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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
PRK icon
2176
Park National Corp
PRK
$3.76B
$2.9M ﹤0.01%
22,447
+563
+3% +$68.4K
FPRX
2177
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$2.9M ﹤0.01%
77,021
-242,678
-76% -$6.05M
STR
2178
DELISTED
Sitio Royalties
STR
$2.9M ﹤0.01%
161,194
+5,644
+4% +$89.6K
GTES icon
2179
Gates Industrial Corporation Ltd.
GTES
$7.06B
$2.89M ﹤0.01%
180,959
-20,940
-10% -$324K
YELP icon
2180
Yelp
YELP
$1.45B
$2.89M ﹤0.01%
74,039
-3,770
-5% -$137K
FOLD
2181
DELISTED
Amicus Therapeutics
FOLD
$2.89M ﹤0.01%
292,129
-59,420
-17% -$920K
GRBK icon
2182
Green Brick Partners
GRBK
$3.05B
$2.88M ﹤0.01%
126,988
-92,138
-42% -$1.96M
MIN
2183
Aberdeen Intermediate Income Fund
MIN
$273M
$2.88M ﹤0.01%
772,841
+602,324
+353% +$2.26M
EDIT icon
2184
Editas Medicine
EDIT
$394M
$2.87M ﹤0.01%
68,339
-55,644
-45% -$3.17M
PETS icon
2185
PetMed Express
PETS
$42.5M
$2.87M ﹤0.01%
81,567
+2,539
+3% +$88.3K
HSKA
2186
DELISTED
Heska Corp
HSKA
$2.87M ﹤0.01%
17,022
+6,284
+59% +$1.11M
UTZ icon
2187
Utz Brands
UTZ
$1.25B
$2.87M ﹤0.01%
115,617
+45,813
+66% +$1.11M
HPP
2188
Hudson Pacific Properties
HPP
$753M
$2.87M ﹤0.01%
15,086
+1,049
+7% +$187K
FFIC
2189
DELISTED
Flushing Financial
FFIC
$2.86M ﹤0.01%
134,802
+946
+0.7% +$19.5K
SCHF icon
2190
Schwab International Equity ETF
SCHF
$66.4B
$2.86M ﹤0.01%
151,926
-112,000
-42% -$2.09M
OTTR icon
2191
Otter Tail
OTTR
$3.75B
$2.85M ﹤0.01%
61,643
-14,886
-19% -$637K
KRO icon
2192
KRONOS Worldwide
KRO
$686M
$2.83M ﹤0.01%
185,021
-11,842
-6% -$178K
TRST
2193
Trustco Bank Corp NY
TRST
$970M
$2.81M ﹤0.01%
76,360
-6,939
-8% -$245K
ELME
2194
Elme Communities
ELME
$143M
$2.8M ﹤0.01%
126,503
+12,179
+11% +$278K
AZZ icon
2195
AZZ Inc
AZZ
$4.39B
$2.79M ﹤0.01%
55,510
+2,186
+4% +$111K
AY
2196
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.79M ﹤0.01%
76,237
+7,753
+11% +$305K
VSAT icon
2197
Viasat
VSAT
$10.5B
$2.79M ﹤0.01%
58,089
+4,681
+9% +$227K
TOWN icon
2198
Towne Bank
TOWN
$3.48B
$2.79M ﹤0.01%
91,674
+30,341
+49% +$843K
TRMK icon
2199
Trustmark
TRMK
$2.75B
$2.78M ﹤0.01%
82,508
-30,598
-27% -$956K
CNNE icon
2200
Cannae Holdings
CNNE
$634M
$2.77M ﹤0.01%
69,941
-64,918
-48% -$2.62M
86 87
88
89 90

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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.