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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
RDWR icon
2501
Radware
RDWR
$1.08B
$1.66M ﹤0.01%
63,502
+12,278
+24% +$336K
AVTA
2502
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.65M ﹤0.01%
99,304
-1,615
-2% -$27.1K
EB
2503
DELISTED
Eventbrite
EB
$1.65M ﹤0.01%
74,493
+26,662
+56% +$537K
DNOW icon
2504
DNOW Inc
DNOW
$2.55B
$1.65M ﹤0.01%
163,219
+19,456
+14% +$190K
EVN
2505
Eaton Vance Municipal Income Trust
EVN
$415M
$1.65M ﹤0.01%
119,568
+53,220
+80% +$719K
LN
2506
DELISTED
LINE Corporation
LN
$1.65M ﹤0.01%
31,672
+281
+0.9% +$14.6K
XPEL icon
2507
XPEL
XPEL
$1.2B
$1.65M ﹤0.01%
+31,675
New +$1.7M
VKTX icon
2508
Viking Therapeutics
VKTX
$3.73B
$1.64M ﹤0.01%
259,572
+68,167
+36% +$480K
ACH
2509
DELISTED
Alum Corp of China Ltd
ACH
$1.64M ﹤0.01%
156,898
+20,939
+15% +$215K
RES icon
2510
RPC Inc
RES
$1.22B
$1.63M ﹤0.01%
301,486
-15,418
-5% -$78.2K
VGI
2511
Virtus Global Multi-Sector Income Fund
VGI
$81.9M
$1.63M ﹤0.01%
136,797
+104,025
+317% +$1.24M
AFMD
2512
DELISTED
Affimed
AFMD
$1.62M ﹤0.01%
20,501
+9,069
+79% +$589K
UEIC icon
2513
Universal Electronics
UEIC
$58.1M
$1.62M ﹤0.01%
29,505
-1,819
-6% -$105K
SXC icon
2514
SunCoke Energy
SXC
$728M
$1.62M ﹤0.01%
231,205
-14,102
-6% -$87K
ASAN icon
2515
Asana
ASAN
$1.91B
$1.62M ﹤0.01%
56,537
+27,116
+92% +$936K
HNP
2516
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.61M ﹤0.01%
112,768
+19,413
+21% +$272K
IHRT icon
2517
iHeartMedia
IHRT
$532M
$1.61M ﹤0.01%
88,710
-14,455
-14% -$218K
MG icon
2518
Mistras Group
MG
$485M
$1.61M ﹤0.01%
141,111
+10,963
+8% +$96.9K
APPF icon
2519
AppFolio
APPF
$6.3B
$1.61M ﹤0.01%
11,371
-1,924
-14% -$299K
ESPR
2520
DELISTED
Esperion Therapeutics
ESPR
$1.61M ﹤0.01%
57,343
+14,549
+34% +$429K
SDY icon
2521
State Street SPDR S&P Dividend ETF
SDY
$21.8B
$1.61M ﹤0.01%
13,622
-2,652
-16% -$297K
GSBC icon
2522
Great Southern Bancorp
GSBC
$874M
$1.61M ﹤0.01%
28,349
-3,377
-11% -$180K
ARCC icon
2523
Ares Capital
ARCC
$13.4B
$1.59M ﹤0.01%
85,120
-2,958
-3% -$53.2K
TPL icon
2524
Texas Pacific Land
TPL
$27.6B
$1.59M ﹤0.01%
+9,009
New +$1.12M
XRN
2525
Chiron Real Estate Inc
XRN
$513M
$1.59M ﹤0.01%
24,239
-9,749
-29% -$648K
99 100
101
102 103

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MCM
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PSUF
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BAM
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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.