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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
CNMD icon
1351
CONMED
CNMD
$1.3B
$10.5M 0.01%
80,583
+3,012
+4% +$362K
JQC icon
1352
Nuveen Credit Strategies Income Fund
JQC
$702M
$10.5M 0.01%
1,614,448
+1,055,816
+189% +$6.78M
VTV icon
1353
Vanguard Morningstar Value ETF
VTV
$188B
$10.5M 0.01%
79,762
+67,830
+568% +$8.5M
GDS icon
1354
GDS Holdings
GDS
$5.93B
$10.5M 0.01%
129,061
+15,782
+14% +$1.57M
FWONK icon
1355
Liberty Media Series C
FWONK
$25.5B
$10.5M 0.01%
249,977
+445
+0.2% +$18.8K
KTB icon
1356
Kontoor Brands
KTB
$4.71B
$10.5M 0.01%
215,356
+47,570
+28% +$2.13M
INOV
1357
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$10.4M 0.01%
362,854
+33,756
+10% +$868K
OMF icon
1358
OneMain Financial
OMF
$7.27B
$10.4M 0.01%
193,114
+21,573
+13% +$1.11M
BUSE icon
1359
First Busey Corp
BUSE
$2.56B
$10.4M 0.01%
404,130
+20,541
+5% +$485K
STAY
1360
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$10.4M 0.01%
524,349
-43,512
-8% -$710K
NNN icon
1361
NNN REIT
NNN
$9.29B
$10.3M 0.01%
234,785
-20,912
-8% -$876K
SQM icon
1362
Sociedad Química y Minera de Chile
SQM
$19.3B
$10.3M 0.01%
194,942
-18,599
-9% -$1.02M
TLK icon
1363
Telkom Indonesia
TLK
$14.2B
$10.3M 0.01%
437,364
+52,669
+14% +$1.25M
PRGO icon
1364
Perrigo
PRGO
$1.44B
$10.3M 0.01%
254,552
-156,863
-38% -$6.73M
RA
1365
Brookfield Real Assets Income Fund
RA
$704M
$10.3M 0.01%
495,794
+38,862
+9% +$760K
FMX icon
1366
Fomento Económico Mexicano
FMX
$41.2B
$10.2M 0.01%
136,025
-12,552
-8% -$914K
FORM icon
1367
FormFactor
FORM
$6.51B
$10.2M 0.01%
227,002
-15,025
-6% -$683K
NWE icon
1368
NorthWestern Energy
NWE
$4.34B
$10.2M 0.01%
157,024
+9,547
+6% +$565K
LCII icon
1369
LCI Industries
LCII
$2.59B
$10.2M 0.01%
77,340
-2,070
-3% -$289K
ZTO icon
1370
ZTO Express
ZTO
$18.2B
$10.2M 0.01%
350,576
-84,310
-19% -$2.75M
SABR icon
1371
Sabre
SABR
$716M
$10.2M 0.01%
688,684
+99
+0% +$1.34K
AFT
1372
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$10.2M 0.01%
686,371
+383,102
+126% +$5.61M
GLOB icon
1373
Globant
GLOB
$1.65B
$10.2M 0.01%
49,110
+13,920
+40% +$2.96M
ELUX
1374
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$10.2M 0.01%
181,773
+37,905
+26% +$2.12M
GHC icon
1375
Graham Holdings Company
GHC
$5.31B
$10.2M 0.01%
18,067
+1,034
+6% +$599K
53 54
55
56 57

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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.