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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
SSNC icon
1151
SS&C Technologies
SSNC
$18.9B
$14M 0.01%
201,029
+3,305
+2% +$223K
KPN
1152
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$14M 0.01%
4,166,695
+137,328
+3% +$463K
ABM icon
1153
ABM Industries
ABM
$2.89B
$14M 0.01%
275,102
+25,808
+10% +$1.13M
UPBD icon
1154
Upbound Group
UPBD
$1.22B
$14M 0.01%
243,266
+29,225
+14% +$1.53M
ACCO icon
1155
Acco Brands
ACCO
$399M
$14M 0.01%
1,661,028
+188,685
+13% +$1.62M
MATX icon
1156
Matsons
MATX
$6.11B
$14M 0.01%
210,183
+5,594
+3% +$383K
BCPC
1157
Balchem Corp
BCPC
$5.26B
$14M 0.01%
111,773
+10,357
+10% +$1.26M
ETRN
1158
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$14M 0.01%
1,715,345
+49,037
+3% +$373K
SGI
1159
Somnigroup International
SGI
$14.4B
$14M 0.01%
382,561
+26,554
+7% +$860K
SPSC icon
1160
SPS Commerce
SPSC
$2.55B
$14M 0.01%
140,570
-12,064
-8% -$1.27M
FLO icon
1161
Flowers Foods
FLO
$1.58B
$13.9M 0.01%
584,683
+53,753
+10% +$1.23M
CHH icon
1162
Choice Hotels
CHH
$5.26B
$13.9M 0.01%
129,285
-1,204
-0.9% -$128K
OI icon
1163
O-I Glass
OI
$1.18B
$13.9M 0.01%
940,432
-49,203
-5% -$634K
ACA icon
1164
Arcosa
ACA
$7.11B
$13.9M 0.01%
212,893
-23,586
-10% -$1.45M
NUS icon
1165
Nu Skin
NUS
$257M
$13.9M 0.01%
261,979
-4,529
-2% -$247K
COHR icon
1166
Coherent
COHR
$43.4B
$13.8M 0.01%
202,342
-44,068
-18% -$3.62M
CAKE icon
1167
Cheesecake Factory
CAKE
$5.03B
$13.8M 0.01%
235,989
-16,996
-7% -$860K
WAL icon
1168
Western Alliance Bancorporation
WAL
$8.81B
$13.7M 0.01%
145,480
+8,552
+6% +$708K
EWZ icon
1169
iShares MSCI Brazil ETF
EWZ
$8.98B
$13.7M 0.01%
410,104
– –
EXEL icon
1170
Exelixis
EXEL
$13.9B
$13.7M 0.01%
606,435
+90,141
+17% +$2.04M
ACHC icon
1171
Acadia Healthcare
ACHC
$2.52B
$13.7M 0.01%
239,656
+13,227
+6% +$716K
HOPE icon
1172
Hope Bancorp
HOPE
$1.8B
$13.7M 0.01%
909,215
+14,674
+2% +$195K
HALO icon
1173
Halozyme
HALO
$9.88B
$13.7M 0.01%
328,421
+43,467
+15% +$1.98M
MEDP icon
1174
Medpace
MEDP
$16.3B
$13.5M 0.01%
82,483
+19,688
+31% +$3.01M
BX icon
1175
Blackstone
BX
$104B
$13.5M 0.01%
181,529
+20,027
+12% +$1.38M
45 46
47
48 49

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AF
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MCM
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PSUF
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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.