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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
NXST icon
726
Nexstar Media Group
NXST
$6.03B
$31.3M 0.02%
223,063
+4,011
+2% +$525K
CSL icon
727
Carlisle Companies
CSL
$13.3B
$31.3M 0.02%
190,162
+14,616
+8% +$2.24M
CS
728
DELISTED
Credit Suisse Group
CS
$31.2M 0.02%
2,945,095
+538,986
+22% +$7.3M
SKM icon
729
SK Telecom
SKM
$11.6B
$31.2M 0.02%
695,107
+70,069
+11% +$2.9M
AMG icon
730
Affiliated Managers Group
AMG
$9.79B
$31.1M 0.02%
208,547
-19,409
-9% -$2.54M
TDK
731
DELISTED
TDK CORP AMER DEP SH
TDK
$31.1M 0.02%
221,785
+11,706
+6% +$1.64M
EQNR icon
732
Equinor
EQNR
$97.2B
$30.8M 0.02%
1,584,613
+12,038
+0.8% +$229K
EAT icon
733
Brinker International
EAT
$8.87B
$30.8M 0.02%
433,892
-85,930
-17% -$5.74M
GLPI icon
734
Gaming and Leisure Properties
GLPI
$13B
$30.8M 0.02%
724,907
-2,721
-0.4% -$115K
CHKP icon
735
Check Point Software Technologies
CHKP
$14.3B
$30.8M 0.02%
274,694
-19,080
-6% -$2.3M
NVR icon
736
NVR
NVR
$17.3B
$30.7M 0.02%
6,515
+108
+2% +$485K
PKX icon
737
POSCO
PKX
$15.1B
$30.7M 0.02%
424,815
+60,685
+17% +$3.87M
FIVN icon
738
FIVE9
FIVN
$2.12B
$30.6M 0.02%
195,890
+6,405
+3% +$1.09M
EVV
739
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$30.5M 0.02%
2,418,459
+349,854
+17% +$4.4M
KUB
740
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$30.5M 0.02%
265,217
+19,141
+8% +$2.2M
ARDC
741
Are Dynamic Credit Allocation Fund
ARDC
$296M
$30.3M 0.02%
2,017,308
+834,189
+71% +$12.3M
ATR icon
742
AptarGroup
ATR
$8.7B
$30.2M 0.02%
213,481
-515
-0.2% -$71.1K
TRI icon
743
Thomson Reuters
TRI
$46.5B
$30.1M 0.02%
326,286
+14,851
+5% +$1.32M
VCLT icon
744
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.87B
$30.1M 0.02%
297,019
+17,110
+6% +$1.79M
DELL icon
745
Dell
DELL
$250B
$29.8M 0.02%
666,679
+77,569
+13% +$3.18M
X
746
DELISTED
US Steel
X
$29.8M 0.02%
1,137,525
+584,997
+106% +$11.6M
NYT icon
747
New York Times
NYT
$12.6B
$29.7M 0.02%
587,257
+24,775
+4% +$1.24M
TS icon
748
Tenaris
TS
$28.4B
$29.7M 0.02%
1,308,587
+12,379
+1% +$237K
LSXMK
749
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$29.6M 0.02%
867,197
+22,294
+3% +$748K
SGEN
750
DELISTED
Seagen Inc. Common Stock
SGEN
$29.3M 0.02%
210,926
+20,357
+11% +$3.28M
28 29
30
31 32

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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.