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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
POST icon
1326
Post Holdings
POST
$4.42B
$10.9M 0.01%
156,971
+11,146
+8% +$730K
FUL icon
1327
H.B. Fuller
FUL
$3B
$10.8M 0.01%
172,203
+16,038
+10% +$912K
TEX icon
1328
Terex
TEX
$7.37B
$10.8M 0.01%
234,835
-13,886
-6% -$569K
BVN icon
1329
Compañía de Minas Buenaventura
BVN
$7.68B
$10.8M 0.01%
1,075,598
+85
+0% +$923
PINC
1330
DELISTED
Premier
PINC
$10.8M 0.01%
318,249
-6,436
-2% -$223K
CTB
1331
DELISTED
Cooper Tire & Rubber Co.
CTB
$10.8M 0.01%
192,311
-28,530
-13% -$1.37M
BCX icon
1332
BlackRock Resources & Commodities Strategy Trust
BCX
$896M
$10.7M 0.01%
1,211,684
+738,006
+156% +$6.39M
EWC icon
1333
iShares MSCI Canada ETF
EWC
$6.12B
$10.7M 0.01%
315,526
+7,219
+2% +$237K
TXNM
1334
TXNM Energy Inc
TXNM
$6.39B
$10.7M 0.01%
218,461
-20,583
-9% -$999K
KBR icon
1335
KBR
KBR
$4.56B
$10.7M 0.01%
278,603
+25,953
+10% +$828K
RHP icon
1336
Ryman Hospitality Properties
RHP
$8.56B
$10.7M 0.01%
137,913
-7,823
-5% -$578K
ST icon
1337
Sensata Technologies
ST
$6.69B
$10.7M 0.01%
184,215
+6,800
+4% +$392K
AROC icon
1338
Archrock
AROC
$6.16B
$10.7M 0.01%
1,124,276
-21,070
-2% -$207K
INN
1339
Summit Hotel Properties
INN
$766M
$10.7M 0.01%
1,048,901
-43,066
-4% -$416K
AMKR icon
1340
Amkor Technology
AMKR
$10.6B
$10.7M 0.01%
449,409
-63,200
-12% -$1.29M
FCNCA icon
1341
First Citizens BancShares
FCNCA
$24.7B
$10.7M 0.01%
12,743
+1,265
+11% +$916K
HEI.A icon
1342
HEICO Corp Class A
HEI.A
$36B
$10.6M 0.01%
93,462
+3,143
+3% +$366K
ESLT icon
1343
Elbit Systems
ESLT
$36B
$10.6M 0.01%
74,201
+9,064
+14% +$1.24M
PHI icon
1344
PLDT
PHI
$4.32B
$10.6M 0.01%
405,359
+21,108
+5% +$591K
PII icon
1345
Polaris
PII
$3.83B
$10.6M 0.01%
79,228
-8,853
-10% -$1.08M
TECK icon
1346
Teck Resources
TECK
$28.2B
$10.6M 0.01%
551,355
-22,600
-4% -$458K
ROIC
1347
DELISTED
Retail Opportunity Investments Corp.
ROIC
$10.6M 0.01%
666,154
+32,489
+5% +$498K
CHDN icon
1348
Churchill Downs
CHDN
$6.17B
$10.6M 0.01%
92,862
-10,922
-11% -$1.2M
SYKE
1349
DELISTED
SYKES Enterprises Inc
SYKE
$10.5M 0.01%
238,935
+1,288
+0.5% +$54.4K
FBC
1350
DELISTED
Flagstar Bancorp, Inc. New
FBC
$10.5M 0.01%
233,498
+30,679
+15% +$1.39M
52 53
54
55 56

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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.