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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
IJK icon
2926
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$634K ﹤0.01%
8,096
+1,716
+27% +$132K
DENN
2927
DELISTED
Denny's
DENN
$633K ﹤0.01%
34,962
-4,685
-12% -$79.7K
RSP icon
2928
Invesco S&P 500 Equal Weight ETF
RSP
$97.2B
$629K ﹤0.01%
4,437
+110
+3% +$14.8K
SILK
2929
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$628K ﹤0.01%
12,398
+552
+5% +$30.7K
PZN
2930
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$628K ﹤0.01%
59,593
+2,721
+5% +$25.6K
ASC icon
2931
Ardmore Shipping
ASC
$703M
$627K ﹤0.01%
138,066
+2,643
+2% +$10.7K
PRTK
2932
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$624K ﹤0.01%
88,405
-3,148
-3% -$22.7K
ITA icon
2933
iShares US Aerospace & Defense ETF
ITA
$14.1B
$623K ﹤0.01%
+5,985
New +$584K
BELFB
2934
Bel Fuse Inc Class B
BELFB
$3.6B
$622K ﹤0.01%
31,259
+1,123
+4% +$19.8K
YEXT icon
2935
Yext
YEXT
$552M
$622K ﹤0.01%
42,971
+10,335
+32% +$173K
FDIS icon
2936
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.63B
$619K ﹤0.01%
8,109
+1,460
+22% +$110K
SCHB icon
2937
Schwab US Broad Market ETF
SCHB
$43B
$615K ﹤0.01%
38,130
-17,262
-31% -$272K
ETON icon
2938
Eton Pharmaceutcials
ETON
$1.34B
$614K ﹤0.01%
83,867
+308
+0.4% +$2.63K
NEXA icon
2939
Nexa Resources
NEXA
$1.74B
$614K ﹤0.01%
59,931
-24,915
-29% -$244K
AUY
2940
DELISTED
Yamana Gold, Inc.
AUY
$614K ﹤0.01%
141,477
-179,930
-56% -$859K
RVSB icon
2941
Riverview Bancorp
RVSB
$107M
$612K ﹤0.01%
88,347
-14,667
-14% -$90K
GOTU icon
2942
Gaotu Techedu
GOTU
$439M
$610K ﹤0.01%
18,003
+1,834
+11% +$149K
FOCS
2943
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$609K ﹤0.01%
14,627
+1,142
+8% +$55.3K
BSET icon
2944
Bassett Furniture
BSET
$168M
$604K ﹤0.01%
24,888
-234
-0.9% -$5.2K
SPWH icon
2945
Sportsman's Warehouse
SPWH
$45.3M
$603K ﹤0.01%
35,005
-49,933
-59% -$869K
ITMR
2946
DELISTED
Itamar Medical Ltd. American Depository Shares
ITMR
$601K ﹤0.01%
+25,112
New +$597K
FMN
2947
Federated Hermes Premier Municipal Income Fund
FMN
$87M
$599K ﹤0.01%
41,232
+1,765
+4% +$25.6K
GIC icon
2948
Global Industrial
GIC
$1.35B
$597K ﹤0.01%
14,510
+527
+4% +$20.8K
HEDJ icon
2949
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$596K ﹤0.01%
16,380
-3,710
-18% -$128K
PAGP icon
2950
Plains GP Holdings
PAGP
$5.26B
$596K ﹤0.01%
63,450
+872
+1% +$8.14K
116 117
118
119 120

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MCM
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PSUF
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SCC
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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.