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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
MBWM icon
2401
Mercantile Bank Corp
MBWM
$1.04B
$1.95M ﹤0.01%
60,005
+5,444
+10% +$164K
LDL
2402
DELISTED
Lydall, Inc.
LDL
$1.95M ﹤0.01%
57,638
+1,372
+2% +$46.9K
NGVC icon
2403
Vitamin Cottage Natural Grocers
NGVC
$738M
$1.94M ﹤0.01%
110,778
-12,995
-10% -$205K
ATRI
2404
DELISTED
Atrion Corp
ATRI
$1.94M ﹤0.01%
3,026
+451
+18% +$299K
ATEC icon
2405
Alphatec Holdings
ATEC
$1.48B
$1.94M ﹤0.01%
122,700
-13,579
-10% -$214K
XLF icon
2406
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$1.94M ﹤0.01%
56,895
+7,382
+15% +$237K
AIV
2407
Aimco
AIV
$386M
$1.94M ﹤0.01%
315,323
-35,676
-10% -$181K
SRRK icon
2408
Scholar Rock
SRRK
$5.71B
$1.93M ﹤0.01%
38,171
+1,934
+5% +$107K
CHWY icon
2409
Chewy
CHWY
$9.27B
$1.93M ﹤0.01%
22,815
+6,528
+40% +$635K
RGNX icon
2410
Regenxbio
RGNX
$625M
$1.93M ﹤0.01%
56,455
+11,749
+26% +$501K
FLGT icon
2411
Fulgent Genetics
FLGT
$478M
$1.92M ﹤0.01%
19,830
-2,985
-13% -$308K
MFM
2412
Aberdeen Municipal Income Fund
MFM
$221M
$1.92M ﹤0.01%
280,997
+144,178
+105% +$966K
BNFT
2413
DELISTED
Benefitfocus, Inc.
BNFT
$1.91M ﹤0.01%
138,569
-14,834
-10% -$213K
ELP
2414
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.91M ﹤0.01%
378,721
+69,676
+23% +$338K
FPE icon
2415
First Trust Preferred Securities and Income ETF
FPE
$6.33B
$1.91M ﹤0.01%
94,697
+3,787
+4% +$76.5K
OSUR icon
2416
OraSure Technologies
OSUR
$274M
$1.91M ﹤0.01%
163,462
+11,305
+7% +$138K
ESGD icon
2417
iShares ESG Aware MSCI EAFE ETF
ESGD
$12B
$1.91M ﹤0.01%
+25,125
New +$1.89M
YPF icon
2418
YPF
YPF
$20.7B
$1.91M ﹤0.01%
464,018
+41,590
+10% +$176K
KYNB
2419
Kyntra Bio
KYNB
$27.6M
$1.9M ﹤0.01%
2,190
-165
-7% -$176K
LIND icon
2420
Lindblad Expeditions
LIND
$1.95B
$1.9M ﹤0.01%
100,400
-841
-0.8% -$15.3K
FBK icon
2421
FB Financial Corp
FBK
$3B
$1.89M ﹤0.01%
42,524
+4,093
+11% +$168K
PLMR icon
2422
Palomar
PLMR
$3.57B
$1.89M ﹤0.01%
28,200
-1,018
-3% -$91.3K
IVC
2423
DELISTED
Invacare Corporation
IVC
$1.89M ﹤0.01%
235,442
+33,166
+16% +$309K
RDUS
2424
DELISTED
Radius Health, Inc.
RDUS
$1.89M ﹤0.01%
90,506
+10,051
+12% +$212K
IMGN
2425
DELISTED
Immunogen Inc
IMGN
$1.88M ﹤0.01%
231,884
+62,538
+37% +$511K
95 96
97
98 99

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MCM
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PSUF
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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.