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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
MTZ icon
976
MasTec
MTZ
$22.7B
$18.9M 0.01%
201,492
+16,019
+9% +$1.37M
OTEX icon
977
Open Text
OTEX
$6.28B
$18.8M 0.01%
394,702
+4,310
+1% +$202K
IPGP icon
978
IPG Photonics
IPGP
$3.4B
$18.7M 0.01%
88,723
-625
-0.7% -$142K
SLF icon
979
Sun Life Financial
SLF
$45.6B
$18.7M 0.01%
370,197
+21,319
+6% +$1.04M
AVA icon
980
Avista
AVA
$3.43B
$18.7M 0.01%
391,730
+17,909
+5% +$738K
AGNC icon
981
AGNC Investment
AGNC
$12.7B
$18.6M 0.01%
1,112,448
+31,431
+3% +$508K
EME icon
982
Emcor
EME
$29.9B
$18.6M 0.01%
166,198
+12,636
+8% +$1.27M
VB icon
983
Vanguard Small-Cap ETF
VB
$78.9B
$18.6M 0.01%
87,039
+480
+0.6% +$101K
AMED
984
DELISTED
Amedisys
AMED
$18.6M 0.01%
70,279
-2,267
-3% -$639K
VSH icon
985
Vishay Intertechnology
VSH
$4.6B
$18.6M 0.01%
772,815
+39,783
+5% +$931K
NUAN
986
DELISTED
Nuance Communications, Inc.
NUAN
$18.6M 0.01%
425,887
+16,449
+4% +$756K
ZS icon
987
Zscaler
ZS
$24.9B
$18.6M 0.01%
108,093
+9,892
+10% +$1.97M
VIPS icon
988
Vipshop
VIPS
$7.26B
$18.5M 0.01%
620,766
-40,974
-6% -$1.41M
ELS icon
989
Equity Lifestyle Properties
ELS
$13.1B
$18.5M 0.01%
291,138
+12,781
+5% +$795K
EHC icon
990
Encompass Health
EHC
$11.3B
$18.5M 0.01%
284,232
+14,857
+6% +$969K
ARMK icon
991
Aramark
ARMK
$15B
$18.5M 0.01%
678,503
+40,206
+6% +$1.1M
WTRG icon
992
Essential Utilities
WTRG
$11.5B
$18.5M 0.01%
412,992
-3,913
-0.9% -$177K
TTEK icon
993
Tetra Tech
TTEK
$8.77B
$18.5M 0.01%
679,935
-77,460
-10% -$2.05M
XLI icon
994
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$18.4M 0.01%
187,278
+40,667
+28% +$3.72M
SEO
995
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$18.4M 0.01%
985,186
+12,486
+1% +$233K
WPM icon
996
Wheaton Precious Metals
WPM
$49.7B
$18.4M 0.01%
481,160
+107,420
+29% +$4.26M
AEO icon
997
American Eagle Outfitters
AEO
$2.94B
$18.4M 0.01%
628,146
-330,577
-34% -$8.46M
ASH icon
998
Ashland
ASH
$3.34B
$18.4M 0.01%
206,737
-3,394
-2% -$293K
ALE
999
DELISTED
Allete
ALE
$18.3M 0.01%
272,226
+3,118
+1% +$204K
VST icon
1000
Vistra
VST
$48.2B
$18.3M 0.01%
1,034,115
-317,500
-23% -$6.31M
38 39
40
41 42

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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.