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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
DCPH
2451
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.81M ﹤0.01%
40,434
+3,444
+9% +$160K
REVG
2452
DELISTED
REV Group
REVG
$1.81M ﹤0.01%
94,547
+58,660
+163% +$774K
VRT icon
2453
Vertiv
VRT
$93.3B
$1.81M ﹤0.01%
90,541
-14,714
-14% -$297K
WW
2454
DELISTED
WW International
WW
$1.81M ﹤0.01%
57,764
-10,090
-15% -$291K
SCSC icon
2455
Scansource
SCSC
$1.14B
$1.81M ﹤0.01%
60,294
-35
-0.1% -$1.01K
EAF icon
2456
GrafTech
EAF
$167M
$1.8M ﹤0.01%
14,757
+4,798
+48% +$554K
HCM icon
2457
HUTCHMED
HCM
$1.92B
$1.8M ﹤0.01%
63,742
+8,307
+15% +$265K
SWI
2458
DELISTED
SolarWinds Corporation Common Stock
SWI
$1.8M ﹤0.01%
97,614
+42,039
+76% +$724K
SUZ icon
2459
Suzano
SUZ
$10.5B
$1.79M ﹤0.01%
146,805
+28,228
+24% +$356K
SRDX
2460
DELISTED
Surmodics
SRDX
$1.79M ﹤0.01%
31,972
+1,487
+5% +$74.2K
PLOW icon
2461
Douglas Dynamics
PLOW
$1.02B
$1.79M ﹤0.01%
38,789
-37
-0.1% -$1.71K
LQDT icon
2462
Liquidity Services
LQDT
$1.2B
$1.79M ﹤0.01%
96,261
+122
+0.1% +$2.21K
VTEB icon
2463
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
$1.78M ﹤0.01%
32,584
+4,452
+16% +$245K
RBCAA icon
2464
Republic Bancorp
RBCAA
$1.95B
$1.78M ﹤0.01%
40,115
+131
+0.3% +$5.42K
GDEN
2465
DELISTED
Golden Entertainment
GDEN
$1.78M ﹤0.01%
70,324
-306
-0.4% -$6.88K
GBT
2466
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.77M ﹤0.01%
43,499
-324
-0.7% -$14.9K
ALBO
2467
DELISTED
Albireo Pharma Inc
ALBO
$1.77M ﹤0.01%
50,277
+15,368
+44% +$567K
PAYA
2468
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$1.77M ﹤0.01%
+161,116
New +$2.05M
SYBT icon
2469
Stock Yards Bancorp
SYBT
$2.68B
$1.76M ﹤0.01%
34,545
-486
-1% -$23.3K
AGS
2470
DELISTED
PlayAGS
AGS
$1.76M ﹤0.01%
217,793
+18,279
+9% +$130K
CBPO
2471
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$1.76M ﹤0.01%
14,851
-805
-5% -$95.2K
PRMW
2472
DELISTED
Primo Water Corporation
PRMW
$1.76M ﹤0.01%
108,067
-61,320
-36% -$985K
MCRI icon
2473
Monarch Casino & Resort
MCRI
$2.19B
$1.76M ﹤0.01%
28,969
-1,169
-4% -$71.4K
ATEN icon
2474
A10 Networks
ATEN
$2.16B
$1.75M ﹤0.01%
182,348
-26,293
-13% -$257K
ARR
2475
Armour Residential REIT
ARR
$2.3B
$1.74M ﹤0.01%
28,548
+698
+3% +$41K
97 98
99
100 101

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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.