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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
MTCH icon
476
Match Group
MTCH
$9.19B
$59.4M 0.03%
432,670
-6,063
-1% -$911K
AGCO icon
477
AGCO
AGCO
$8.41B
$59.2M 0.03%
411,868
+7,276
+2% +$907K
BTZ icon
478
BlackRock Credit Allocation Income Trust
BTZ
$927M
$58.6M 0.03%
3,992,293
+3,041,405
+320% +$44.8M
DASTY
479
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$58.5M 0.03%
272,755
-12,134
-4% -$2.6M
IEX icon
480
IDEX
IEX
$17B
$58.4M 0.03%
279,015
+5,791
+2% +$1.15M
VXUS icon
481
Vanguard Total International Stock ETF
VXUS
$151B
$58.4M 0.03%
930,993
+897
+0.1% +$56.3K
CINF icon
482
Cincinnati Financial
CINF
$27.8B
$58.3M 0.03%
565,220
+30,964
+6% +$2.97M
ETR icon
483
Entergy
ETR
$50.3B
$58.2M 0.03%
1,169,772
-146,348
-11% -$6.91M
ALK icon
484
Alaska Air
ALK
$5.11B
$58.1M 0.03%
838,951
-27,542
-3% -$1.66M
PKG icon
485
Packaging Corp of America
PKG
$22.2B
$57.6M 0.03%
428,223
+16,163
+4% +$2.2M
NRG icon
486
NRG Energy
NRG
$26.2B
$57.5M 0.03%
1,522,751
+14,049
+0.9% +$559K
CDW icon
487
CDW
CDW
$18.9B
$57.3M 0.03%
345,593
+20,417
+6% +$3.05M
UAL icon
488
United Airlines
UAL
$38.8B
$56.4M 0.03%
980,915
-18,751
-2% -$916K
MFG icon
489
Mizuho Financial
MFG
$120B
$56.1M 0.03%
19,283,027
+513,280
+3% +$1.49M
IGR
490
CBRE Global Real Estate Income Fund
IGR
$719M
$56M 0.03%
7,167,632
+4,458,030
+165% +$32.2M
GT icon
491
Goodyear
GT
$2.09B
$55.9M 0.03%
3,180,410
+586,988
+23% +$8.5M
WDAY icon
492
Workday
WDAY
$41.5B
$55.9M 0.03%
224,881
+37,080
+20% +$9.16M
NDAQ icon
493
Nasdaq
NDAQ
$53.4B
$55.8M 0.03%
1,135,845
+26,391
+2% +$1.25M
RS icon
494
Reliance Steel & Aluminium
RS
$20.6B
$55.6M 0.03%
365,082
+10,031
+3% +$1.35M
AVB icon
495
AvalonBay Communities
AVB
$27.5B
$55.3M 0.03%
299,878
+24,049
+9% +$4.2M
XYL icon
496
Xylem
XYL
$28.5B
$55.3M 0.03%
526,028
+32,134
+7% +$3.26M
DOCU
497
DocuSign
DOCU
$11.1B
$55.1M 0.03%
272,375
-2,689
-1% -$624K
PINS icon
498
Pinterest
PINS
$13.7B
$55M 0.03%
742,799
-2,917
-0.4% -$217K
VAR
499
DELISTED
Varian Medical Systems, Inc.
VAR
$55M 0.03%
311,485
+22,495
+8% +$3.96M
MUFG icon
500
Mitsubishi UFJ Financial
MUFG
$247B
$54.5M 0.03%
10,139,010
-1,604,032
-14% -$8.28M
18 19
20
21 22

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MCM
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PSUF
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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.