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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
SPLK
851
DELISTED
Splunk Inc
SPLK
$24.4M 0.01%
179,746
-19,236
-10% -$3M
SLG icon
852
SL Green Realty
SLG
$3.83B
$24.3M 0.01%
347,879
-57,047
-14% -$3.85M
ENTG icon
853
Entegris
ENTG
$16.3B
$24.3M 0.01%
217,696
+2,060
+1% +$212K
MCR
854
DELISTED
MFS Charter Income Trust
MCR
$24.3M 0.01%
2,842,409
+2,113,243
+290% +$18.3M
ACGL icon
855
Arch Capital
ACGL
$36.5B
$24.2M 0.01%
630,661
+52,596
+9% +$1.87M
LII icon
856
Lennox International
LII
$15B
$24.2M 0.01%
77,628
+3,116
+4% +$902K
WMS icon
857
Advanced Drainage Systems
WMS
$10.6B
$24.2M 0.01%
233,868
-25,747
-10% -$2.52M
ANF icon
858
Abercrombie & Fitch
ANF
$4.55B
$24.1M 0.01%
703,698
+101,366
+17% +$2.8M
DISH
859
DELISTED
DISH Network Corp.
DISH
$24.1M 0.01%
666,874
-4,805
-0.7% -$160K
ORI icon
860
Old Republic International
ORI
$10.9B
$24.1M 0.01%
1,104,957
-7,154
-0.6% -$143K
RDY icon
861
Dr. Reddy's Laboratories
RDY
$9.8B
$24.1M 0.01%
1,964,670
-49,990
-2% -$642K
LPL icon
862
LG Display
LPL
$2.79B
$24.1M 0.01%
2,414,457
+154,107
+7% +$1.54M
BMO icon
863
Bank of Montreal
BMO
$123B
$24.1M 0.01%
270,155
+2,730
+1% +$223K
MMS icon
864
Maximus
MMS
$3.32B
$24M 0.01%
269,740
+19,947
+8% +$1.63M
RP
865
DELISTED
RealPage, Inc.
RP
$24M 0.01%
274,810
+10,749
+4% +$934K
KIM icon
866
Kimco Realty
KIM
$17.5B
$23.9M 0.01%
1,277,229
-36,464
-3% -$643K
TEF
867
DELISTED
Telefonica
TEF
$23.9M 0.01%
5,930,641
+220,466
+4% +$898K
NBR icon
868
Nabors Industries
NBR
$1.17B
$23.8M 0.01%
254,546
-10,698
-4% -$954K
SR icon
869
Spire
SR
$4.79B
$23.8M 0.01%
321,535
+2,543
+0.8% +$170K
NAVI icon
870
Navient
NAVI
$819M
$23.8M 0.01%
1,659,892
+4,113
+0.2% +$50.6K
VE
871
DELISTED
VEOLIA ENVIRONNEMENT
VE
$23.7M 0.01%
920,612
+25,018
+3% +$643K
KNBWY
872
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$23.6M 0.01%
1,219,213
-33,994
-3% -$659K
DB icon
873
Deutsche Bank
DB
$67.9B
$23.6M 0.01%
1,969,437
+56,063
+3% +$655K
ASX icon
874
ASE Group
ASX
$68.3B
$23.5M 0.01%
3,057,671
+139,128
+5% +$1.04M
HI
875
DELISTED
Hillenbrand
HI
$23.5M 0.01%
492,138
+48,948
+11% +$2.25M
33 34
35
36 37

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MCM
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PSUF
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IA
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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.