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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
SFM icon
1101
Sprouts Farmers Market
SFM
$7.44B
$15.4M 0.01%
576,973
+124,510
+28% +$2.83M
AZPN
1102
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$15.3M 0.01%
106,158
-168
-0.2% -$24.2K
AGO icon
1103
Assured Guaranty
AGO
$3.73B
$15.3M 0.01%
362,214
+14,731
+4% +$589K
DOOR
1104
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$15.2M 0.01%
132,124
+454
+0.3% +$49.3K
LGF.A
1105
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$15.2M 0.01%
1,017,582
-176,199
-15% -$2.64M
ERIE icon
1106
Erie Indemnity
ERIE
$13B
$15.2M 0.01%
68,853
+2,096
+3% +$509K
WCN
1107
Waste Connections
WCN
$43.6B
$15.2M 0.01%
140,578
+5,992
+4% +$609K
FR icon
1108
First Industrial Realty Trust
FR
$8.66B
$15.2M 0.01%
331,369
+48,620
+17% +$2.1M
SEDG icon
1109
SolarEdge
SEDG
$2.37B
$15.2M 0.01%
52,771
-4,803
-8% -$1.45M
KEP icon
1110
Korea Electric Power
KEP
$14.6B
$15.1M 0.01%
1,473,392
+185,055
+14% +$2M
CROX icon
1111
Crocs
CROX
$6.63B
$15.1M 0.01%
187,868
+12,560
+7% +$957K
PBH icon
1112
Prestige Consumer Healthcare
PBH
$2.47B
$15.1M 0.01%
342,749
+70,349
+26% +$2.96M
UFPI icon
1113
UFP Industries
UFPI
$4.95B
$15.1M 0.01%
199,150
-755
-0.4% -$47.3K
MED icon
1114
Medifast
MED
$107M
$15M 0.01%
70,651
-6,203
-8% -$1.48M
GAM
1115
General American Investors Company
GAM
$1.54B
$14.9M 0.01%
374,738
+236,668
+171% +$9.08M
VIAV icon
1116
Viavi Solutions
VIAV
$7.95B
$14.9M 0.01%
947,632
+132,478
+16% +$2.14M
IVW icon
1117
iShares S&P 500 Growth ETF
IVW
$70.5B
$14.8M 0.01%
227,715
+12,434
+6% +$804K
MTN icon
1118
Vail Resorts
MTN
$5.7B
$14.8M 0.01%
50,674
-15,707
-24% -$4.57M
HWC icon
1119
Hancock Whitney
HWC
$6.19B
$14.8M 0.01%
351,510
-19,326
-5% -$761K
TTEC icon
1120
TTEC Holdings
TTEC
$124M
$14.7M 0.01%
146,783
-3,654
-2% -$310K
BLMN icon
1121
Bloomin' Brands
BLMN
$754M
$14.7M 0.01%
543,722
-102,147
-16% -$2.47M
HEI icon
1122
HEICO Corp
HEI
$49.6B
$14.6M 0.01%
116,379
-5,109
-4% -$656K
TDC icon
1123
Teradata
TDC
$2.88B
$14.6M 0.01%
379,833
+142,579
+60% +$5.21M
TRN icon
1124
Trinity Industries
TRN
$2.92B
$14.6M 0.01%
513,545
-70,366
-12% -$2.07M
R icon
1125
Ryder
R
$9.9B
$14.6M 0.01%
193,200
+11,146
+6% +$772K
43 44
45
46 47

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MCM
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PSUF
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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.