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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
BKU icon
701
Bankunited
BKU
$3.36B
$33.6M 0.02%
764,031
-36,636
-5% -$1.5M
XRX icon
702
Xerox
XRX
$360M
$33.5M 0.02%
1,382,157
+295,276
+27% +$7.06M
CGNX icon
703
Cognex
CGNX
$9.81B
$33.5M 0.02%
403,411
+6,546
+2% +$545K
SLM icon
704
SLM Corp
SLM
$4.86B
$33.4M 0.02%
1,857,617
+156,284
+9% +$2.37M
CCK icon
705
Crown Holdings
CCK
$13.1B
$33.1M 0.02%
340,647
-4,695
-1% -$452K
NLY icon
706
Annaly Capital Management
NLY
$17.4B
$32.7M 0.02%
950,788
-69,081
-7% -$2.34M
THG icon
707
Hanover Insurance
THG
$8.21B
$32.6M 0.02%
252,089
+6,822
+3% +$823K
XLE icon
708
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
$32.5M 0.02%
1,323,872
+594,176
+81% +$13.7M
CF icon
709
CF Industries
CF
$19.5B
$32.4M 0.02%
714,099
+14,233
+2% +$643K
LNW
710
DELISTED
Light & Wonder
LNW
$32.3M 0.02%
839,233
+296,821
+55% +$13.3M
GTLS
711
DELISTED
Chart Industries
GTLS
$32.1M 0.02%
225,794
-79,561
-26% -$11.2M
RGA icon
712
Reinsurance Group of America
RGA
$15.8B
$32M 0.02%
254,008
-41,186
-14% -$4.9M
APA icon
713
APA Corp
APA
$12.9B
$32M 0.02%
1,787,359
+17,897
+1% +$327K
AIZ icon
714
Assurant
AIZ
$14B
$32M 0.02%
225,644
-13,034
-5% -$1.76M
HBI
715
DELISTED
Hanesbrands
HBI
$31.8M 0.02%
1,618,353
+67,517
+4% +$1.19M
MDU icon
716
MDU Resources
MDU
$4.2B
$31.8M 0.02%
2,648,278
-144,378
-5% -$1.57M
AVT icon
717
Avnet
AVT
$7.07B
$31.8M 0.02%
765,510
+282,965
+59% +$10.9M
UDR icon
718
UDR
UDR
$12.9B
$31.7M 0.02%
723,064
+23,703
+3% +$980K
BAY
719
DELISTED
BAYER AG SPONS ADR
BAY
$31.7M 0.02%
1,996,871
+641,192
+47% +$10.2M
ON icon
720
ON Semiconductor
ON
$32.3B
$31.5M 0.02%
757,918
-168,312
-18% -$6.46M
CPT icon
721
Camden Property Trust
CPT
$11.6B
$31.5M 0.02%
286,930
+33,017
+13% +$3.43M
BURL icon
722
Burlington
BURL
$23.6B
$31.5M 0.02%
105,538
+1,960
+2% +$533K
TDOC icon
723
Teladoc Health
TDOC
$1.68B
$31.5M 0.02%
173,344
-100
-0.1% -$23.2K
PNR icon
724
Pentair
PNR
$10.7B
$31.5M 0.02%
505,384
-42,156
-8% -$2.42M
KB icon
725
KB Financial Group
KB
$40.2B
$31.4M 0.02%
634,726
+33,133
+6% +$1.38M
27 28
29
30 31

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MCM
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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.