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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
KN icon
1876
Knowles
KN
$3.08B
$4.75M ﹤0.01%
226,923
-2,157
-0.9% -$43.9K
CRTO icon
1877
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$4.74M ﹤0.01%
136,607
-21,938
-14% -$603K
CWEN icon
1878
Clearway Energy Class C
CWEN
$4.94B
$4.74M ﹤0.01%
168,530
-11,346
-6% -$348K
BECN
1879
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.73M ﹤0.01%
90,419
+4,434
+5% +$207K
VGR
1880
DELISTED
Vector Group Ltd.
VGR
$4.72M ﹤0.01%
477,506
-19,573
-4% -$186K
PRG icon
1881
PROG Holdings
PRG
$1.72B
$4.72M ﹤0.01%
109,091
-64,033
-37% -$3.2M
CALM icon
1882
Cal-Maine
CALM
$4.13B
$4.71M ﹤0.01%
122,614
-5,288
-4% -$208K
BB icon
1883
BlackBerry
BB
$4.95B
$4.69M ﹤0.01%
556,802
-23,832
-4% -$267K
JOYY
1884
JOYY Inc
JOYY
$3.68B
$4.68M ﹤0.01%
49,948
-839
-2% -$90.7K
HT
1885
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.67M ﹤0.01%
442,224
-3,837
-0.9% -$37K
EPD icon
1886
Enterprise Products Partners
EPD
$82.5B
$4.66M ﹤0.01%
211,440
-6,098
-3% -$134K
COHU icon
1887
Cohu
COHU
$2.19B
$4.64M ﹤0.01%
110,970
-8,628
-7% -$380K
CVGW
1888
DELISTED
Calavo Growers
CVGW
$4.64M ﹤0.01%
59,798
+6,469
+12% +$496K
ASR icon
1889
Grupo Aeroportuario del Sureste
ASR
$8.3B
$4.64M ﹤0.01%
26,082
+232
+0.9% +$39.9K
TVTX icon
1890
Travere Therapeutics
TVTX
$5.33B
$4.63M ﹤0.01%
185,395
-16,938
-8% -$468K
XNCR icon
1891
Xencor
XNCR
$1.59B
$4.62M ﹤0.01%
107,361
+4,010
+4% +$190K
FCPT icon
1892
Four Corners Property Trust
FCPT
$2.8B
$4.62M ﹤0.01%
168,679
+5,310
+3% +$146K
MGNI icon
1893
Magnite
MGNI
$2.78B
$4.62M ﹤0.01%
110,928
-39,394
-26% -$1.71M
WSBC icon
1894
WesBanco
WSBC
$3.99B
$4.61M ﹤0.01%
127,903
-8,067
-6% -$265K
NVRO
1895
DELISTED
NEVRO CORP.
NVRO
$4.61M ﹤0.01%
33,053
-1,588
-5% -$259K
NOVT icon
1896
Novanta
NOVT
$4.95B
$4.6M ﹤0.01%
34,900
+926
+3% +$122K
MUE
1897
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.59M ﹤0.01%
342,520
+33,320
+11% +$445K
MATV icon
1898
Mativ Holdings
MATV
$472M
$4.58M ﹤0.01%
93,573
-2,032
-2% -$89.6K
ZG icon
1899
Zillow
ZG
$7.79B
$4.58M ﹤0.01%
34,853
+6,970
+25% +$1.08M
KL
1900
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$4.58M ﹤0.01%
135,423
+3,269
+2% +$121K
74 75
76
77 78

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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.