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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
STBA icon
1526
S&T Bancorp
STBA
$1.9B
$8.1M ﹤0.01%
241,735
+4,757
+2% +$141K
NWS icon
1527
News Corp Class B
NWS
$17.7B
$8.09M ﹤0.01%
345,030
-9,174
-3% -$199K
ARNC
1528
DELISTED
Arconic Corporation
ARNC
$8.08M ﹤0.01%
318,328
+46,156
+17% +$1.24M
LTHM
1529
DELISTED
Livent Corporation
LTHM
$8.06M ﹤0.01%
465,434
-70,423
-13% -$1.38M
EFOR
1530
Everforth Inc
EFOR
$960M
$8.05M ﹤0.01%
84,314
+1,477
+2% +$136K
TUP
1531
DELISTED
Tupperware Brands Corporation
TUP
$8.04M ﹤0.01%
304,558
-95,027
-24% -$2.96M
MAT icon
1532
Mattel
MAT
$4.47B
$8.04M ﹤0.01%
403,578
-142,010
-26% -$2.75M
WRI
1533
DELISTED
Weingarten Realty Investors
WRI
$8.02M ﹤0.01%
297,998
-14,728
-5% -$364K
RPRX icon
1534
Royalty Pharma
RPRX
$26.2B
$8.01M ﹤0.01%
183,628
+5,578
+3% +$264K
VLY icon
1535
Valley National Bancorp
VLY
$7.9B
$8.01M ﹤0.01%
582,736
-17,502
-3% -$211K
RCM
1536
DELISTED
R1 RCM Inc. Common Stock
RCM
$8M ﹤0.01%
324,240
+1,092
+0.3% +$28.8K
TU icon
1537
Telus
TU
$17.4B
$8M ﹤0.01%
401,194
-7,145
-2% -$148K
ABEV icon
1538
Ambev
ABEV
$47.9B
$7.97M ﹤0.01%
2,908,005
+271,918
+10% +$768K
ENS icon
1539
EnerSys
ENS
$6.43B
$7.96M ﹤0.01%
87,672
-8,267
-9% -$757K
ITRI icon
1540
Itron
ITRI
$4.48B
$7.96M ﹤0.01%
89,737
-19,550
-18% -$1.93M
GKOS icon
1541
Glaukos
GKOS
$9.49B
$7.95M ﹤0.01%
94,727
+24,079
+34% +$2.12M
ONB icon
1542
Old National Bancorp
ONB
$10.2B
$7.92M ﹤0.01%
409,736
+6,735
+2% +$125K
DORM icon
1543
Dorman Products
DORM
$4.22B
$7.89M ﹤0.01%
76,894
+5,238
+7% +$523K
UA icon
1544
Under Armour Class C
UA
$2.95B
$7.88M ﹤0.01%
427,040
+3,489
+0.8% +$61.3K
TWOU
1545
DELISTED
2U Inc
TWOU
$7.86M ﹤0.01%
6,857
+437
+7% +$554K
EGHT icon
1546
8x8 Inc
EGHT
$279M
$7.86M ﹤0.01%
242,285
+18,220
+8% +$630K
DHC
1547
Diversified Healthcare Trust
DHC
$2.15B
$7.85M ﹤0.01%
1,641,610
-734,153
-31% -$3.38M
MNRO icon
1548
Monro
MNRO
$415M
$7.82M ﹤0.01%
118,887
+11,102
+10% +$694K
BBT
1549
Beacon Financial Corp
BBT
$2.5B
$7.82M ﹤0.01%
350,365
-18,100
-5% -$370K
CYBR
1550
DELISTED
CyberArk
CYBR
$7.79M ﹤0.01%
60,194
-4,412
-7% -$668K
60 61
62
63 64

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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.