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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
HZO icon
1951
MarineMax
HZO
$772M
$4.21M ﹤0.01%
85,327
+7,420
+10% +$350K
KAI icon
1952
Kadant
KAI
$3.63B
$4.2M ﹤0.01%
22,708
-96
-0.4% -$15.4K
WSR
1953
DELISTED
Whitestone REIT
WSR
$4.2M ﹤0.01%
432,503
+52,392
+14% +$469K
MPLX icon
1954
MPLX
MPLX
$58.5B
$4.19M ﹤0.01%
163,358
-10,989
-6% -$270K
AVYA
1955
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$4.18M ﹤0.01%
149,117
+20,390
+16% +$545K
JBSS icon
1956
John B. Sanfilippo & Son
JBSS
$954M
$4.16M ﹤0.01%
45,977
+10,795
+31% +$935K
EVBG
1957
DELISTED
Everbridge, Inc. Common Stock
EVBG
$4.16M ﹤0.01%
34,289
+3,881
+13% +$546K
SUPN icon
1958
Supernus Pharmaceuticals
SUPN
$2.65B
$4.13M ﹤0.01%
157,592
-15,644
-9% -$438K
CSII
1959
DELISTED
Cardiovascular Systems, Inc.
CSII
$4.12M ﹤0.01%
107,454
+9,016
+9% +$384K
CUBI icon
1960
Customers Bancorp
CUBI
$2.65B
$4.12M ﹤0.01%
129,365
+29,504
+30% +$776K
PPTY
1961
US Diversified Real Estate ETF
PPTY
$26.1M
$4.11M ﹤0.01%
129,470
+8,061
+7% +$244K
MATW icon
1962
Matthews International
MATW
$866M
$4.09M ﹤0.01%
103,385
+40,823
+65% +$1.44M
BDC icon
1963
Belden
BDC
$4.56B
$4.09M ﹤0.01%
92,108
-5,049
-5% -$230K
P
1964
Everpure Inc
P
$25B
$4.08M ﹤0.01%
189,639
-53,997
-22% -$1.28M
HOME
1965
DELISTED
At Home Group Inc.
HOME
$4.08M ﹤0.01%
142,149
+16,645
+13% +$418K
MFA
1966
MFA Financial
MFA
$935M
$4.05M ﹤0.01%
249,018
-25,263
-9% -$402K
TREE icon
1967
LendingTree
TREE
$443M
$4.05M ﹤0.01%
19,028
-876
-4% -$249K
WSFS icon
1968
WSFS Financial
WSFS
$4.1B
$4.05M ﹤0.01%
81,355
+17,816
+28% +$858K
TGH
1969
DELISTED
Textainer Group Holdings limited
TGH
$4.04M ﹤0.01%
141,123
+1,714
+1% +$39.8K
OSIS icon
1970
OSI Systems
OSIS
$3.62B
$4.03M ﹤0.01%
41,976
+4,339
+12% +$412K
OEC icon
1971
Orion
OEC
$381M
$4.03M ﹤0.01%
204,099
+58,230
+40% +$1.05M
BRSP
1972
BrightSpire Capital
BRSP
$633M
$4.01M ﹤0.01%
471,164
-16,936
-3% -$144K
SAFT icon
1973
Safety Insurance
SAFT
$1.52B
$4.01M ﹤0.01%
47,551
-2,452
-5% -$197K
IDCC icon
1974
InterDigital
IDCC
$7.84B
$4M ﹤0.01%
63,036
-4,184
-6% -$273K
USCR
1975
DELISTED
U S Concrete, Inc.
USCR
$4M ﹤0.01%
54,540
-19,373
-26% -$1.04M
77 78
79
80 81

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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.