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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
DDS icon
801
Dillards
DDS
$9.2B
$26.6M 0.02%
275,413
+41,003
+17% +$3.33M
MDC
802
DELISTED
M.D.C. Holdings, Inc.
MDC
$26.6M 0.02%
447,114
+15,104
+3% +$792K
AER icon
803
AerCap
AER
$23.4B
$26.5M 0.02%
451,648
-24,879
-5% -$1.21M
ACIW icon
804
ACI Worldwide
ACIW
$6.12B
$26.5M 0.02%
696,498
-10,518
-1% -$415K
CNO icon
805
CNO Financial Group
CNO
$4.94B
$26.4M 0.02%
1,085,992
-185,734
-15% -$4.42M
EEFT icon
806
Euronet Worldwide
EEFT
$3.19B
$26.3M 0.02%
190,230
+9,734
+5% +$1.41M
NLSN
807
DELISTED
Nielsen Holdings plc
NLSN
$26.3M 0.02%
1,043,869
+52,029
+5% +$1.23M
HP icon
808
Helmerich & Payne
HP
$3.34B
$26.2M 0.02%
970,467
+31,484
+3% +$870K
TNL icon
809
Travel + Leisure Co
TNL
$4.76B
$26.1M 0.02%
427,475
-58,329
-12% -$3.17M
UHS icon
810
Universal Health Services
UHS
$10.2B
$26.1M 0.02%
195,671
+2,693
+1% +$357K
MMT
811
Aberdeen Multi-Market Income Fund
MMT
$237M
$26.1M 0.02%
4,023,827
+2,984,770
+287% +$18.6M
CPB icon
812
Campbell Soup
CPB
$6.85B
$26M 0.01%
518,139
+1,711
+0.3% +$81.5K
KDP icon
813
Keurig Dr Pepper
KDP
$42.8B
$26M 0.01%
757,297
+92,533
+14% +$3M
EQT icon
814
EQT Corp
EQT
$32.9B
$26M 0.01%
1,400,007
+67,800
+5% +$1.18M
AKZOY
815
DELISTED
Akzo Nobel NV
AKZOY
$25.9M 0.01%
692,350
+22,392
+3% +$839K
BGY icon
816
BlackRock Enhanced International Dividend Trust
BGY
$509M
$25.9M 0.01%
4,266,661
+2,358,281
+124% +$14.1M
CBOE icon
817
Cboe Global Markets
CBOE
$32.2B
$25.9M 0.01%
262,129
+7,892
+3% +$771K
MFC icon
818
Manulife Financial
MFC
$73B
$25.9M 0.01%
1,202,444
+60,304
+5% +$1.2M
CASY icon
819
Casey's General Stores
CASY
$32.1B
$25.8M 0.01%
119,500
+21,740
+22% +$4.35M
GNTX icon
820
Gentex
GNTX
$5.1B
$25.8M 0.01%
722,744
-28,701
-4% -$1.02M
W icon
821
Wayfair
W
$11.8B
$25.8M 0.01%
81,884
+5,347
+7% +$1.58M
RPM icon
822
RPM International
RPM
$13.8B
$25.8M 0.01%
280,438
+9,771
+4% +$845K
JBLU icon
823
JetBlue
JBLU
$2.13B
$25.7M 0.01%
1,263,426
-171,292
-12% -$2.97M
DLB icon
824
Dolby
DLB
$4.97B
$25.6M 0.01%
259,418
+17,346
+7% +$1.66M
ALNY icon
825
Alnylam Pharmaceuticals
ALNY
$38.3B
$25.5M 0.01%
180,942
+17,158
+10% +$2.58M
31 32
33
34 35

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MCM
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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.