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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
TX icon
2051
Ternium
TX
$9.64B
$3.52M ﹤0.01%
90,607
-41,066
-31% -$1.32M
SAVE
2052
DELISTED
Spirit Airlines, Inc.
SAVE
$3.52M ﹤0.01%
95,361
+214
+0.2% +$6.87K
FLWS icon
2053
1-800-Flowers.com
FLWS
$246M
$3.5M ﹤0.01%
126,834
-3,998
-3% -$119K
ACWI icon
2054
iShares MSCI ACWI ETF
ACWI
$32.7B
$3.49M ﹤0.01%
36,722
-123
-0.3% -$11.6K
SBCF icon
2055
Seacoast Banking Corp of Florida
SBCF
$3.35B
$3.48M ﹤0.01%
95,952
+5,517
+6% +$192K
RIG icon
2056
Transocean
RIG
$5.62B
$3.48M ﹤0.01%
978,935
-33,203
-3% -$115K
SPCE icon
2057
Virgin Galactic
SPCE
$329M
$3.47M ﹤0.01%
5,672
-329
-5% -$248K
UTL icon
2058
Unitil
UTL
$980M
$3.47M ﹤0.01%
76,043
-5,634
-7% -$246K
NTNX icon
2059
Nutanix
NTNX
$16B
$3.46M ﹤0.01%
130,066
-12,818
-9% -$390K
SMPL icon
2060
Simply Good Foods
SMPL
$918M
$3.45M ﹤0.01%
113,423
+63,890
+129% +$1.9M
RNST icon
2061
Renasant Corp
RNST
$3.96B
$3.45M ﹤0.01%
83,313
+15,772
+23% +$627K
PML
2062
PIMCO Municipal Income Fund II
PML
$485M
$3.44M ﹤0.01%
+231,529
New +$3.39M
SEB icon
2063
Seaboard Corp
SEB
$4.32B
$3.44M ﹤0.01%
933
+240
+35% +$805K
VECO icon
2064
Veeco
VECO
$2.95B
$3.44M ﹤0.01%
166,030
+3,672
+2% +$76.3K
DBD
2065
DELISTED
Diebold Nixdorf Incorporated
DBD
$3.44M ﹤0.01%
243,369
-8,052
-3% -$111K
PBF icon
2066
PBF Energy
PBF
$8.67B
$3.44M ﹤0.01%
242,730
+35,017
+17% +$418K
UGP icon
2067
Ultrapar
UGP
$6.9B
$3.43M ﹤0.01%
898,672
+23,432
+3% +$92.8K
HTGC icon
2068
Hercules Capital
HTGC
$2.98B
$3.43M ﹤0.01%
213,967
+98
+0% +$1.52K
FNKO icon
2069
Funko
FNKO
$338M
$3.43M ﹤0.01%
174,210
+42,812
+33% +$597K
MDLA
2070
DELISTED
Medallia, Inc.
MDLA
$3.41M ﹤0.01%
122,380
+1,383
+1% +$51.3K
PBI icon
2071
Pitney Bowes
PBI
$2.46B
$3.41M ﹤0.01%
413,531
-220,656
-35% -$1.89M
TKC icon
2072
Turkcell
TKC
$4.72B
$3.4M ﹤0.01%
728,234
+14,537
+2% +$80.1K
ADPT icon
2073
Adaptive Biotechnologies
ADPT
$3.85B
$3.4M ﹤0.01%
84,459
-34,249
-29% -$1.85M
FCBC icon
2074
First Community Bankshares
FCBC
$899M
$3.39M ﹤0.01%
113,079
+31,487
+39% +$803K
CHCO icon
2075
City Holding Co
CHCO
$2.04B
$3.38M ﹤0.01%
41,313
+836
+2% +$63.6K
81 82
83
84 85

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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.