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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
RILY icon
3001
BRC Group Holdings
RILY
$264M
$537K ﹤0.01%
9,518
+3,475
+58% +$187K
NEX
3002
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$537K ﹤0.01%
144,319
-3,242
-2% -$13.1K
XBIT icon
3003
XBiotech
XBIT
$68.6M
$535K ﹤0.01%
+31,148
New +$582K
TLIS
3004
DELISTED
Talis Biomedical Corporation Common Stock
TLIS
$535K ﹤0.01%
+2,775
New +$692K
CLVS
3005
DELISTED
Clovis Oncology, Inc.
CLVS
$535K ﹤0.01%
76,178
+33,203
+77% +$223K
LSAK icon
3006
Lesaka Technologies
LSAK
$384M
$533K ﹤0.01%
95,232
+20,900
+28% +$109K
IMOS
3007
ChipMOS TECHNOLOGIES
IMOS
$1.59B
$531K ﹤0.01%
16,799
+7,943
+90% +$213K
OMER icon
3008
Omeros
OMER
$845M
$531K ﹤0.01%
29,837
+1,274
+4% +$24.8K
SENEA icon
3009
Seneca Foods Class A
SENEA
$1.15B
$528K ﹤0.01%
11,223
-876
-7% -$41.9K
FCEL icon
3010
FuelCell Energy
FCEL
$1.45B
$527K ﹤0.01%
1,219
+418
+52% +$224K
CIGI icon
3011
Colliers International
CIGI
$5.17B
$526K ﹤0.01%
5,358
-748
-12% -$73.3K
QUAL icon
3012
iShares MSCI USA Quality Factor ETF
QUAL
$45.7B
$524K ﹤0.01%
4,299
+1,881
+78% +$222K
VV icon
3013
Vanguard Morningstar Large-Cap ETF
VV
$51.2B
$521K ﹤0.01%
2,810
-2,900
-51% -$526K
VTLE
3014
DELISTED
Vital Energy
VTLE
$520K ﹤0.01%
17,288
+950
+6% +$29.2K
DBVT
3015
DBV Technologies
DBVT
$813M
$518K ﹤0.01%
+9,722
New +$515K
BGSX.U
3016
DELISTED
Build Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
BGSX.U
$518K ﹤0.01%
+52,440
New +$519K
IHC
3017
DELISTED
Independence Holding Company
IHC
$515K ﹤0.01%
12,914
-224
-2% -$9.13K
YMAB
3018
DELISTED
Y-mAbs Therapeutics
YMAB
$510K ﹤0.01%
16,870
-2,726
-14% -$112K
HTB
3019
HomeTrust Bancshares
HTB
$866M
$507K ﹤0.01%
20,826
+2,026
+11% +$45.9K
WHG icon
3020
Westwood Holdings Group
WHG
$185M
$504K ﹤0.01%
34,882
-5,925
-15% -$90.7K
NAGE
3021
Niagen Bioscience
NAGE
$256M
$504K ﹤0.01%
53,967
+5,054
+10% +$40.1K
AKTS
3022
DELISTED
Akoustis Technologies Inc
AKTS
$503K ﹤0.01%
37,730
+3,974
+12% +$57.7K
SUBC
3023
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$502K ﹤0.01%
49,945
-7,257
-13% -$72.9K
MTW icon
3024
Manitowoc
MTW
$491M
$501K ﹤0.01%
24,290
+415
+2% +$6.86K
CIO
3025
DELISTED
City Office REIT
CIO
$500K ﹤0.01%
47,073
+1,296
+3% +$13.2K
119 120
121
122 123

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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.