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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
STOR
1226
DELISTED
STORE Capital Corporation
STOR
$12.5M 0.01%
373,340
-51,598
-12% -$1.68M
NVT icon
1227
nVent Electric
NVT
$21.6B
$12.5M 0.01%
447,178
+3,881
+0.9% +$99.5K
AXON
1228
Axon Enterprise
AXON
$42.8B
$12.5M 0.01%
87,563
+8,074
+10% +$1.26M
AZTA icon
1229
Azenta
AZTA
$1.3B
$12.5M 0.01%
152,718
-22,396
-13% -$1.81M
SJI
1230
DELISTED
South Jersey Industries, Inc.
SJI
$12.5M 0.01%
551,770
+53,946
+11% +$1.28M
BGS icon
1231
B&G Foods
BGS
$303M
$12.4M 0.01%
400,632
+2,271
+0.6% +$71.4K
WWE
1232
DELISTED
World Wrestling Entertainment
WWE
$12.4M 0.01%
228,464
+10,896
+5% +$573K
KTF
1233
DWS Municipal Income Trust
KTF
$345M
$12.4M 0.01%
1,062,590
+401,056
+61% +$4.63M
AL
1234
DELISTED
Air Lease Corp
AL
$12.3M 0.01%
251,881
-701
-0.3% -$31.9K
CONE
1235
DELISTED
CyrusOne Inc Common Stock
CONE
$12.3M 0.01%
182,195
-5,103
-3% -$354K
ESRT icon
1236
Empire State Realty Trust
ESRT
$1B
$12.3M 0.01%
1,105,944
+43,685
+4% +$455K
JBTM
1237
JBT Marel
JBTM
$7.35B
$12.3M 0.01%
92,211
+12,573
+16% +$1.65M
NMRK icon
1238
Newmark Group
NMRK
$2.64B
$12.2M 0.01%
1,223,140
-2,768
-0.2% -$24.8K
AIRC
1239
DELISTED
Apartment Income REIT Corp.
AIRC
$12.2M 0.01%
286,166
-65,735
-19% -$2.71M
GATX icon
1240
GATX Corp
GATX
$6.45B
$12.2M 0.01%
131,636
-8,974
-6% -$836K
HHH icon
1241
Howard Hughes
HHH
$3.94B
$12.2M 0.01%
134,585
-3,171
-2% -$279K
CLGX
1242
DELISTED
Corelogic, Inc.
CLGX
$12.2M 0.01%
153,740
-1,204
-0.8% -$96K
VVV icon
1243
Valvoline
VVV
$5.06B
$12.1M 0.01%
465,465
+6,861
+1% +$171K
CNK icon
1244
Cinemark Holdings
CNK
$4.07B
$12.1M 0.01%
594,162
-104,243
-15% -$2.2M
BRKR icon
1245
Bruker
BRKR
$9.4B
$12.1M 0.01%
188,505
-7,082
-4% -$425K
MSTR icon
1246
Strategy Inc
MSTR
$34.1B
$12.1M 0.01%
178,140
+3,940
+2% +$278K
AYI icon
1247
Acuity Brands
AYI
$9.99B
$12.1M 0.01%
73,052
+7,701
+12% +$982K
FTDR icon
1248
Frontdoor
FTDR
$5.27B
$12M 0.01%
223,690
+7,806
+4% +$426K
SMCI icon
1249
Super Micro Computer
SMCI
$16.6B
$12M 0.01%
3,073,520
-1,693,580
-36% -$5.76M
FNV icon
1250
Franco-Nevada
FNV
$41.3B
$12M 0.01%
95,555
-474
-0.5% -$57.1K
48 49
50
51 52

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MCM
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PSUF
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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.