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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
SVC
1001
Service Properties Trust
SVC
$1.05B
$18.3M 0.01%
308,057
-22,445
-7% -$1.35M
SF
1002
Stifel
SF
$12.4B
$18.2M 0.01%
426,677
+13,589
+3% +$530K
TRP icon
1003
TC Energy
TRP
$70.1B
$18.2M 0.01%
398,291
+14,765
+4% +$655K
OLED icon
1004
Universal Display
OLED
$3.75B
$18.2M 0.01%
76,865
+12,349
+19% +$2.85M
VNT icon
1005
Vontier
VNT
$4.54B
$18.2M 0.01%
600,434
+93,040
+18% +$3.04M
SWN
1006
DELISTED
Southwestern Energy Company
SWN
$18.1M 0.01%
3,901,976
+214,862
+6% +$868K
PDCE
1007
DELISTED
PDC Energy, Inc.
PDCE
$18.1M 0.01%
527,188
+25,329
+5% +$761K
FLG
1008
Flagstar Bank National Association
FLG
$5.87B
$18.1M 0.01%
478,661
-118,342
-20% -$4.09M
AMN icon
1009
AMN Healthcare
AMN
$1.35B
$18.1M 0.01%
245,505
-19,180
-7% -$1.43M
NVST icon
1010
Envista
NVST
$4.62B
$18M 0.01%
441,163
+16,409
+4% +$625K
UFS
1011
DELISTED
DOMTAR CORPORATION (New)
UFS
$18M 0.01%
485,991
-52,291
-10% -$1.8M
ADNT icon
1012
Adient
ADNT
$1.69B
$18M 0.01%
406,138
-27,039
-6% -$1.02M
CIEN icon
1013
Ciena
CIEN
$46.8B
$17.9M 0.01%
327,870
-48,155
-13% -$2.59M
FNF icon
1014
Fidelity National Financial
FNF
$14.4B
$17.9M 0.01%
458,747
-3,166
-0.7% -$120K
BAP icon
1015
Credicorp
BAP
$30.5B
$17.9M 0.01%
131,254
-10,468
-7% -$1.63M
KNX icon
1016
Knight Transportation
KNX
$11.5B
$17.9M 0.01%
372,566
-17,848
-5% -$783K
RH icon
1017
RH
RH
$3.33B
$17.9M 0.01%
30,023
-6,183
-17% -$3.05M
BC icon
1018
Brunswick
BC
$5.23B
$17.8M 0.01%
187,114
+24,604
+15% +$2.25M
ACH
1019
Accendra Health
ACH
$254M
$17.8M 0.01%
474,654
-49,864
-10% -$1.56M
DK icon
1020
Delek US
DK
$3.98B
$17.8M 0.01%
815,276
-184,023
-18% -$4.02M
GH icon
1021
Guardant Health
GH
$19.1B
$17.7M 0.01%
116,055
+7,993
+7% +$1.21M
FLEX icon
1022
Flex
FLEX
$37.7B
$17.7M 0.01%
1,281,387
+12,191
+1% +$168K
NBIX icon
1023
Neurocrine Biosciences
NBIX
$18.2B
$17.7M 0.01%
181,538
+20,148
+12% +$2.11M
TY icon
1024
TRI-Continental Corp
TY
$1.84B
$17.6M 0.01%
544,047
+358,944
+194% +$11.1M
NOK icon
1025
Nokia
NOK
$46.9B
$17.6M 0.01%
4,437,352
+982,713
+28% +$4.1M
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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SCC
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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.