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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
PDD icon
1051
Pinduoduo
PDD
$126B
$16.8M 0.01%
119,237
+20,146
+20% +$3.4M
WWD icon
1052
Woodward
WWD
$23B
$16.8M 0.01%
139,072
-2,627
-2% -$313K
FSLR icon
1053
First Solar
FSLR
$21.4B
$16.8M 0.01%
192,115
+25,448
+15% +$2.33M
WLY icon
1054
John Wiley & Sons Class A
WLY
$2.83B
$16.8M 0.01%
309,255
+56,303
+22% +$2.86M
WBS icon
1055
Webster Financial
WBS
$12.3B
$16.7M 0.01%
303,382
+3,219
+1% +$171K
CCOI icon
1056
Cogent Communications
CCOI
$635M
$16.7M 0.01%
242,349
+2,154
+0.9% +$132K
WPC icon
1057
W.P. Carey
WPC
$16.6B
$16.6M 0.01%
239,914
-7,862
-3% -$527K
BYD icon
1058
Boyd Gaming
BYD
$6.75B
$16.6M 0.01%
281,798
-540
-0.2% -$29.4K
ELAN icon
1059
Elanco Animal Health
ELAN
$13.2B
$16.5M 0.01%
561,296
+16,462
+3% +$506K
PCG icon
1060
PG&E
PCG
$39B
$16.5M 0.01%
1,408,486
+107,437
+8% +$1.25M
PSO icon
1061
Pearson
PSO
$10.6B
$16.4M 0.01%
1,535,155
+190,386
+14% +$1.98M
RNR icon
1062
RenaissanceRe
RNR
$13.8B
$16.4M 0.01%
102,345
+2,936
+3% +$474K
BHC icon
1063
Bausch Health
BHC
$1.75B
$16.4M 0.01%
515,568
+2,511
+0.5% +$73.7K
WOLF icon
1064
Wolfspeed
WOLF
$1.04B
$16.3M 0.01%
150,937
+3,662
+2% +$411K
SEM
1065
DELISTED
Select Medical
SEM
$16.3M 0.01%
886,916
+199,660
+29% +$3.27M
BWG
1066
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$16.3M 0.01%
1,350,665
+1,026,656
+317% +$12.7M
RL icon
1067
Ralph Lauren
RL
$22.4B
$16.2M 0.01%
131,874
+7,026
+6% +$801K
PPC icon
1068
Pilgrim's Pride
PPC
$7.13B
$16.2M 0.01%
680,846
+161,133
+31% +$3.57M
CZR icon
1069
Caesars Entertainment
CZR
$6.06B
$16.2M 0.01%
185,190
+15,908
+9% +$1.33M
PODD icon
1070
Insulet
PODD
$11.8B
$16.2M 0.01%
62,048
+9,655
+18% +$2.59M
CBSH icon
1071
Commerce Bancshares
CBSH
$8.68B
$16.2M 0.01%
269,312
-13,804
-5% -$796K
COLM icon
1072
Columbia Sportswear
COLM
$3.25B
$16.2M 0.01%
152,917
+8,940
+6% +$885K
MUSA icon
1073
Murphy USA
MUSA
$11.4B
$16.1M 0.01%
111,712
-3,426
-3% -$443K
NJR icon
1074
New Jersey Resources
NJR
$6B
$16.1M 0.01%
404,757
+12,435
+3% +$474K
ALGT icon
1075
Allegiant Air
ALGT
$2.57B
$16.1M 0.01%
65,962
+7,684
+13% +$1.71M
41 42
43
44 45

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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.