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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
DECK icon
751
Deckers Outdoor
DECK
$14.1B
$29.3M 0.02%
531,768
-1,752
-0.3% -$93.5K
TCF
752
DELISTED
TCF Financial Corporation Common Stock
TCF
$29.1M 0.02%
625,567
-63,416
-9% -$2.8M
ENB icon
753
Enbridge
ENB
$120B
$29M 0.02%
797,871
+4,856
+0.6% +$171K
TTM
754
DELISTED
Tata Motors Limited
TTM
$29M 0.02%
1,395,575
-96,150
-6% -$1.94M
HSIC icon
755
Henry Schein
HSIC
$9.78B
$29M 0.02%
418,666
+498
+0.1% +$33.7K
CVET
756
DELISTED
Covetrus, Inc. Common Stock
CVET
$29M 0.02%
966,659
+133,506
+16% +$4.55M
SLGN icon
757
Silgan Holdings
SLGN
$4.51B
$29M 0.02%
689,170
-4,091
-0.6% -$160K
LOGI icon
758
Logitech
LOGI
$14.8B
$28.9M 0.02%
276,946
+29,489
+12% +$3.1M
NSANY
759
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$28.9M 0.02%
2,565,638
-464,541
-15% -$5.24M
REG icon
760
Regency Centers
REG
$14.9B
$28.9M 0.02%
509,844
-7,779
-2% -$405K
AWP
761
abrdn Global Premier Properties Fund
AWP
$376M
$28.9M 0.02%
1,616,493
+774,301
+92% +$12.8M
CHE icon
762
Chemed
CHE
$7.16B
$28.8M 0.02%
62,641
-1,466
-2% -$719K
SCI icon
763
Service Corp International
SCI
$11.8B
$28.7M 0.02%
562,771
+21,274
+4% +$1.07M
CMC icon
764
Commercial Metals
CMC
$7.53B
$28.7M 0.02%
931,219
+28,185
+3% +$698K
NWG icon
765
NatWest
NWG
$69.9B
$28.6M 0.02%
4,937,240
+151,425
+3% +$783K
SE icon
766
Sea Limited
SE
$66.4B
$28.5M 0.02%
127,697
+32,462
+34% +$7.54M
SHG icon
767
Shinhan Financial Group
SHG
$32.1B
$28.4M 0.02%
848,226
+104,637
+14% +$3.17M
BLD
768
DELISTED
TopBuild
BLD
$28.3M 0.02%
135,350
-2,625
-2% -$533K
LYV icon
769
Live Nation Entertainment
LYV
$42.9B
$28.3M 0.02%
334,058
+48,079
+17% +$3.87M
NDSN icon
770
Nordson
NDSN
$16.4B
$28.3M 0.02%
142,191
-3,784
-3% -$737K
STWD icon
771
Starwood Property Trust
STWD
$6.12B
$28.2M 0.02%
1,141,232
-40,687
-3% -$881K
GWRE icon
772
Guidewire Software
GWRE
$13.9B
$28.1M 0.02%
276,082
-1,726
-0.6% -$201K
SNV
773
DELISTED
Synovus
SNV
$28.1M 0.02%
613,151
+3,297
+0.5% +$138K
LEG icon
774
Leggett & Platt
LEG
$1.4B
$27.8M 0.02%
609,285
+25,171
+4% +$1.12M
Z icon
775
Zillow
Z
$7.78B
$27.7M 0.02%
213,770
+18,002
+9% +$2.67M
29 30
31
32 33

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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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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.