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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
CCU icon
1851
Compañía de Cervecerías Unidas
CCU
$2.16B
$4.94M ﹤0.01%
279,780
+16,349
+6% +$283K
SBS icon
1852
Sabesp
SBS
$19.2B
$4.94M ﹤0.01%
3,472,041
+635,479
+22% +$914K
CLDR
1853
DELISTED
Cloudera, Inc.
CLDR
$4.93M ﹤0.01%
405,385
-45,435
-10% -$679K
EOD
1854
Allspring Global Dividend Opportunity Fund
EOD
$277M
$4.93M ﹤0.01%
937,298
+616,606
+192% +$3.16M
CHCT
1855
Community Healthcare Trust
CHCT
$530M
$4.92M ﹤0.01%
106,586
-10,610
-9% -$493K
ARD
1856
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$4.91M ﹤0.01%
193,361
+70
+0% +$1.51K
NVRI icon
1857
Enviri
NVRI
$624M
$4.9M ﹤0.01%
285,666
-12,716
-4% -$231K
TENB icon
1858
Tenable Holdings
TENB
$3.59B
$4.88M ﹤0.01%
134,989
-1,802
-1% -$81.5K
SUM
1859
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.88M ﹤0.01%
177,293
+21,370
+14% +$537K
MYRG icon
1860
MYR Group
MYRG
$5.15B
$4.88M ﹤0.01%
68,067
+4,263
+7% +$270K
USNA icon
1861
Usana Health Sciences
USNA
$409M
$4.87M ﹤0.01%
49,937
+1,168
+2% +$106K
ECHO
1862
DELISTED
Echo Global Logistics, Inc.
ECHO
$4.87M ﹤0.01%
155,063
-2,657
-2% -$77.3K
ZLAB icon
1863
Zai Lab
ZLAB
$2.06B
$4.87M ﹤0.01%
36,490
+2,256
+7% +$349K
HTLD icon
1864
Heartland Express
HTLD
$986M
$4.86M ﹤0.01%
248,123
+98,114
+65% +$1.86M
IJH icon
1865
iShares Core S&P Mid-Cap ETF
IJH
$122B
$4.86M ﹤0.01%
93,315
+35,000
+60% +$1.75M
APOG icon
1866
Apogee Enterprises
APOG
$832M
$4.84M ﹤0.01%
118,526
+3,744
+3% +$141K
HGV icon
1867
Hilton Grand Vacations
HGV
$3.64B
$4.81M ﹤0.01%
128,345
+2,170
+2% +$78.1K
PEGA icon
1868
Pegasystems
PEGA
$4.94B
$4.78M ﹤0.01%
83,636
+7,800
+10% +$510K
MAXR
1869
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$4.78M ﹤0.01%
126,260
+37,270
+42% +$1.66M
KRNT icon
1870
Kornit Digital
KRNT
$695M
$4.77M ﹤0.01%
48,145
-16
-0% -$1.58K
AMWD
1871
DELISTED
American Woodmark
AMWD
$4.77M ﹤0.01%
48,367
+2,606
+6% +$251K
MRTX
1872
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$4.77M ﹤0.01%
27,837
-9,354
-25% -$1.85M
UE icon
1873
Urban Edge Properties
UE
$2.87B
$4.76M ﹤0.01%
288,367
-917
-0.3% -$14.4K
MCHB
1874
Mechanics Bancorp
MCHB
$3.68B
$4.76M ﹤0.01%
108,050
+14,603
+16% +$608K
PD icon
1875
PagerDuty
PD
$800M
$4.75M ﹤0.01%
118,042
-28,890
-20% -$1.32M
73 74
75
76 77

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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.