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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
CNP icon
551
CenterPoint Energy
CNP
$29B
$48.3M 0.03%
2,134,186
-98,551
-4% -$2.1M
COO icon
552
Cooper Companies
COO
$14.1B
$48.3M 0.03%
502,708
+16,528
+3% +$1.57M
HMC icon
553
Honda
HMC
$39.3B
$47.6M 0.03%
1,575,161
+67,152
+4% +$1.93M
FL
554
DELISTED
Foot Locker
FL
$47.5M 0.03%
844,784
+213,559
+34% +$10.8M
LNT icon
555
Alliant Energy
LNT
$19.1B
$47.2M 0.03%
872,246
+4,037
+0.5% +$201K
TER icon
556
Teradyne
TER
$50.2B
$47.2M 0.03%
387,567
+3,633
+0.9% +$456K
K
557
DELISTED
Kellanova
K
$47.1M 0.03%
792,644
+9,787
+1% +$547K
TKR icon
558
Timken Company
TKR
$9.72B
$46.9M 0.03%
577,748
-12,894
-2% -$1.03M
HUN icon
559
Huntsman Corp
HUN
$2B
$46.6M 0.03%
1,616,815
-41,139
-2% -$1.15M
CP icon
560
Canadian Pacific Kansas City
CP
$81.4B
$46.5M 0.03%
613,585
+44,360
+8% +$3.19M
SCCO icon
561
Southern Copper
SCCO
$140B
$46.5M 0.03%
738,740
+1,325
+0.2% +$88.2K
TRMB icon
562
Trimble
TRMB
$13.6B
$46.5M 0.03%
597,472
+43,132
+8% +$3.12M
AA icon
563
Alcoa
AA
$11.7B
$46.5M 0.03%
1,430,371
+246,835
+21% +$6.25M
WRB icon
564
W.R. Berkley
WRB
$28.3B
$46.2M 0.03%
1,378,625
+30,258
+2% +$933K
TD icon
565
Toronto Dominion Bank
TD
$199B
$46M 0.03%
705,328
+8,545
+1% +$522K
JD icon
566
JD.com
JD
$42.9B
$45.9M 0.03%
544,547
-104,839
-16% -$9.61M
CTRA
567
DELISTED
Coterra Energy
CTRA
$45.8M 0.03%
2,438,690
-182,238
-7% -$3.36M
XEC
568
DELISTED
CIMAREX ENERGY CO
XEC
$45.6M 0.03%
767,624
-11,957
-2% -$638K
FUJI
569
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$45.2M 0.03%
757,688
+57,674
+8% +$3.44M
RVTY icon
570
Revvity
RVTY
$12.4B
$45.2M 0.03%
352,193
+33,704
+11% +$4.67M
RVT icon
571
Royce Value Trust
RVT
$2.22B
$45.1M 0.03%
2,489,928
+1,802,990
+262% +$31.9M
BBVA icon
572
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$45M 0.03%
8,621,906
-197,566
-2% -$1.04M
AAL icon
573
American Airlines Group
AAL
$10.2B
$45M 0.03%
1,882,549
+60,337
+3% +$1.16M
BCE icon
574
BCE
BCE
$20.3B
$44.9M 0.03%
995,527
-25,949
-3% -$1.14M
EG icon
575
Everest Group
EG
$15.8B
$44.8M 0.03%
180,834
-23,618
-12% -$5.62M
21 22
23
24 25

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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.