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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
UI icon
1301
Ubiquiti
UI
$31.6B
$11.2M 0.01%
37,709
+804
+2% +$253K
DBX icon
1302
Dropbox
DBX
$7.78B
$11.2M 0.01%
421,448
-78,718
-16% -$1.89M
VGM icon
1303
Invesco Trust Investment Grade Municipals
VGM
$550M
$11.2M 0.01%
833,059
-23,301
-3% -$309K
DEI icon
1304
Douglas Emmett
DEI
$2.05B
$11.2M 0.01%
357,139
+23,513
+7% +$716K
TEI
1305
Templeton Emerging Markets Income Fund
TEI
$310M
$11.2M 0.01%
1,518,471
+929,406
+158% +$7.07M
BCC icon
1306
Boise Cascade
BCC
$2.73B
$11.1M 0.01%
186,343
+21,768
+13% +$1.15M
PEB icon
1307
Pebblebrook Hotel Trust
PEB
$2.18B
$11.1M 0.01%
459,002
-34,581
-7% -$760K
RPAI
1308
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$11.1M 0.01%
1,062,233
-33,701
-3% -$344K
LSI
1309
DELISTED
Life Storage, Inc.
LSI
$11.1M 0.01%
129,497
+9,000
+7% +$748K
UCTT
1310
Ultra Clean Holdings
UCTT
$3.12B
$11.1M 0.01%
190,620
+18,540
+11% +$854K
SNX icon
1311
TD Synnex
SNX
$19.9B
$11.1M 0.01%
96,305
+14,794
+18% +$1.38M
LYG icon
1312
Lloyds Banking Group
LYG
$85.2B
$11M 0.01%
4,762,078
+1,629,192
+52% +$3.38M
IIPR icon
1313
Innovative Industrial Properties
IIPR
$1.77B
$11M 0.01%
61,306
+884
+1% +$169K
SYNA icon
1314
Synaptics
SYNA
$4.05B
$11M 0.01%
81,428
+14,396
+21% +$1.75M
BGC icon
1315
BGC Group
BGC
$5.64B
$11M 0.01%
2,278,615
-105,320
-4% -$448K
OII icon
1316
Oceaneering
OII
$4.64B
$11M 0.01%
963,605
-183,115
-16% -$2.03M
JPS
1317
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$11M 0.01%
1,132,075
+828,267
+273% +$7.8M
LXP icon
1318
LXP Industrial Trust
LXP
$3.52B
$11M 0.01%
197,983
-25,031
-11% -$1.35M
NHY
1319
DELISTED
NORSK HYDRO A. S. ADR
NHY
$11M 0.01%
1,703,584
+140,087
+9% +$904K
SMTC icon
1320
Semtech
SMTC
$9.65B
$11M 0.01%
158,995
-33,988
-18% -$2.49M
SNBR
1321
DELISTED
Sleep Number
SNBR
$11M 0.01%
76,389
-5,265
-6% -$632K
HLI icon
1322
Houlihan Lokey
HLI
$9.72B
$10.9M 0.01%
164,312
+22,378
+16% +$1.51M
ODP
1323
DELISTED
ODP
ODP
$10.9M 0.01%
252,156
-59,801
-19% -$2.5M
HAE icon
1324
Haemonetics
HAE
$3.88B
$10.9M 0.01%
98,240
-2,114
-2% -$262K
NEO icon
1325
NeoGenomics
NEO
$1.96B
$10.9M 0.01%
225,351
-28,702
-11% -$1.49M
51 52
53
54 55

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MCM
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PSUF
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IA
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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.