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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
TRNO icon
1651
Terreno Realty
TRNO
$7.58B
$6.72M ﹤0.01%
116,392
-3,419
-3% -$196K
WMK icon
1652
Weis Markets
WMK
$1.92B
$6.71M ﹤0.01%
118,806
+11,684
+11% +$626K
GIL icon
1653
Gildan
GIL
$9.49B
$6.67M ﹤0.01%
217,513
+6,716
+3% +$192K
FULT icon
1654
Fulton Financial
FULT
$4.68B
$6.67M ﹤0.01%
391,469
-28,772
-7% -$445K
DFIN icon
1655
Donnelley Financial Solutions
DFIN
$1.28B
$6.65M ﹤0.01%
238,968
+31,126
+15% +$720K
NSA
1656
DELISTED
National Storage Affiliates Trust
NSA
$6.64M ﹤0.01%
166,391
+15,003
+10% +$571K
YETI icon
1657
Yeti Holdings
YETI
$3.87B
$6.63M ﹤0.01%
91,806
-49,450
-35% -$3.52M
ATE
1658
DELISTED
Advantest Corp
ATE
$6.58M ﹤0.01%
73,972
+23,494
+47% +$2.09M
MTX icon
1659
Minerals Technologies
MTX
$2.29B
$6.57M ﹤0.01%
87,273
-1,335
-2% -$94.4K
EPAY
1660
DELISTED
Bottomline Technologies Inc
EPAY
$6.57M ﹤0.01%
145,268
+47,178
+48% +$2.27M
EPRT icon
1661
Essential Properties Realty Trust
EPRT
$6.92B
$6.57M ﹤0.01%
287,716
+4,199
+1% +$94K
HA
1662
DELISTED
Hawaiian Holdings, Inc.
HA
$6.57M ﹤0.01%
246,182
+4,026
+2% +$95.4K
RYN icon
1663
Rayonier
RYN
$6.67B
$6.53M ﹤0.01%
223,275
-9,772
-4% -$288K
QDEL icon
1664
QuidelOrtho
QDEL
$1.13B
$6.53M ﹤0.01%
51,061
-23,559
-32% -$4.35M
OPP
1665
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$189M
$6.52M ﹤0.01%
437,161
+339,317
+347% +$4.94M
FIZZ icon
1666
National Beverage
FIZZ
$3.06B
$6.52M ﹤0.01%
133,220
-26,822
-17% -$1.39M
IBP icon
1667
Installed Building Products
IBP
$6.21B
$6.51M ﹤0.01%
58,720
+2,123
+4% +$241K
KRG icon
1668
Kite Realty
KRG
$5.86B
$6.5M ﹤0.01%
337,179
-26,569
-7% -$480K
PATK icon
1669
Patrick Industries
PATK
$2.87B
$6.5M ﹤0.01%
114,755
+5,361
+5% +$281K
WSC icon
1670
WillScot Mobile Mini Holdings
WSC
$4.37B
$6.5M ﹤0.01%
234,249
-47,994
-17% -$1.26M
CRS icon
1671
Carpenter Technology
CRS
$26.4B
$6.5M ﹤0.01%
157,888
+23,117
+17% +$878K
BRSL
1672
Brightstar Lottery PLC
BRSL
$1.9B
$6.48M ﹤0.01%
403,639
-123,042
-23% -$2.17M
MIK
1673
DELISTED
Michaels Stores, Inc
MIK
$6.48M ﹤0.01%
295,259
-39,759
-12% -$702K
XHR
1674
Xenia Hotels & Resorts
XHR
$2.01B
$6.48M ﹤0.01%
332,103
-34,098
-9% -$602K
IBKR icon
1675
Interactive Brokers
IBKR
$38.4B
$6.46M ﹤0.01%
353,504
+66,072
+23% +$1.19M
65 66
67
68 69

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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.