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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
MKSI icon
1026
MKS Inc
MKSI
$17.4B
$17.5M 0.01%
94,632
-7,631
-7% -$1.28M
CABO icon
1027
Cable One
CABO
$237M
$17.5M 0.01%
9,577
-303
-3% -$592K
COLB icon
1028
Columbia Banking Systems
COLB
$8.71B
$17.5M 0.01%
405,687
+5,599
+1% +$244K
FHB icon
1029
First Hawaiian
FHB
$3.41B
$17.4M 0.01%
636,097
-66,760
-9% -$1.79M
ORAN
1030
DELISTED
Orange
ORAN
$17.4M 0.01%
1,410,719
+70,813
+5% +$854K
OZK icon
1031
Bank OZK
OZK
$5.63B
$17.4M 0.01%
424,920
+10,012
+2% +$394K
TTC icon
1032
Toro Company
TTC
$8.79B
$17.3M 0.01%
168,183
-11,951
-7% -$1.19M
PAGS icon
1033
PagSeguro Digital
PAGS
$2.67B
$17.3M 0.01%
374,202
+15,808
+4% +$847K
ABG icon
1034
Asbury Automotive
ABG
$4.62B
$17.3M 0.01%
87,797
+5,219
+6% +$880K
GME icon
1035
GameStop
GME
$9.8B
$17.2M 0.01%
363,392
-2,002,920
-85% -$59.1M
NOV icon
1036
NOV
NOV
$6.84B
$17.2M 0.01%
1,256,214
-12,321
-1% -$179K
ASB icon
1037
Associated Banc-Corp
ASB
$5.8B
$17.2M 0.01%
807,275
-57,415
-7% -$1.16M
MSM icon
1038
MSC Industrial Direct
MSM
$6.76B
$17.2M 0.01%
190,985
+9,206
+5% +$784K
G icon
1039
Genpact
G
$6.22B
$17.1M 0.01%
399,037
-27,886
-7% -$1.16M
TRU icon
1040
TransUnion
TRU
$16B
$17.1M 0.01%
189,584
-14,528
-7% -$1.31M
Y
1041
DELISTED
Alleghany Corp
Y
$17M 0.01%
27,191
+224
+0.8% +$139K
STMP
1042
DELISTED
Stamps.com, Inc.
STMP
$17M 0.01%
85,200
+5,255
+7% +$1.12M
SU icon
1043
Suncor Energy
SU
$77.7B
$16.9M 0.01%
810,603
+19,290
+2% +$378K
GFI icon
1044
Gold Fields
GFI
$28.8B
$16.9M 0.01%
1,783,519
+2,859
+0.2% +$26.6K
SAIA icon
1045
Saia
SAIA
$10.5B
$16.9M 0.01%
73,377
-1,106
-1% -$225K
AN icon
1046
AutoNation
AN
$7.7B
$16.9M 0.01%
181,407
+545
+0.3% +$43.7K
HRB icon
1047
H&R Block
HRB
$5.98B
$16.9M 0.01%
773,407
-68,993
-8% -$1.3M
EGP icon
1048
EastGroup Properties
EGP
$11.2B
$16.9M 0.01%
117,667
+2,684
+2% +$376K
NTR icon
1049
Nutrien
NTR
$33.9B
$16.8M 0.01%
312,630
+9,447
+3% +$514K
VTA
1050
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$16.8M 0.01%
1,479,979
+80,788
+6% +$893K
40 41
42
43 44

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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.