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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
PEBO icon
2126
Peoples Bancorp
PEBO
$1.48B
$3.15M ﹤0.01%
94,808
+296
+0.3% +$9.47K
WAFD icon
2127
WaFd
WAFD
$2.69B
$3.15M ﹤0.01%
102,117
-10,962
-10% -$328K
ENDP
2128
DELISTED
Endo International plc
ENDP
$3.14M ﹤0.01%
424,212
-74,088
-15% -$600K
NXGN
2129
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$3.14M ﹤0.01%
173,444
+23,132
+15% +$456K
COLL icon
2130
Collegium Pharmaceutical
COLL
$1.12B
$3.13M ﹤0.01%
131,978
+31,054
+31% +$738K
RUTH
2131
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.12M ﹤0.01%
125,727
+19,030
+18% +$404K
IRTC icon
2132
iRhythm Holdings
IRTC
$3.91B
$3.11M ﹤0.01%
22,379
-12,494
-36% -$2.24M
PTR
2133
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$3.11M ﹤0.01%
85,944
+11,167
+15% +$386K
MMP
2134
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.1M ﹤0.01%
71,539
-3,783
-5% -$165K
CIG icon
2135
CEMIG Preferred Shares
CIG
$6.21B
$3.1M ﹤0.01%
2,573,389
+487,281
+23% +$623K
MAGN
2136
Magnera Corp
MAGN
$460M
$3.1M ﹤0.01%
13,897
+358
+3% +$79.7K
MIME
2137
DELISTED
Mimecast Limited
MIME
$3.1M ﹤0.01%
77,002
+47,532
+161% +$2.09M
OUT icon
2138
Outfront Media
OUT
$5.59B
$3.09M ﹤0.01%
143,939
-51,775
-26% -$1.06M
SBI
2139
Western Asset Intermediate Muni Fund
SBI
$107M
$3.09M ﹤0.01%
332,822
+118,510
+55% +$1.1M
NBTB icon
2140
NBT Bancorp
NBTB
$2.73B
$3.07M ﹤0.01%
76,996
+2,423
+3% +$89.1K
SCHD icon
2141
Schwab US Dividend Equity ETF
SCHD
$102B
$3.07M ﹤0.01%
126,330
+8,295
+7% +$189K
CVCO icon
2142
Cavco Industries
CVCO
$4.15B
$3.07M ﹤0.01%
13,606
+1,358
+11% +$283K
REAL icon
2143
The RealReal
REAL
$1.44B
$3.06M ﹤0.01%
135,244
+7,217
+6% +$178K
ARVN icon
2144
Arvinas
ARVN
$516M
$3.06M ﹤0.01%
46,220
+3,010
+7% +$230K
CRMT icon
2145
America's Car Mart
CRMT
$25.4M
$3.05M ﹤0.01%
20,003
+1,118
+6% +$152K
PLUS icon
2146
ePlus
PLUS
$2.35B
$3.05M ﹤0.01%
61,134
-14,050
-19% -$666K
RTLR
2147
DELISTED
Rattler Midstream LP Common Units
RTLR
$3.04M ﹤0.01%
286,346
-3,536
-1% -$36.8K
DIA icon
2148
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$3.04M ﹤0.01%
9,210
-519
-5% -$164K
LTC
2149
LTC Properties
LTC
$2.04B
$3.04M ﹤0.01%
72,876
+4,095
+6% +$169K
AGYS icon
2150
Agilysys
AGYS
$2.99B
$3.03M ﹤0.01%
63,240
+1,783
+3% +$88.7K
84 85
86
87 88

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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.