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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
TRS icon
2276
TriMas Corp
TRS
$1.43B
$2.45M ﹤0.01%
80,867
-1,382
-2% -$45.5K
PFC
2277
DELISTED
Premier Financial Corp. Common Stock
PFC
$2.45M ﹤0.01%
73,672
+46,182
+168% +$1.36M
RMR icon
2278
The RMR Group
RMR
$325M
$2.44M ﹤0.01%
59,921
-7,408
-11% -$292K
ENIC icon
2279
Enel Chile
ENIC
$6.14B
$2.44M ﹤0.01%
623,041
-124,569
-17% -$491K
BCOV
2280
DELISTED
Brightcove, Inc.
BCOV
$2.43M ﹤0.01%
120,778
+88,040
+269% +$1.77M
VRE
2281
DELISTED
Veris Residential
VRE
$2.43M ﹤0.01%
156,853
+12,535
+9% +$177K
GLNG icon
2282
Golar LNG
GLNG
$5B
$2.42M ﹤0.01%
236,859
+12,776
+6% +$144K
RXT icon
2283
Rackspace Technology
RXT
$1.05B
$2.41M ﹤0.01%
101,421
+91,183
+891% +$1.96M
BZH icon
2284
Beazer Homes USA
BZH
$877M
$2.41M ﹤0.01%
115,241
+80,550
+232% +$1.48M
CHEF icon
2285
Chefs' Warehouse
CHEF
$4.71B
$2.41M ﹤0.01%
79,114
-51,608
-39% -$1.53M
WIA
2286
Western Asset Inflation-Linked Income Fund
WIA
$185M
$2.41M ﹤0.01%
188,167
+157,731
+518% +$2.03M
NSL
2287
DELISTED
NUVEEN SENIOR INCM FD
NSL
$2.41M ﹤0.01%
428,918
+238,342
+125% +$1.31M
MSBI icon
2288
Midland States Bancorp
MSBI
$698M
$2.4M ﹤0.01%
86,627
+11,904
+16% +$276K
PAA icon
2289
Plains All American Pipeline
PAA
$17.3B
$2.4M ﹤0.01%
264,028
-6,782
-3% -$62K
RUBY
2290
DELISTED
Rubius Therapeutics, Inc
RUBY
$2.4M ﹤0.01%
90,668
+42,709
+89% +$624K
WES icon
2291
Western Midstream Partners
WES
$19.2B
$2.4M ﹤0.01%
129,027
-5,924
-4% -$101K
OFIX icon
2292
Orthofix Medical
OFIX
$477M
$2.39M ﹤0.01%
55,119
+2,206
+4% +$97.3K
LPRO
2293
Open Lending Corp
LPRO
$2.38M ﹤0.01%
67,102
-4,818
-7% -$182K
TCMD icon
2294
Tactile Systems Technology
TCMD
$635M
$2.37M ﹤0.01%
43,498
+4,840
+13% +$259K
NG icon
2295
NovaGold Resources
NG
$2.56B
$2.37M ﹤0.01%
270,204
-25,235
-9% -$230K
MUB icon
2296
iShares National Muni Bond ETF
MUB
$45.1B
$2.36M ﹤0.01%
20,360
-53
-0.3% -$6.18K
NOVA
2297
DELISTED
Sunnova Energy
NOVA
$2.36M ﹤0.01%
57,848
-1,223
-2% -$54.3K
NX icon
2298
Quanex
NX
$819M
$2.36M ﹤0.01%
89,998
+46,401
+106% +$1.16M
HSTM icon
2299
HealthStream
HSTM
$819M
$2.36M ﹤0.01%
105,470
+47,240
+81% +$1.13M
RMM
2300
RiverNorth Managed Duration Municipal Income Fund
RMM
$283M
$2.34M ﹤0.01%
125,958
+87,523
+228% +$1.62M
90 91
92
93 94

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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.