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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
SNDR icon
1451
Schneider National
SNDR
$6.17B
$9.09M 0.01%
364,078
+61,508
+20% +$1.44M
BF.A icon
1452
Brown-Forman Class A
BF.A
$13.7B
$9.08M 0.01%
142,667
-1,079
-0.8% -$73.6K
PBA icon
1453
Pembina Pipeline
PBA
$29.3B
$9.06M 0.01%
314,063
+1,052
+0.3% +$29.2K
AVLR
1454
DELISTED
Avalara, Inc.
AVLR
$9.05M 0.01%
67,795
-122
-0.2% -$18.8K
NVCR icon
1455
NovoCure
NVCR
$1.77B
$9.03M 0.01%
68,319
+14,727
+27% +$2.33M
CENX icon
1456
Century Aluminum
CENX
$4.22B
$9.02M 0.01%
510,717
-59,060
-10% -$842K
QTS
1457
DELISTED
QTS REALTY TRUST, INC.
QTS
$9.01M 0.01%
145,203
+1,410
+1% +$88K
SRC
1458
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$9M 0.01%
211,846
-7,870
-4% -$322K
CALY
1459
Callaway Golf Company
CALY
$3.28B
$9M 0.01%
336,536
-22,749
-6% -$644K
COR
1460
DELISTED
Coresite Realty Corporation
COR
$8.98M 0.01%
74,933
-3,400
-4% -$414K
DBRG icon
1461
DigitalBridge
DBRG
$2.92B
$8.98M 0.01%
346,403
-58,852
-15% -$1.32M
MANT
1462
DELISTED
Mantech International Corp
MANT
$8.97M 0.01%
103,143
-28,881
-22% -$2.52M
ESE icon
1463
ESCO Technologies
ESE
$7.77B
$8.96M 0.01%
82,284
+2,793
+4% +$295K
PSMT icon
1464
Pricesmart
PSMT
$5.94B
$8.95M 0.01%
92,463
+3,902
+4% +$379K
HLF icon
1465
Herbalife
HLF
$1.3B
$8.91M 0.01%
200,846
-32,140
-14% -$1.59M
IJR icon
1466
iShares Core S&P Small-Cap ETF
IJR
$109B
$8.91M 0.01%
82,067
+4,269
+5% +$447K
ARI
1467
Apollo Commercial Real Estate
ARI
$864M
$8.89M 0.01%
636,630
-28,633
-4% -$367K
IUSV icon
1468
iShares Core S&P US Value ETF
IUSV
$27.3B
$8.89M 0.01%
+129,026
New +$8.47M
VONG icon
1469
Vanguard Russell 1000 Growth ETF
VONG
$41.2B
$8.88M 0.01%
142,000
+5,932
+4% +$371K
RLI icon
1470
RLI Corp
RLI
$6.02B
$8.87M 0.01%
158,968
+1,928
+1% +$102K
WWW icon
1471
Wolverine World Wide
WWW
$1.68B
$8.86M 0.01%
231,227
+6,848
+3% +$236K
AU icon
1472
AngloGold Ashanti
AU
$39.4B
$8.84M 0.01%
402,392
+14,712
+4% +$330K
TCBI icon
1473
Texas Capital Bancshares
TCBI
$4.28B
$8.81M 0.01%
124,296
-13,490
-10% -$991K
DRH icon
1474
Diamondrock Hospitality Co
DRH
$2.68B
$8.8M 0.01%
854,816
+22,573
+3% +$214K
FN icon
1475
Fabrinet
FN
$14.9B
$8.79M 0.01%
97,219
+3,988
+4% +$345K
57 58
59
60 61

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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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ACI
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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.