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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
FIBK icon
2251
First Interstate BancSystem
FIBK
$3.7B
$2.53M ﹤0.01%
54,924
-4,852
-8% -$216K
AOSL icon
2252
Alpha and Omega Semiconductor
AOSL
$968M
$2.52M ﹤0.01%
77,196
-1,925
-2% -$63.2K
OIS icon
2253
Oil States International
OIS
$481M
$2.52M ﹤0.01%
418,535
-25,637
-6% -$175K
BGR icon
2254
BlackRock Energy and Resources Trust
BGR
$419M
$2.52M ﹤0.01%
+283,916
New +$2.36M
QTRX icon
2255
Quanterix
QTRX
$165M
$2.52M ﹤0.01%
43,081
+2,541
+6% +$172K
SPTM icon
2256
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$2.51M ﹤0.01%
51,023
-2,806
-5% -$134K
ANGO icon
2257
AngioDynamics
ANGO
$608M
$2.5M ﹤0.01%
106,975
+10,663
+11% +$216K
DNLI icon
2258
Denali Therapeutics
DNLI
$3.7B
$2.5M ﹤0.01%
43,819
-2,596
-6% -$174K
YORW icon
2259
York Water
YORW
$503M
$2.5M ﹤0.01%
51,039
+12,341
+32% +$563K
OBK icon
2260
Origin Bancorp
OBK
$1.69B
$2.5M ﹤0.01%
58,906
+47,585
+420% +$1.67M
HTLF
2261
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.5M ﹤0.01%
49,694
+19,059
+62% +$896K
BRKL
2262
DELISTED
Brookline Bancorp
BRKL
$2.49M ﹤0.01%
166,138
+8,847
+6% +$124K
CSR
2263
Centerspace
CSR
$926M
$2.49M ﹤0.01%
36,611
-291
-0.8% -$20.8K
EBIX
2264
DELISTED
Ebix Inc
EBIX
$2.49M ﹤0.01%
77,716
-9,007
-10% -$347K
CLB icon
2265
Core Laboratories
CLB
$497M
$2.48M ﹤0.01%
86,280
+6,335
+8% +$216K
LNTH icon
2266
Lantheus
LNTH
$6.52B
$2.48M ﹤0.01%
116,189
+17,895
+18% +$325K
GPRE icon
2267
Green Plains
GPRE
$1.18B
$2.48M ﹤0.01%
91,588
-6,456
-7% -$148K
HCAT icon
2268
Health Catalyst
HCAT
$155M
$2.48M ﹤0.01%
52,961
+701
+1% +$34K
CMCO icon
2269
Columbus McKinnon
CMCO
$551M
$2.47M ﹤0.01%
46,884
+10,106
+27% +$482K
ECPG icon
2270
Encore Capital Group
ECPG
$2.04B
$2.47M ﹤0.01%
61,361
-12,190
-17% -$433K
HLIT icon
2271
Harmonic Inc
HLIT
$1.26B
$2.46M ﹤0.01%
314,228
+71,825
+30% +$569K
ZUMZ icon
2272
Zumiez
ZUMZ
$329M
$2.46M ﹤0.01%
57,367
-14,421
-20% -$642K
HBNC icon
2273
Horizon Bancorp
HBNC
$1.05B
$2.46M ﹤0.01%
132,290
+8,322
+7% +$148K
GRWG icon
2274
GrowGeneration
GRWG
$87.1M
$2.46M ﹤0.01%
49,422
+511
+1% +$25.5K
XLC icon
2275
State Street Communication Services Select Sector SPDR ETF
XLC
$22.2B
$2.46M ﹤0.01%
33,479
+5,082
+18% +$362K
89 90
91
92 93

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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.