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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
KMPR icon
1626
Kemper
KMPR
$1.81B
$6.98M ﹤0.01%
87,557
-1,995
-2% -$154K
HIW icon
1627
Highwoods Properties
HIW
$3.79B
$6.98M ﹤0.01%
162,469
+18,874
+13% +$770K
UMBF icon
1628
UMB Financial
UMBF
$11.3B
$6.97M ﹤0.01%
75,541
+12,188
+19% +$1.01M
MDRX
1629
DELISTED
Veradigm Inc. Common Stock
MDRX
$6.97M ﹤0.01%
464,114
+10,611
+2% +$170K
AIR icon
1630
AAR Corp
AIR
$5.4B
$6.96M ﹤0.01%
167,203
-5,464
-3% -$216K
EGBN icon
1631
Eagle Bancorp
EGBN
$850M
$6.96M ﹤0.01%
130,815
+7,834
+6% +$380K
H icon
1632
Hyatt Hotels
H
$17.5B
$6.94M ﹤0.01%
83,951
-10,863
-11% -$854K
GBCI icon
1633
Glacier Bancorp
GBCI
$6.36B
$6.91M ﹤0.01%
121,118
+19,118
+19% +$1.03M
CNDT icon
1634
Conduent
CNDT
$253M
$6.91M ﹤0.01%
1,037,870
-177,845
-15% -$1.01M
MHO icon
1635
M/I Homes
MHO
$3.95B
$6.91M ﹤0.01%
117,012
+2,053
+2% +$107K
STAG icon
1636
STAG Industrial
STAG
$7.5B
$6.91M ﹤0.01%
205,557
-6,736
-3% -$215K
CXP
1637
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.89M ﹤0.01%
402,824
-33,366
-8% -$493K
PLAN
1638
DELISTED
Anaplan, Inc.
PLAN
$6.84M ﹤0.01%
127,068
+36,650
+41% +$2.47M
SKT icon
1639
Tanger
SKT
$4.78B
$6.84M ﹤0.01%
452,037
+71,696
+19% +$1.06M
HMN icon
1640
Horace Mann Educators
HMN
$2.11B
$6.83M ﹤0.01%
158,099
-571
-0.4% -$23.6K
IOSP icon
1641
Innospec
IOSP
$2.09B
$6.81M ﹤0.01%
66,327
+4,967
+8% +$492K
MEOH icon
1642
Methanex
MEOH
$4.23B
$6.81M ﹤0.01%
184,956
-12,619
-6% -$493K
ACWV icon
1643
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
$6.8M ﹤0.01%
68,930
-37,056
-35% -$3.59M
CUK
1644
DELISTED
Carnival PLC
CUK
$6.8M ﹤0.01%
303,498
-177,004
-37% -$3.58M
CGNT icon
1645
Cognyte Software
CGNT
$655M
$6.8M ﹤0.01%
+244,500
New +$7.27M
FWRD icon
1646
Forward Air
FWRD
$461M
$6.8M ﹤0.01%
76,546
-3,134
-4% -$262K
NWBI icon
1647
Northwest Bancshares
NWBI
$2.33B
$6.78M ﹤0.01%
469,220
+10,889
+2% +$153K
VRNS icon
1648
Varonis Systems
VRNS
$4.67B
$6.77M ﹤0.01%
131,934
+20,634
+19% +$1.22M
SC
1649
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$6.75M ﹤0.01%
249,483
-55,203
-18% -$1.38M
GNW icon
1650
Genworth Financial
GNW
$3.86B
$6.74M ﹤0.01%
2,030,841
-153,900
-7% -$507K
64 65
66
67 68

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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.