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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
RYAAY icon
1176
Ryanair
RYAAY
$30B
$13.5M 0.01%
294,113
-60,050
-17% -$2.59M
MKTAY
1177
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$13.5M 0.01%
314,462
+15,457
+5% +$665K
HELE icon
1178
Helen of Troy
HELE
$656M
$13.5M 0.01%
64,108
+2,093
+3% +$472K
KT icon
1179
KT
KT
$8.74B
$13.5M 0.01%
1,082,591
-76,653
-7% -$869K
KFY icon
1180
Korn Ferry
KFY
$4.31B
$13.5M 0.01%
215,907
+40,186
+23% +$2.23M
NGVT icon
1181
Ingevity
NGVT
$2.46B
$13.5M 0.01%
178,162
-565
-0.3% -$41.1K
VVR icon
1182
Invesco Senior Income Trust
VVR
$456M
$13.4M 0.01%
3,202,158
+46,745
+1% +$194K
ABNB icon
1183
Airbnb
ABNB
$90.8B
$13.4M 0.01%
28,442
+26,456
+1,332% +$4.9M
VAC icon
1184
Marriott Vacations Worldwide
VAC
$3.53B
$13.3M 0.01%
76,644
+4,125
+6% +$643K
CCJ icon
1185
Cameco
CCJ
$36.8B
$13.3M 0.01%
803,394
+10,829
+1% +$166K
PLUG icon
1186
Plug Power
PLUG
$2.65B
$13.3M 0.01%
371,509
-114,627
-24% -$5.91M
DAN icon
1187
Dana Inc
DAN
$2.88B
$13.3M 0.01%
547,216
-32,691
-6% -$749K
SIX
1188
DELISTED
Six Flags Entertainment Corp.
SIX
$13.3M 0.01%
286,418
-20,534
-7% -$856K
ICL icon
1189
ICL Group
ICL
$6.58B
$13.3M 0.01%
2,285,635
-1,115
-0% -$6.33K
TMIC
1190
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$13.3M 0.01%
263,343
+23,281
+10% +$1.17M
ATKR icon
1191
Atkore
ATKR
$2.41B
$13.2M 0.01%
183,337
+103,079
+128% +$6.23M
EPR icon
1192
EPR Properties
EPR
$4.89B
$13.2M 0.01%
282,480
-23,672
-8% -$998K
ROG icon
1193
Rogers Corp
ROG
$2.09B
$13.1M 0.01%
69,861
+8,213
+13% +$1.47M
WLK icon
1194
Westlake Corp
WLK
$9.26B
$13.1M 0.01%
148,077
+6,984
+5% +$606K
PCRX icon
1195
Pacira BioSciences
PCRX
$1.04B
$13.1M 0.01%
187,572
+26,924
+17% +$1.92M
CADE
1196
DELISTED
Cadence Bancorporation
CADE
$13.1M 0.01%
634,159
+63,395
+11% +$1.29M
LECO icon
1197
Lincoln Electric
LECO
$14.1B
$13.1M 0.01%
106,809
+3,356
+3% +$401K
CATY icon
1198
Cathay General Bancorp
CATY
$4.23B
$13.1M 0.01%
321,945
+13,405
+4% +$517K
TMX
1199
DELISTED
Terminix Global Holdings, Inc.
TMX
$13.1M 0.01%
274,889
+20,142
+8% +$993K
MTH icon
1200
Meritage Homes
MTH
$4.78B
$13.1M 0.01%
284,764
-64,110
-18% -$2.78M
46 47
48
49 50

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MCM
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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.