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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
PIPR icon
1701
Piper Sandler
PIPR
$5.15B
$6.24M ﹤0.01%
227,792
+20,432
+10% +$542K
MEI icon
1702
Methode Electronics
MEI
$486M
$6.24M ﹤0.01%
148,593
-4,550
-3% -$187K
LPSN icon
1703
LivePerson
LPSN
$22M
$6.21M ﹤0.01%
7,855
-1,539
-16% -$1.43M
NCZ
1704
Virtus Convertible & Income Fund II
NCZ
$290M
$6.21M ﹤0.01%
311,821
+131,320
+73% +$2.67M
WING icon
1705
Wingstop
WING
$3.66B
$6.21M ﹤0.01%
48,818
-2,260
-4% -$318K
PFS icon
1706
Provident Financial Services
PFS
$3.24B
$6.2M ﹤0.01%
278,131
+62,056
+29% +$1.27M
DEA
1707
Easterly Government Properties
DEA
$1.15B
$6.18M ﹤0.01%
119,203
+96
+0.1% +$5.29K
BANR icon
1708
Banner Corp
BANR
$2.37B
$6.17M ﹤0.01%
115,612
-241
-0.2% -$12.5K
BEKE icon
1709
KE Holdings
BEKE
$18.8B
$6.15M ﹤0.01%
107,864
+51,484
+91% +$3.24M
LGF.B
1710
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$6.13M ﹤0.01%
475,261
+55,220
+13% +$727K
BILI icon
1711
Bilibili
BILI
$7.83B
$6.13M ﹤0.01%
57,249
+33,978
+146% +$4.15M
FARO
1712
DELISTED
Faro Technologies
FARO
$6.12M ﹤0.01%
70,633
+18,648
+36% +$1.55M
AAT
1713
American Assets Trust
AAT
$1.48B
$6.09M ﹤0.01%
187,816
+8,195
+5% +$253K
CSOD
1714
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$6.08M ﹤0.01%
139,578
+47,009
+51% +$2.16M
CELH icon
1715
Celsius Holdings
CELH
$7.5B
$6.08M ﹤0.01%
379,539
+11,973
+3% +$225K
SAIC icon
1716
Saic
SAIC
$4.89B
$6.04M ﹤0.01%
72,322
-7,213
-9% -$677K
RMBS icon
1717
Rambus
RMBS
$9.72B
$6.04M ﹤0.01%
310,699
-35,227
-10% -$708K
MLI icon
1718
Mueller Industries
MLI
$14.8B
$6.02M ﹤0.01%
582,700
+11,700
+2% +$115K
IBOC icon
1719
International Bancshares
IBOC
$4.75B
$6.01M ﹤0.01%
129,496
-20,699
-14% -$909K
IOVA icon
1720
Iovance Biotherapeutics
IOVA
$2.09B
$5.99M ﹤0.01%
189,034
+62,618
+50% +$2.6M
PRKS icon
1721
United Parks & Resorts
PRKS
$2.15B
$5.98M ﹤0.01%
120,447
+39,023
+48% +$1.55M
GLO
1722
Clough Global Opportunities Fund
GLO
$249M
$5.97M ﹤0.01%
487,360
+364,626
+297% +$4.47M
MTSI icon
1723
MACOM Technology Solutions
MTSI
$19B
$5.96M ﹤0.01%
102,706
-13,129
-11% -$814K
PRIM icon
1724
Primoris Services
PRIM
$4.65B
$5.96M ﹤0.01%
179,860
+27,255
+18% +$897K
TI.A
1725
DELISTED
Telecom Italia 10 Svg
TI.A
$5.96M ﹤0.01%
1,037,530
-34,090
-3% -$196K
67 68
69
70 71

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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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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.