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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
KRC icon
1676
Kilroy Realty
KRC
$4.6B
$6.45M ﹤0.01%
98,248
-9,195
-9% -$569K
LFC
1677
DELISTED
China Life Insurance Company Ltd.
LFC
$6.43M ﹤0.01%
617,308
+53,953
+10% +$584K
LSXMA
1678
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.42M ﹤0.01%
198,104
+8,080
+4% +$259K
CDP icon
1679
COPT Defense Properties
CDP
$4.35B
$6.41M ﹤0.01%
243,594
-1,484
-0.6% -$39.3K
PFSI icon
1680
PennyMac Financial
PFSI
$3.94B
$6.41M ﹤0.01%
95,833
-5,015
-5% -$311K
IRT icon
1681
Independence Realty Trust
IRT
$3.93B
$6.39M ﹤0.01%
420,261
+15,423
+4% +$219K
WGO icon
1682
Winnebago Industries
WGO
$863M
$6.39M ﹤0.01%
83,272
+8,421
+11% +$608K
PLNT icon
1683
Planet Fitness
PLNT
$4.43B
$6.39M ﹤0.01%
82,614
-3,126
-4% -$248K
VXF icon
1684
Vanguard Extended Market ETF
VXF
$30.4B
$6.38M ﹤0.01%
36,042
+5,113
+17% +$908K
TDS icon
1685
Telephone and Data Systems
TDS
$3.82B
$6.37M ﹤0.01%
277,594
-27,154
-9% -$554K
CTRE icon
1686
CareTrust REIT
CTRE
$9.84B
$6.37M ﹤0.01%
273,705
+30,819
+13% +$708K
XLP icon
1687
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$6.37M ﹤0.01%
93,223
+82,364
+758% +$5.42M
EVTC icon
1688
Evertec
EVTC
$1.95B
$6.35M ﹤0.01%
170,657
-51,721
-23% -$1.95M
HUBG icon
1689
HUB Group
HUBG
$2.78B
$6.35M ﹤0.01%
188,798
-13,726
-7% -$412K
AMCX icon
1690
AMC Global Media
AMCX
$427M
$6.34M ﹤0.01%
119,325
+11,588
+11% +$634K
COTY icon
1691
Coty
COTY
$2.37B
$6.34M ﹤0.01%
703,729
-17,242
-2% -$132K
UVSP icon
1692
Univest Financial
UVSP
$1.22B
$6.33M ﹤0.01%
221,517
+21,428
+11% +$543K
PZZA icon
1693
Papa John's
PZZA
$995M
$6.33M ﹤0.01%
71,414
-8,916
-11% -$842K
COKE icon
1694
Coca-Cola Consolidated
COKE
$12.6B
$6.32M ﹤0.01%
218,880
+7,480
+4% +$206K
BPMC
1695
DELISTED
Blueprint Medicines
BPMC
$6.32M ﹤0.01%
64,975
-15,130
-19% -$1.51M
VG
1696
DELISTED
Vonage Holdings Corporation
VG
$6.3M ﹤0.01%
533,279
-9,434
-2% -$123K
DLX icon
1697
Deluxe
DLX
$1.19B
$6.27M ﹤0.01%
149,498
+35,138
+31% +$1.32M
GNL icon
1698
Global Net Lease
GNL
$1.86B
$6.27M ﹤0.01%
347,283
-1,956
-0.6% -$34.7K
IBTX
1699
DELISTED
Independent Bank Group, Inc.
IBTX
$6.27M ﹤0.01%
86,797
+5,354
+7% +$375K
CIM
1700
Chimera Investment
CIM
$1.06B
$6.25M ﹤0.01%
164,006
-5,043
-3% -$172K
66 67
68
69 70

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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.