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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
PBR icon
1601
Petrobras
PBR
$120B
$7.18M ﹤0.01%
846,710
-116,336
-12% -$1.11M
TV icon
1602
Televisa
TV
$1.49B
$7.18M ﹤0.01%
810,404
+177,420
+28% +$1.51M
AGIO icon
1603
Agios Pharmaceuticals
AGIO
$2.08B
$7.17M ﹤0.01%
138,751
-18,102
-12% -$896K
HMSY
1604
DELISTED
HMS Holdings Corp.
HMSY
$7.16M ﹤0.01%
193,617
-5,147
-3% -$189K
FOXF icon
1605
Fox Factory Holding Corp
FOXF
$794M
$7.15M ﹤0.01%
56,288
+2,908
+5% +$375K
VCSH icon
1606
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$7.12M ﹤0.01%
86,295
– –
KMF
1607
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$7.1M ﹤0.01%
1,066,459
+783,160
+276% +$5M
WTS icon
1608
Watts Water Technologies
WTS
$11.2B
$7.1M ﹤0.01%
59,780
-3,115
-5% -$380K
VKQ icon
1609
Invesco Municipal Trust
VKQ
$541M
$7.09M ﹤0.01%
537,089
-131,300
-20% -$1.7M
CAR icon
1610
Avis
CAR
$5.47B
$7.08M ﹤0.01%
97,657
-75,594
-44% -$3.91M
ENR icon
1611
Energizer
ENR
$1.47B
$7.08M ﹤0.01%
149,195
+4,691
+3% +$216K
TGTX icon
1612
TG Therapeutics
TGTX
$8.19B
$7.08M ﹤0.01%
146,878
+3,622
+3% +$174K
HR icon
1613
Healthcare Realty
HR
$7.56B
$7.07M ﹤0.01%
256,411
-55,784
-18% -$1.56M
PFPT
1614
DELISTED
Proofpoint, Inc.
PFPT
$7.07M ﹤0.01%
56,214
+2,581
+5% +$336K
ZWS icon
1615
Zurn Elkay Water Solutions
ZWS
$8.55B
$7.05M ﹤0.01%
310,908
+23,646
+8% +$508K
SPGM icon
1616
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.68B
$7.05M ﹤0.01%
134,587
-310
-0.2% -$15.9K
VSS icon
1617
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11B
$7.04M ﹤0.01%
54,873
+31,620
+136% +$4.01M
EGOV
1618
DELISTED
NIC Inc
EGOV
$7.04M ﹤0.01%
207,552
+11,168
+6% +$353K
FSLY icon
1619
Fastly Inc
FSLY
$3.24B
$7.03M ﹤0.01%
104,540
-21,050
-17% -$1.81M
NPO icon
1620
Enpro
NPO
$6.26B
$7.03M ﹤0.01%
82,430
-1,346
-2% -$110K
CNX icon
1621
CNX Resources
CNX
$4.91B
$7.02M ﹤0.01%
477,786
+7,160
+2% +$96.3K
MZTI
1622
The Marzetti Company
MZTI
$3.05B
$7M ﹤0.01%
39,936
-116
-0.3% -$20.8K
VSTO
1623
DELISTED
Vista Outdoor Inc.
VSTO
$6.99M ﹤0.01%
217,977
+43,232
+25% +$1.34M
FATE icon
1624
Fate Therapeutics
FATE
$275M
$6.99M ﹤0.01%
84,777
+6,037
+8% +$578K
HRI icon
1625
Herc Holdings
HRI
$4.78B
$6.98M ﹤0.01%
68,914
+19,099
+38% +$1.54M
63 64
65
66 67

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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.