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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
EXPO icon
951
Exponent
EXPO
$3.19B
$19.5M 0.01%
200,278
-2,517
-1% -$236K
THS
952
DELISTED
Treehouse Foods
THS
$19.5M 0.01%
372,870
+3,300
+0.9% +$156K
BHK icon
953
BlackRock Core Bond Trust
BHK
$644M
$19.5M 0.01%
1,240,160
+890,651
+255% +$14.1M
JHG
954
DELISTED
Janus Henderson
JHG
$19.4M 0.01%
624,374
+15,342
+3% +$482K
WDR
955
DELISTED
Waddell & Reed Financial, Inc.
WDR
$19.4M 0.01%
775,994
+85,058
+12% +$2.14M
MD icon
956
Pediatrix Medical
MD
$2.2B
$19.4M 0.01%
761,051
+139,544
+22% +$3.57M
PTEN icon
957
Patterson-UTI
PTEN
$3.54B
$19.4M 0.01%
2,717,636
-255,555
-9% -$1.8M
AMH icon
958
American Homes 4 Rent
AMH
$12.1B
$19.3M 0.01%
580,063
-76,669
-12% -$2.39M
IIM icon
959
Invesco Value Municipal Income Trust
IIM
$585M
$19.3M 0.01%
1,233,887
+75,692
+7% +$1.18M
EVR icon
960
Evercore
EVR
$11.8B
$19.3M 0.01%
146,618
+597
+0.4% +$72.9K
IAA
961
DELISTED
IAA, Inc. Common Stock
IAA
$19.3M 0.01%
350,073
-8,353
-2% -$496K
RRC icon
962
Range Resources
RRC
$9.33B
$19.3M 0.01%
1,865,509
-807,113
-30% -$7.84M
JLL icon
963
Jones Lang LaSalle
JLL
$15.8B
$19.2M 0.01%
107,266
-5,761
-5% -$939K
CACI icon
964
CACI
CACI
$10.8B
$19.2M 0.01%
77,857
+1,604
+2% +$384K
PENN icon
965
PENN Entertainment
PENN
$2.84B
$19.2M 0.01%
183,035
+543
+0.3% +$60.1K
HAIN icon
966
Hain Celestial
HAIN
$44.6M
$19.2M 0.01%
439,881
-8,426
-2% -$358K
HRC
967
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$19.1M 0.01%
173,319
+27,665
+19% +$2.88M
ACM icon
968
Aecom
ACM
$9.46B
$19.1M 0.01%
298,173
-22,312
-7% -$1.27M
SPEM icon
969
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.7B
$19.1M 0.01%
436,406
+115,140
+36% +$5.15M
AUO
970
DELISTED
AU Optronics Corp
AUO
$19.1M 0.01%
2,543,691
+112,656
+5% +$845K
STL
971
DELISTED
Sterling Bancorp
STL
$19.1M 0.01%
828,488
-7,850
-0.9% -$169K
VYX icon
972
NCR Voyix
VYX
$1.19B
$19.1M 0.01%
818,819
-240,326
-23% -$5.29M
WH icon
973
Wyndham Hotels & Resorts
WH
$5.61B
$19M 0.01%
272,534
-10,909
-4% -$697K
VICI icon
974
VICI Properties
VICI
$29.9B
$19M 0.01%
672,001
+1,963
+0.3% +$53.3K
PNFP icon
975
Pinnacle Financial Partners Inc
PNFP
$15.8B
$18.9M 0.01%
212,985
+28,684
+16% +$2.27M
37 38
39
40 41

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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.