
-17,378
-22% -$563K
UPLD icon
2398
Upland Software
UPLD
$13.1M
$1.96M ﹤0.01%
4,162
+1,276
+44% +$616K
IVE icon
2399
iShares S&P 500 Value ETF
IVE
$48.9B
$1.96M ﹤0.01%
13,865
+5,682
+69% +$765K
TFIN icon
2400
Triumph Financial Inc
TFIN
$1.81B
$1.95M ﹤0.01%
25,247
+2,895
+13% +$201K
94 95
96
97 98

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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.