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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
MTRN icon
1901
Materion
MTRN
$4.33B
$4.58M ﹤0.01%
69,077
+472
+0.7% +$32.7K
MHI
1902
DELISTED
Pioneer Municipal High Income Fund
MHI
$4.56M ﹤0.01%
368,919
+131,325
+55% +$1.63M
PLAB icon
1903
Photronics
PLAB
$1.74B
$4.56M ﹤0.01%
354,618
+212,571
+150% +$2.57M
WT icon
1904
WisdomTree
WT
$2.88B
$4.56M ﹤0.01%
728,938
+17,604
+2% +$101K
NUVA
1905
DELISTED
NuVasive, Inc.
NUVA
$4.55M ﹤0.01%
69,366
-1,061
-2% -$63.6K
SPTN
1906
DELISTED
SpartanNash
SPTN
$4.55M ﹤0.01%
231,616
-40,991
-15% -$777K
ILPT
1907
Industrial Logistics Properties Trust
ILPT
$565M
$4.54M ﹤0.01%
196,139
-17,466
-8% -$392K
SONO icon
1908
Sonos
SONO
$1.72B
$4.53M ﹤0.01%
121,010
+9,209
+8% +$311K
CSGS
1909
DELISTED
CSG Systems International
CSGS
$4.53M ﹤0.01%
100,911
-13,214
-12% -$609K
MXL icon
1910
MaxLinear
MXL
$6.07B
$4.53M ﹤0.01%
132,823
-47,184
-26% -$1.68M
HL icon
1911
Hecla Mining
HL
$10B
$4.52M ﹤0.01%
794,935
-396,416
-33% -$2.42M
HVT icon
1912
Haverty Furniture Companies
HVT
$403M
$4.52M ﹤0.01%
121,546
+28,985
+31% +$1M
BAND
1913
Bandwidth Inc
BAND
$1.25B
$4.5M ﹤0.01%
35,511
+4,719
+15% +$731K
MTSC
1914
DELISTED
MTS Systems Corp
MTSC
$4.5M ﹤0.01%
77,331
+510
+0.7% +$29.9K
MSEX icon
1915
Middlesex Water
MSEX
$1.04B
$4.49M ﹤0.01%
56,802
-2,344
-4% -$177K
RCKT icon
1916
Rocket Pharmaceuticals
RCKT
$351M
$4.49M ﹤0.01%
101,082
+55,007
+119% +$3.02M
ORGO icon
1917
Organogenesis Holdings
ORGO
$315M
$4.47M ﹤0.01%
245,556
+229,458
+1,425% +$3.11M
SAFE
1918
Safehold
SAFE
$1.13B
$4.47M ﹤0.01%
51,607
+3,264
+7% +$262K
AQUA
1919
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$4.47M ﹤0.01%
169,812
-14,619
-8% -$389K
NXRT
1920
NexPoint Residential Trust
NXRT
$677M
$4.46M ﹤0.01%
96,853
+5,029
+5% +$215K
CFFN icon
1921
Capitol Federal Financial
CFFN
$1.1B
$4.45M ﹤0.01%
335,660
-11,934
-3% -$158K
HIBB
1922
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.44M ﹤0.01%
64,419
-2,321
-3% -$143K
AMX icon
1923
America Movil
AMX
$76B
$4.43M ﹤0.01%
326,458
-69,758
-18% -$959K
QLYS icon
1924
Qualys
QLYS
$4.99B
$4.43M ﹤0.01%
42,264
-242
-0.6% -$27.1K
VUG icon
1925
Vanguard Morningstar Growth ETF
VUG
$218B
$4.42M ﹤0.01%
103,248
+132
+0.1% +$5.65K
75 76
77
78 79

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MCM
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PSUF
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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.