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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
SAH icon
1751
Sonic Automotive
SAH
$3.17B
$5.7M ﹤0.01%
115,023
-8,282
-7% -$384K
TTGT icon
1752
TechTarget
TTGT
$325M
$5.69M ﹤0.01%
81,953
-17,065
-17% -$1.33M
BXMT icon
1753
Blackstone Mortgage Trust
BXMT
$2.53B
$5.69M ﹤0.01%
183,468
-43,125
-19% -$1.25M
MAV
1754
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$5.67M ﹤0.01%
480,132
+11,037
+2% +$130K
VISN
1755
Vistance Networks Inc
VISN
$2.64B
$5.65M ﹤0.01%
367,976
-3,197
-0.9% -$47.9K
PSB
1756
DELISTED
PS Business Parks, Inc.
PSB
$5.65M ﹤0.01%
36,523
+1,402
+4% +$201K
PRGS icon
1757
Progress Software
PRGS
$1.65B
$5.64M ﹤0.01%
128,121
+5,075
+4% +$222K
ATI icon
1758
ATI
ATI
$24.8B
$5.64M ﹤0.01%
267,706
+16,458
+7% +$322K
CIVI
1759
DELISTED
Civitas Resources
CIVI
$5.63M ﹤0.01%
157,645
+47,559
+43% +$1.34M
CORT icon
1760
Corcept Therapeutics
CORT
$12.7B
$5.63M ﹤0.01%
236,764
+7,018
+3% +$187K
CHX
1761
DELISTED
ChampionX
CHX
$5.63M ﹤0.01%
259,183
+37,096
+17% +$721K
TNET icon
1762
TriNet
TNET
$3.29B
$5.63M ﹤0.01%
72,206
-11,146
-13% -$900K
AJRD
1763
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$5.62M ﹤0.01%
119,746
+4,754
+4% +$242K
FSS icon
1764
Federal Signal
FSS
$7.6B
$5.61M ﹤0.01%
146,395
+2,077
+1% +$75.1K
ACAD icon
1765
Acadia Pharmaceuticals
ACAD
$4.55B
$5.6M ﹤0.01%
216,890
-83,686
-28% -$3.68M
BSBR icon
1766
Santander
BSBR
$37.8B
$5.6M ﹤0.01%
828,636
-45,111
-5% -$321K
PLCE icon
1767
Children's Place
PLCE
$54.3M
$5.57M ﹤0.01%
79,967
-3,685
-4% -$258K
NSLR
1768
Neostellar Capital Corp
NSLR
$270M
$5.54M ﹤0.01%
486,762
+7,375
+2% +$86.1K
PACB icon
1769
Pacific Biosciences
PACB
$460M
$5.53M ﹤0.01%
165,880
+55,369
+50% +$1.94M
NKTR icon
1770
Nektar Therapeutics
NKTR
$2.41B
$5.52M ﹤0.01%
18,415
-262
-1% -$81.5K
KELYA icon
1771
Kelly Services Class A
KELYA
$521M
$5.52M ﹤0.01%
247,958
+8,138
+3% +$173K
PPT
1772
Franklin Premier Income Trust
PPT
$323M
$5.52M ﹤0.01%
1,132,835
+1,025,111
+952% +$4.85M
QQQ icon
1773
Invesco QQQ Trust
QQQ
$450B
$5.51M ﹤0.01%
17,252
-449
-3% -$144K
AXS icon
1774
AXIS Capital
AXS
$7.67B
$5.5M ﹤0.01%
110,920
+3,201
+3% +$160K
EFA icon
1775
iShares MSCI EAFE ETF
EFA
$78.5B
$5.49M ﹤0.01%
72,411
+10,228
+16% +$770K
69 70
71
72 73

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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.