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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
ANDE icon
2476
Andersons Inc
ANDE
$2.41B
$1.74M ﹤0.01%
63,493
-1,415
-2% -$37.5K
SLP icon
2477
Simulations Plus
SLP
$370M
$1.73M ﹤0.01%
27,420
+340
+1% +$24.9K
EVH icon
2478
Evolent Health
EVH
$344M
$1.73M ﹤0.01%
85,735
+6,940
+9% +$132K
FRO icon
2479
Frontline
FRO
$8.74B
$1.73M ﹤0.01%
241,456
+67,982
+39% +$468K
BFK
2480
DELISTED
BlackRock Municipal Income Trust
BFK
$1.73M ﹤0.01%
+114,981
New +$1.72M
PENG
2481
Penguin Solutions Inc
PENG
$2.66B
$1.72M ﹤0.01%
74,626
-526
-0.7% -$11.4K
OSBC icon
2482
Old Second Bancorp
OSBC
$1.27B
$1.71M ﹤0.01%
129,670
+3,206
+3% +$37.7K
KNL
2483
DELISTED
Knoll, Inc.
KNL
$1.71M ﹤0.01%
103,754
-50,361
-33% -$824K
GOLF icon
2484
Acushnet Holdings
GOLF
$5.85B
$1.71M ﹤0.01%
41,427
-3,341
-7% -$142K
WRLD icon
2485
World Acceptance Corp
WRLD
$821M
$1.7M ﹤0.01%
13,077
-992
-7% -$131K
GSHD icon
2486
Goosehead Insurance
GSHD
$2.25B
$1.7M ﹤0.01%
15,812
-9,739
-38% -$1.32M
VRA icon
2487
Vera Bradley
VRA
$97M
$1.69M ﹤0.01%
167,135
+82,826
+98% +$779K
SRCE icon
2488
1st Source
SRCE
$2.14B
$1.68M ﹤0.01%
35,390
-7,862
-18% -$350K
HCSG icon
2489
Healthcare Services Group
HCSG
$1.56B
$1.68M ﹤0.01%
59,953
-4,673
-7% -$141K
NVTA
2490
DELISTED
Invitae Corporation
NVTA
$1.67M ﹤0.01%
43,687
-21,825
-33% -$992K
ORBC
2491
DELISTED
ORBCOMM, Inc.
ORBC
$1.67M ﹤0.01%
218,226
+59,954
+38% +$472K
HCI icon
2492
HCI Group
HCI
$2.28B
$1.66M ﹤0.01%
21,658
+2,815
+15% +$177K
BBBY
2493
Bed Bath & Beyond
BBBY
$477M
$1.66M ﹤0.01%
27,586
+1,812
+7% +$123K
EGRX
2494
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.66M ﹤0.01%
39,798
+2,402
+6% +$112K
CHMI
2495
Cherry Hill Mortgage Investment Corp
CHMI
$84.1M
$1.66M ﹤0.01%
177,697
-11,408
-6% -$109K
PRDO icon
2496
Perdoceo Education
PRDO
$2.01B
$1.66M ﹤0.01%
138,763
-23,584
-15% -$298K
RMAX icon
2497
RE/MAX Holdings
RMAX
$195M
$1.66M ﹤0.01%
42,126
-6,355
-13% -$249K
MWA icon
2498
Mueller Water Products
MWA
$3.89B
$1.66M ﹤0.01%
119,395
+2,751
+2% +$35.7K
ACI icon
2499
Albertsons Companies
ACI
$5.56B
$1.66M ﹤0.01%
86,906
+64,717
+292% +$1.14M
WASH icon
2500
Washington Trust Bancorp
WASH
$739M
$1.66M ﹤0.01%
32,092
-875
-3% -$42.4K
98 99
100
101 102

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AF
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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.