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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
RAFE icon
3026
PIMCO RAFI ESG US ETF
RAFE
$162M
$498K ﹤0.01%
17,068
+754
+5% +$20.7K
VNE
3027
DELISTED
Veoneer, Inc.
VNE
$498K ﹤0.01%
20,330
-18,981
-48% -$496K
ATXS
3028
DELISTED
Astria Therapeutics
ATXS
$495K ﹤0.01%
28,557
+23,653
+482% +$427K
FVD icon
3029
First Trust Value Line Dividend Fund
FVD
$8.44B
$495K ﹤0.01%
13,037
+118
+0.9% +$4.27K
GRTS
3030
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$490K ﹤0.01%
51,957
-251
-0.5% -$3.46K
AVAL icon
3031
Grupo Aval
AVAL
$5.82B
$488K ﹤0.01%
78,449
-2,941
-4% -$19.2K
KE
3032
Kimball Electronics
KE
$564M
$486K ﹤0.01%
18,841
+2,897
+18% +$65.9K
DCT
3033
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
$486K ﹤0.01%
10,758
+4,396
+69% +$212K
WKHS icon
3034
Workhorse Group
WKHS
$33.4M
$484K ﹤0.01%
12
+4
+50% +$287K
VMD icon
3035
Viemed Healthcare
VMD
$447M
$483K ﹤0.01%
47,742
+1,341
+3% +$12.6K
MX icon
3036
Magnachip Semiconductor
MX
$110M
$479K ﹤0.01%
19,247
+4,428
+30% +$86.9K
AVXL icon
3037
Anavex Life Sciences
AVXL
$231M
$478K ﹤0.01%
+31,989
New +$349K
EVC icon
3038
Entravision Communication
EVC
$1.02B
$478K ﹤0.01%
118,380
+73,084
+161% +$252K
DLTH icon
3039
Duluth Holdings
DLTH
$152M
$476K ﹤0.01%
28,077
-2,832
-9% -$39.4K
BTU icon
3040
Peabody Energy
BTU
$2.54B
$475K ﹤0.01%
155,069
-31,787
-17% -$120K
NMFC icon
3041
New Mountain Finance
NMFC
$654M
$475K ﹤0.01%
38,293
+2,332
+6% +$28.4K
SLCT
3042
DELISTED
Select Bancorp, Inc.
SLCT
$474K ﹤0.01%
42,828
+12,759
+42% +$136K
MBI icon
3043
MBIA
MBI
$275M
$473K ﹤0.01%
49,188
-40,793
-45% -$316K
STRL icon
3044
Sterling Infrastructure
STRL
$15.2B
$472K ﹤0.01%
20,340
-1,448
-7% -$31.5K
VOOV icon
3045
Vanguard S&P 500 Value ETF
VOOV
$6.61B
$470K ﹤0.01%
+3,442
New +$448K
HPS
3046
John Hancock Preferred Income Fund III
HPS
$454M
$469K ﹤0.01%
+25,781
New +$440K
ARCT icon
3047
Arcturus Therapeutics
ARCT
$165M
$468K ﹤0.01%
11,337
+4,128
+57% +$246K
BGH
3048
Barings Global Short Duration High Yield Fund
BGH
$281M
$468K ﹤0.01%
29,126
+3,308
+13% +$51.3K
MPAA icon
3049
Motorcar Parts of America
MPAA
$266M
$468K ﹤0.01%
20,821
+6,619
+47% +$146K
PCB icon
3050
PCB Bancorp
PCB
$394M
$468K ﹤0.01%
31,173
-6,893
-18% -$93K
120 121
122
123 124

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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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ACI
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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.