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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
WF icon
926
Woori Financial
WF
$15.9B
$21.3M 0.01%
785,654
+49,846
+7% +$1.31M
OVV icon
927
Ovintiv
OVV
$17B
$21.3M 0.01%
892,845
-51,833
-5% -$1.11M
MASI
928
DELISTED
Masimo
MASI
$21.2M 0.01%
92,405
-10,882
-11% -$2.73M
BLDR icon
929
Builders FirstSource
BLDR
$7.29B
$21M 0.01%
451,827
+125,798
+39% +$5.36M
ZEN
930
DELISTED
ZENDESK INC
ZEN
$20.9M 0.01%
157,216
-36,389
-19% -$5.21M
SBNY
931
DELISTED
Signature Bank
SBNY
$20.8M 0.01%
91,828
+33,007
+56% +$6.5M
IRDM icon
932
Iridium Communications
IRDM
$4.7B
$20.8M 0.01%
503,091
-63,505
-11% -$2.78M
PTON icon
933
Peloton Interactive
PTON
$2.85B
$20.7M 0.01%
184,180
+37,543
+26% +$4.98M
CLR
934
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$20.6M 0.01%
797,117
+36,485
+5% +$856K
OPTU
935
Optimum Communications Inc
OPTU
$298M
$20.4M 0.01%
628,180
+11,101
+2% +$387K
COUP
936
DELISTED
Coupa Software Incorporated
COUP
$20.4M 0.01%
80,134
-9,514
-11% -$3M
REZI icon
937
Resideo Technologies
REZI
$5.4B
$20.3M 0.01%
719,926
+3,718
+0.5% +$98.3K
RRX icon
938
Regal Rexnord
RRX
$12.5B
$20.3M 0.01%
142,468
-5,741
-4% -$788K
AEG icon
939
Aegon
AEG
$13.3B
$20.3M 0.01%
4,643,960
-181,324
-4% -$759K
LPLA icon
940
LPL Financial
LPLA
$27B
$20.2M 0.01%
142,104
-19,258
-12% -$2.46M
ITT icon
941
ITT
ITT
$17.1B
$20.2M 0.01%
221,730
+13,868
+7% +$1.14M
POWI icon
942
Power Integrations
POWI
$3.15B
$20.1M 0.01%
246,438
-32,626
-12% -$2.84M
AGR
943
DELISTED
Avangrid, Inc.
AGR
$20M 0.01%
401,643
+34,948
+10% +$1.64M
OMCL icon
944
Omnicell
OMCL
$1.88B
$20M 0.01%
153,709
+3,550
+2% +$455K
VTIP icon
945
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$19.9M 0.01%
386,053
+64,136
+20% +$3.3M
TWO
946
Two Harbors Investment
TWO
$1.27B
$19.8M 0.01%
676,587
-37,239
-5% -$1.02M
OLLI icon
947
Ollie's Bargain Outlet
OLLI
$4.31B
$19.8M 0.01%
227,313
+3,780
+2% +$344K
TSE
948
DELISTED
Trinseo
TSE
$19.6M 0.01%
307,739
+78,671
+34% +$4.8M
ALSN icon
949
Allison Transmission
ALSN
$9.51B
$19.6M 0.01%
479,158
-82,597
-15% -$3.44M
RAD
950
DELISTED
Rite Aid Corporation
RAD
$19.6M 0.01%
955,997
-758,617
-44% -$16.5M
36 37
38
39 40

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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.