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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
KGC icon
1251
Kinross Gold
KGC
$27.7B
$12M 0.01%
1,794,908
+97,535
+6% +$678K
FTI icon
1252
TechnipFMC
FTI
$28.6B
$12M 0.01%
1,548,997
-697,111
-31% -$5.7M
EWM icon
1253
iShares MSCI Malaysia ETF
EWM
$307M
$11.9M 0.01%
439,590
+428,885
+4,006% +$11.9M
TAL icon
1254
TAL Education Group
TAL
$6.04B
$11.9M 0.01%
221,024
+1,030
+0.5% +$75.4K
CLF icon
1255
Cleveland-Cliffs
CLF
$6.49B
$11.9M 0.01%
590,981
-273,857
-32% -$4.46M
WKC icon
1256
World Kinect Corp
WKC
$2.06B
$11.9M 0.01%
337,257
+104,190
+45% +$3.54M
KEX icon
1257
Kirby Corp
KEX
$7.01B
$11.9M 0.01%
196,896
-13,666
-6% -$821K
EXLS icon
1258
EXL Service
EXLS
$5.46B
$11.9M 0.01%
658,105
+11,025
+2% +$188K
IDE
1259
Voya Infrastructure, Industrials and Materials Fund
IDE
$195M
$11.8M 0.01%
955,905
+454,680
+91% +$5.17M
CPK icon
1260
Chesapeake Utilities
CPK
$3.28B
$11.8M 0.01%
101,571
+1,548
+2% +$167K
THC icon
1261
Tenet Healthcare
THC
$22.2B
$11.8M 0.01%
226,442
-6,760
-3% -$342K
MMSI icon
1262
Merit Medical Systems
MMSI
$4.82B
$11.8M 0.01%
196,459
-7,314
-4% -$419K
KAMN
1263
DELISTED
Kaman Corp
KAMN
$11.7M 0.01%
229,052
-5,678
-2% -$309K
LITE icon
1264
Lumentum
LITE
$46.9B
$11.7M 0.01%
128,282
-6,551
-5% -$606K
WIW
1265
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$506M
$11.7M 0.01%
963,608
+815,834
+552% +$10M
EIM
1266
Eaton Vance Municipal Bond Fund
EIM
$494M
$11.7M 0.01%
879,066
+286,838
+48% +$3.81M
IPHI
1267
DELISTED
INPHI CORPORATION
IPHI
$11.7M 0.01%
65,491
-21,762
-25% -$3.64M
APAM icon
1268
Artisan Partners
APAM
$2.86B
$11.7M 0.01%
223,837
-31,198
-12% -$1.59M
BKH icon
1269
Black Hills Corp
BKH
$5.55B
$11.7M 0.01%
174,819
+1,784
+1% +$111K
GPK icon
1270
Graphic Packaging
GPK
$3.35B
$11.7M 0.01%
642,356
-4,475
-0.7% -$76.4K
AEM icon
1271
Agnico Eagle Mines
AEM
$72.2B
$11.6M 0.01%
201,443
-9,454
-4% -$611K
VRNT
1272
DELISTED
Verint Systems
VRNT
$11.6M 0.01%
255,432
-234,519
-48% -$10.5M
IMO icon
1273
Imperial Oil
IMO
$62.3B
$11.6M 0.01%
479,322
+2,337
+0.5% +$51.5K
DSU icon
1274
BlackRock Debt Strategies Fund
DSU
$592M
$11.6M 0.01%
1,053,266
+224,063
+27% +$2.4M
TME icon
1275
Tencent Music
TME
$15.9B
$11.6M 0.01%
564,191
+62,805
+13% +$1.59M
49 50
51
52 53

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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.