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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
RLJ icon
1376
RLJ Lodging Trust
RLJ
$1.88B
$10.2M 0.01%
655,981
-51,984
-7% -$777K
LOPE icon
1377
Grand Canyon Education
LOPE
$4.22B
$10.1M 0.01%
94,757
+6,640
+8% +$660K
FAF icon
1378
First American
FAF
$7.98B
$10.1M 0.01%
179,001
-17,604
-9% -$961K
CUZ icon
1379
Cousins Properties
CUZ
$5.31B
$10.1M 0.01%
285,184
+2,445
+0.9% +$83.2K
SRCL
1380
DELISTED
Stericycle Inc
SRCL
$10.1M 0.01%
149,166
-24,695
-14% -$1.68M
AX icon
1381
Axos Financial
AX
$5.58B
$10.1M 0.01%
213,868
-2,985
-1% -$134K
BDJ icon
1382
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$10M 0.01%
1,061,949
+69,794
+7% +$616K
TXRH icon
1383
Texas Roadhouse
TXRH
$13.7B
$10M 0.01%
104,600
-24,658
-19% -$2.15M
PAG icon
1384
Penske Automotive Group
PAG
$14.7B
$10M 0.01%
124,920
+35,686
+40% +$2.5M
JJSF icon
1385
J&J Snack Foods
JJSF
$1.49B
$10M 0.01%
63,819
-6,605
-9% -$1.04M
UCB
1386
United Community Banks
UCB
$4.26B
$10M 0.01%
293,533
+34,678
+13% +$1.14M
SBH icon
1387
Sally Beauty Holdings
SBH
$1.47B
$9.99M 0.01%
496,504
-84,578
-15% -$1.42M
CNXC icon
1388
Concentrix
CNXC
$1.62B
$9.98M 0.01%
66,652
-9,576
-13% -$1.16M
RBC icon
1389
RBC Bearings
RBC
$17.4B
$9.98M 0.01%
50,706
+2,414
+5% +$454K
ARGO
1390
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$9.98M 0.01%
198,247
-91,958
-32% -$4.3M
IONS icon
1391
Ionis Pharmaceuticals
IONS
$8.93B
$9.97M 0.01%
221,801
-20,119
-8% -$1.12M
MGLN
1392
DELISTED
Magellan Health Services, Inc.
MGLN
$9.97M 0.01%
106,881
-13,802
-11% -$1.29M
SFNC icon
1393
Simmons First National
SFNC
$3.39B
$9.95M 0.01%
335,392
+13,065
+4% +$367K
IGV icon
1394
iShares Expanded Tech-Software Sector ETF
IGV
$12.4B
$9.91M 0.01%
+145,105
New +$10.3M
ADAM
1395
Adamas Trust
ADAM
$777M
$9.91M 0.01%
554,100
+12,914
+2% +$213K
FCN icon
1396
FTI Consulting
FCN
$5.14B
$9.91M 0.01%
70,704
+197
+0.3% +$23.3K
UNF icon
1397
Unifirst Corp
UNF
$5.45B
$9.89M 0.01%
44,211
+2,336
+6% +$538K
EC icon
1398
Ecopetrol
EC
$33.7B
$9.88M 0.01%
770,840
+108,344
+16% +$1.4M
BILL icon
1399
BILL Holdings
BILL
$4.72B
$9.84M 0.01%
67,631
+9,175
+16% +$1.37M
NEOG icon
1400
Neogen
NEOG
$2.05B
$9.82M 0.01%
220,960
-45,502
-17% -$1.91M
54 55
56
57 58

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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.