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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
AEL
901
DELISTED
American Equity Investment Life Holding Company
AEL
$22.4M 0.01%
709,167
+64,372
+10% +$1.92M
BAH icon
902
Booz Allen Hamilton
BAH
$8.44B
$22.3M 0.01%
276,711
-1,037
-0.4% -$87K
CM icon
903
Canadian Imperial Bank of Commerce
CM
$106B
$22.2M 0.01%
453,570
+12,488
+3% +$577K
HOUS
904
DELISTED
Anywhere Real Estate
HOUS
$22.2M 0.01%
1,465,329
+42,882
+3% +$681K
BFAM icon
905
Bright Horizons
BFAM
$4.35B
$22.2M 0.01%
129,201
-13,537
-9% -$2.23M
SON icon
906
Sonoco
SON
$5.83B
$22.1M 0.01%
349,791
+25,642
+8% +$1.56M
FLIR
907
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$22.1M 0.01%
391,629
+1,675
+0.4% +$91K
ROL icon
908
Rollins
ROL
$18.6B
$22.1M 0.01%
642,014
-94,286
-13% -$3.38M
ENOV icon
909
Enovis
ENOV
$1.74B
$22.1M 0.01%
292,972
-15,136
-5% -$1.11M
EDU icon
910
New Oriental
EDU
$9.32B
$22M 0.01%
157,100
-9,549
-6% -$1.67M
CBT icon
911
Cabot Corp
CBT
$4.72B
$22M 0.01%
418,854
-5,370
-1% -$265K
POR icon
912
Portland General Electric
POR
$5.82B
$21.9M 0.01%
462,090
-13,043
-3% -$569K
DDOG icon
913
Datadog
DDOG
$94B
$21.9M 0.01%
262,890
-127,009
-33% -$12.2M
VER
914
DELISTED
VEREIT, Inc.
VER
$21.9M 0.01%
567,044
-82,467
-13% -$3.09M
GIB icon
915
CGI
GIB
$15.6B
$21.8M 0.01%
262,077
+19,269
+8% +$1.53M
FLS icon
916
Flowserve
FLS
$8.94B
$21.8M 0.01%
561,458
-13,501
-2% -$518K
AIF
917
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$21.7M 0.01%
1,460,472
+651,134
+80% +$9.53M
RITM icon
918
Rithm Capital
RITM
$5.58B
$21.7M 0.01%
1,928,944
+159,322
+9% +$1.62M
SYNH
919
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$21.7M 0.01%
285,603
+7,698
+3% +$580K
VEDL
920
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$21.6M 0.01%
1,718,142
-12,464
-0.7% -$135K
BRO icon
921
Brown & Brown
BRO
$25.1B
$21.6M 0.01%
471,876
+21,239
+5% +$975K
GMAB icon
922
Genmab
GMAB
$17.5B
$21.6M 0.01%
656,879
+89,208
+16% +$3.35M
KKR icon
923
KKR & Co
KKR
$89.1B
$21.5M 0.01%
440,848
-13,224
-3% -$592K
JEF icon
924
Jefferies Financial Group
JEF
$12.7B
$21.5M 0.01%
747,967
-21,598
-3% -$589K
ZNGA
925
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$21.3M 0.01%
2,085,613
+170,129
+9% +$1.78M
35 36
37
38 39

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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.