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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
HUBS icon
826
HubSpot
HUBS
$12.9B
$25.5M 0.01%
56,163
+1,208
+2% +$531K
HE icon
827
Hawaiian Electric Industries
HE
$2.26B
$25.5M 0.01%
573,925
-43,080
-7% -$1.58M
INVH icon
828
Invitation Homes
INVH
$17.9B
$25.5M 0.01%
796,853
-883
-0.1% -$26.5K
CX icon
829
Cemex
CX
$16.9B
$25.4M 0.01%
3,639,571
-409,630
-10% -$2.65M
IGD
830
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$25.4M 0.01%
4,449,488
+2,173,003
+95% +$11.8M
NTES icon
831
NetEase
NTES
$83B
$25.3M 0.01%
245,376
-58,715
-19% -$6.64M
TREX icon
832
Trex
TREX
$4.4B
$25.3M 0.01%
276,597
-17,926
-6% -$1.69M
NFG icon
833
National Fuel Gas
NFG
$7.69B
$25.2M 0.01%
504,823
-1,153
-0.2% -$52.3K
PPBI
834
DELISTED
Pacific Premier Bancorp
PPBI
$25.1M 0.01%
578,664
+28,759
+5% +$1.12M
TGNA
835
DELISTED
TEGNA Inc
TGNA
$25.1M 0.01%
1,331,299
+10,373
+0.8% +$182K
SIG icon
836
Signet Jewelers
SIG
$3.84B
$25.1M 0.01%
432,051
-247,854
-36% -$11.6M
SEE
837
DELISTED
Sealed Air
SEE
$25M 0.01%
546,444
-67,918
-11% -$3.04M
KSA icon
838
iShares MSCI Saudi Arabia ETF
KSA
$612M
$24.9M 0.01%
693,731
+536,418
+341% +$17.5M
CVNA icon
839
Carvana
CVNA
$47.5B
$24.8M 0.01%
473,380
+117,820
+33% +$6.49M
MHK icon
840
Mohawk Industries
MHK
$6.91B
$24.8M 0.01%
129,062
-2,378
-2% -$396K
AM icon
841
Antero Midstream
AM
$10.2B
$24.8M 0.01%
2,744,356
+110,869
+4% +$955K
WYNN icon
842
Wynn Resorts
WYNN
$10.3B
$24.7M 0.01%
197,194
+13,862
+8% +$1.67M
BNL
843
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$24.6M 0.01%
751,621
+32,201
+4% +$1.06M
RGEN icon
844
Repligen
RGEN
$6.91B
$24.6M 0.01%
126,447
-3,584
-3% -$735K
ONC
845
BeOne Medicines Ltd
ONC
$33.9B
$24.6M 0.01%
70,576
-9,098
-11% -$3.01M
FIVE icon
846
Five Below
FIVE
$11.6B
$24.6M 0.01%
128,711
-10,499
-8% -$1.98M
THO icon
847
Thor Industries
THO
$4.06B
$24.6M 0.01%
182,246
+13,196
+8% +$1.6M
FRT icon
848
Federal Realty Investment Trust
FRT
$10.9B
$24.5M 0.01%
241,736
-7,912
-3% -$763K
MOH icon
849
Molina Healthcare
MOH
$10.4B
$24.5M 0.01%
104,884
+2,358
+2% +$526K
WDFC icon
850
WD-40
WDFC
$2.98B
$24.4M 0.01%
79,611
+7,309
+10% +$2.22M
32 33
34
35 36

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MCM
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PSUF
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IA
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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.