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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
ANGI icon
3476
Angi Inc
ANGI
$251M
– –
-1,673
Closed -$221K
AQST icon
3477
Aquestive Therapeutics
AQST
$454M
– –
-11,054
Closed -$59K
BCML icon
3478
BayCom
BCML
$336M
– –
-10,687
Closed -$162K
BSV icon
3479
Vanguard Short-Term Bond ETF
BSV
$44.7B
– –
-2,525
Closed -$209K
CBNK icon
3480
Capital Bancorp
CBNK
$621M
– –
-16,053
Closed -$224K
CHI
3481
Calamos Convertible Opportunities and Income Fund
CHI
$976M
– –
-39,407
Closed -$534K
CHY
3482
Calamos Convertible and High Income Fund
CHY
$978M
– –
-48,343
Closed -$690K
CLVT icon
3483
Clarivate
CLVT
$1.39B
– –
-57,080
Closed -$1.7M
CRESY
3484
Cresud
CRESY
$811M
– –
-18,321
Closed -$84K
CVLG icon
3485
Covenant Logistics
CVLG
$1.05B
– –
-164,404
Closed -$1.22M
DIAX
3486
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
– –
-13,221
Closed -$201K
DMRC icon
3487
Digimarc Corp
DMRC
$147M
– –
-4,479
Closed -$212K
EFT
3488
Eaton Vance Floating-Rate Income Trust
EFT
$283M
– –
-18,384
Closed -$242K
EVT icon
3489
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.07B
– –
-9,807
Closed -$232K
FSBW icon
3490
FS Bancorp
FSBW
$323M
– –
-10,964
Closed -$300K
GAIA icon
3491
Gaia
GAIA
$46.6M
– –
-10,022
Closed -$99K
GASS icon
3492
StealthGas
GASS
$327M
– –
-10,200
Closed -$24K
GOGL
3493
DELISTED
Golden Ocean Group
GOGL
– –
-23,452
Closed -$109K
GSIT icon
3494
GSI Technology
GSIT
$206M
– –
-11,691
Closed -$87K
HBT icon
3495
HBT Financial
HBT
$1.33B
– –
-14,603
Closed -$221K
ICLN icon
3496
iShares Global Clean Energy ETF
ICLN
$2.24B
– –
-321,425
Closed -$9.08M
IMCG icon
3497
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.91B
– –
-3,174
Closed -$202K
LINC icon
3498
Lincoln Educational Services
LINC
$1.38B
– –
-173,359
Closed -$1.13M
LNSR icon
3499
LENSAR
LNSR
$64.4M
– –
-11,035
Closed -$80K
MHH icon
3500
Mastech Digital
MHH
$95.4M
– –
-12,172
Closed -$194K
138 139
140
141 142

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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.