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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
VEON icon
1401
VEON
VEON
$3.5B
$9.79M 0.01%
221,266
+90,514
+69% +$3.97M
MDB icon
1402
MongoDB
MDB
$25.8B
$9.78M 0.01%
36,579
+6,608
+22% +$2.34M
KMT icon
1403
Kennametal
KMT
$2.56B
$9.77M 0.01%
244,468
-6,754
-3% -$263K
JPC icon
1404
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$9.76M 0.01%
1,028,631
+845,385
+461% +$7.79M
EXP icon
1405
Eagle Materials
EXP
$6.49B
$9.75M 0.01%
72,554
-3,584
-5% -$434K
CPA icon
1406
Copa Holdings
CPA
$5.56B
$9.71M 0.01%
120,197
+1,677
+1% +$139K
ESNT icon
1407
Essent Group
ESNT
$6.28B
$9.71M 0.01%
204,473
-38,046
-16% -$1.69M
TRTN
1408
DELISTED
Triton International Limited
TRTN
$9.7M 0.01%
176,450
+27,937
+19% +$1.49M
MDY icon
1409
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$9.65M 0.01%
20,270
-56,202
-73% -$25.6M
HOMB icon
1410
Home BancShares
HOMB
$6.3B
$9.63M 0.01%
355,927
+5,074
+1% +$122K
MGY icon
1411
Magnolia Oil & Gas
MGY
$5.93B
$9.62M 0.01%
838,269
-52,388
-6% -$546K
CVLT icon
1412
Commault Systems
CVLT
$4.98B
$9.61M 0.01%
148,973
+33,643
+29% +$2.14M
PLXS icon
1413
Plexus
PLXS
$6.43B
$9.6M 0.01%
104,476
-1,634
-2% -$139K
LGIH icon
1414
LGI Homes
LGIH
$1.35B
$9.59M 0.01%
64,230
+2,761
+4% +$332K
TFSL icon
1415
TFS Financial
TFSL
$5.11B
$9.59M 0.01%
470,525
+7,092
+2% +$138K
VMI icon
1416
Valmont Industries
VMI
$8.81B
$9.57M 0.01%
40,248
+4,619
+13% +$1.02M
CBU icon
1417
Community Bank
CBU
$3.39B
$9.56M 0.01%
124,675
-714
-0.6% -$51.3K
MTOR
1418
DELISTED
MERITOR, Inc.
MTOR
$9.55M 0.01%
324,593
+5,821
+2% +$173K
RARE icon
1419
Ultragenyx Pharmaceutical
RARE
$2.46B
$9.55M 0.01%
83,862
-15,651
-16% -$2.13M
CCMP
1420
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$9.54M 0.01%
53,984
+2,394
+5% +$397K
SPB icon
1421
Spectrum Brands
SPB
$2.03B
$9.54M 0.01%
112,247
+38,583
+52% +$3.14M
AIT icon
1422
Applied Industrial Technologies
AIT
$12.4B
$9.54M 0.01%
104,589
+12,279
+13% +$1.04M
BDN
1423
Brandywine Realty Trust
BDN
$505M
$9.53M 0.01%
738,215
+12,211
+2% +$149K
BL icon
1424
BlackLine
BL
$1.9B
$9.53M 0.01%
87,900
-18,216
-17% -$2.27M
UNFI icon
1425
United Natural Foods
UNFI
$3.04B
$9.48M 0.01%
287,730
-13,102
-4% -$365K
55 56
57
58 59

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AF
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MCM
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PSUF
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IA
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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.