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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
CXT icon
876
Crane NXT
CXT
$2.99B
$23.4M 0.01%
716,641
+60,318
+9% +$1.79M
OC icon
877
Owens Corning
OC
$11B
$23.4M 0.01%
253,686
-29,965
-11% -$2.51M
EXAS
878
DELISTED
Exact Sciences
EXAS
$23.3M 0.01%
177,088
+15,054
+9% +$2.06M
EWBC icon
879
East-West Bancorp
EWBC
$17.8B
$23.3M 0.01%
315,730
-11,854
-4% -$806K
SEIC icon
880
SEI Investments
SEIC
$12.3B
$23.2M 0.01%
381,435
-15,309
-4% -$897K
WIT icon
881
Wipro
WIT
$19.5B
$23.2M 0.01%
7,319,492
-171,722
-2% -$551K
MT icon
882
ArcelorMittal
MT
$49.5B
$23.2M 0.01%
795,180
-23,200
-3% -$567K
AXTA icon
883
Axalta
AXTA
$7.45B
$23.1M 0.01%
780,086
+93,188
+14% +$2.67M
IDA icon
884
Idacorp
IDA
$8B
$23M 0.01%
230,512
+13,650
+6% +$1.25M
PDCO
885
DELISTED
Patterson Companies, Inc.
PDCO
$23M 0.01%
718,363
-56,657
-7% -$1.81M
IHG icon
886
InterContinental Hotels
IHG
$23.8B
$22.9M 0.01%
332,100
+7,252
+2% +$495K
WSO icon
887
Watsco Inc
WSO
$13.2B
$22.9M 0.01%
87,748
+8,507
+11% +$2.1M
VMW
888
DELISTED
VMware, Inc
VMW
$22.8M 0.01%
151,269
+24,232
+19% +$3.46M
SDX
889
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$22.7M 0.01%
1,169,789
+84,315
+8% +$1.63M
HXL icon
890
Hexcel
HXL
$7.97B
$22.7M 0.01%
404,765
+9,215
+2% +$486K
ISBC
891
DELISTED
Investors Bancorp, Inc.
ISBC
$22.7M 0.01%
1,542,248
+150,981
+11% +$1.95M
TMHC
892
DELISTED
Taylor Morrison
TMHC
$22.7M 0.01%
735,306
+3,350
+0.5% +$94.1K
SMG icon
893
ScottsMiracle-Gro
SMG
$4.09B
$22.6M 0.01%
92,131
-971
-1% -$220K
EQC
894
DELISTED
Equity Commonwealth
EQC
$22.5M 0.01%
810,816
+120,173
+17% +$3.4M
OGE icon
895
OGE Energy
OGE
$9.86B
$22.5M 0.01%
696,061
+32,635
+5% +$1.03M
OHI icon
896
Omega Healthcare
OHI
$15.3B
$22.5M 0.01%
614,677
-33,660
-5% -$1.24M
PUB
897
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$22.5M 0.01%
1,479,828
+15,325
+1% +$233K
STNE icon
898
StoneCo
STNE
$2.67B
$22.5M 0.01%
367,597
+65,664
+22% +$5.12M
CHT icon
899
Chunghwa Telecom
CHT
$33.5B
$22.4M 0.01%
573,272
+22,669
+4% +$889K
VALE icon
900
Vale
VALE
$62.3B
$22.4M 0.01%
1,288,812
+57,736
+5% +$1.01M
34 35
36
37 38

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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.