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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
STEW
676
SRH Total Return Fund
STEW
$1.78B
$35.5M 0.02%
2,821,786
+1,532,757
+119% +$18M
LSTR icon
677
Landstar System
LSTR
$6.02B
$35.4M 0.02%
214,370
+5,085
+2% +$790K
VT icon
678
Vanguard Total World Stock ETF
VT
$75.8B
$35.2M 0.02%
361,980
-4,629
-1% -$445K
ALB icon
679
Albemarle
ALB
$13.4B
$35.2M 0.02%
240,886
+10,930
+5% +$1.75M
DAR icon
680
Darling Ingredients
DAR
$9.32B
$35.2M 0.02%
478,214
+1,430
+0.3% +$98.3K
IRM icon
681
Iron Mountain
IRM
$36.5B
$35.2M 0.02%
950,303
+94,270
+11% +$3.15M
EQH icon
682
Equitable Holdings
EQH
$13.2B
$35.1M 0.02%
1,074,827
+13,766
+1% +$397K
JRI icon
683
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$35M 0.02%
2,380,666
+1,470,930
+162% +$20.7M
PC
684
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$35M 0.02%
2,684,019
+58,315
+2% +$760K
TTD icon
685
Trade Desk
TTD
$9.08B
$34.9M 0.02%
536,030
+49,290
+10% +$3.81M
BPOP icon
686
Popular Inc
BPOP
$11.1B
$34.8M 0.02%
495,262
-14,530
-3% -$941K
REP
687
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$34.8M 0.02%
2,800,454
+38,266
+1% +$475K
SNAP icon
688
Snap
SNAP
$8.06B
$34.6M 0.02%
661,281
+62,945
+11% +$3.62M
BNS icon
689
Scotiabank
BNS
$106B
$34.5M 0.02%
550,788
+570
+0.1% +$33K
CNQ icon
690
Canadian Natural Resources
CNQ
$96.1B
$34.4M 0.02%
2,276,865
+39,121
+2% +$529K
JWN
691
DELISTED
Nordstrom
JWN
$34.3M 0.02%
906,679
+101,669
+13% +$3.76M
BBL
692
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$34.2M 0.02%
591,605
+49,219
+9% +$2.93M
TLS
693
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$34.1M 0.02%
2,627,685
+99,221
+4% +$1.29M
CRL icon
694
Charles River Laboratories
CRL
$11.4B
$33.9M 0.02%
117,010
+2,848
+2% +$792K
SAM icon
695
Boston Beer
SAM
$1.93B
$33.9M 0.02%
28,111
-453
-2% -$475K
BXP icon
696
Boston Properties
BXP
$11.8B
$33.8M 0.02%
334,282
-94,096
-22% -$9.18M
LBTYK icon
697
Liberty Global Class C
LBTYK
$3.45B
$33.8M 0.02%
1,323,164
+16,160
+1% +$404K
AFG icon
698
American Financial Group
AFG
$11.9B
$33.8M 0.02%
296,110
-386
-0.1% -$39.9K
BN icon
699
Brookfield
BN
$102B
$33.6M 0.02%
1,412,600
+1,387
+0.1% +$30.9K
SM icon
700
SM Energy
SM
$7.48B
$33.6M 0.02%
2,054,137
-26,268
-1% -$336K
26 27
28
29 30

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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.