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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
EGLE
3051
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$466K ﹤0.01%
12,915
+84
+0.7% +$2.38K
FMBH icon
3052
First Mid Bancshares
FMBH
$1.4B
$465K ﹤0.01%
10,583
+986
+10% +$37.2K
SPRO icon
3053
Spero Therapeutics
SPRO
$68.9M
$463K ﹤0.01%
31,437
+5,982
+24% +$105K
BNED icon
3054
Barnes & Noble Education
BNED
$435M
$462K ﹤0.01%
568
-28
-5% -$19.3K
CTMX icon
3055
CytomX Therapeutics
CTMX
$690M
$462K ﹤0.01%
59,820
-38,841
-39% -$307K
KBAL
3056
DELISTED
Kimball International
KBAL
$462K ﹤0.01%
32,989
+4,155
+14% +$53.9K
GNK icon
3057
Genco Shipping & Trading
GNK
$1.1B
$461K ﹤0.01%
45,745
+3,642
+9% +$35.1K
ALX
3058
Alexander's
ALX
$1.36B
$460K ﹤0.01%
1,658
-156
-9% -$43.3K
TCRT icon
3059
Alaunos Therapeutics
TCRT
$4.64M
$460K ﹤0.01%
851
+357
+72% +$222K
EVER icon
3060
EverQuote
EVER
$949M
$458K ﹤0.01%
12,621
+2,191
+21% +$93.3K
KDMN
3061
DELISTED
Kadmon Holdings, Inc.
KDMN
$458K ﹤0.01%
117,614
+33,506
+40% +$153K
PSNL icon
3062
Personalis
PSNL
$1.25B
$455K ﹤0.01%
18,470
+4,250
+30% +$146K
GWPH
3063
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$455K ﹤0.01%
2,098
-1,310
-38% -$246K
AVD icon
3064
American Vanguard Corp
AVD
$68.7M
$453K ﹤0.01%
22,173
+1,931
+10% +$36.8K
CWK icon
3065
Cushman & Wakefield Ltd
CWK
$3.16B
$452K ﹤0.01%
27,703
+5,709
+26% +$89.2K
HONE
3066
DELISTED
HarborOne Bancorp
HONE
$452K ﹤0.01%
33,519
+2,412
+8% +$29.3K
DAI
3067
DELISTED
DAIMLER AG
DAI
$452K ﹤0.01%
5,056
-466
-8% -$41.7K
RNLX
3068
DELISTED
Renalytix plc American Depositary Shares
RNLX
$450K ﹤0.01%
+17,552
New +$440K
DMTK
3069
DELISTED
DermTech, Inc. Common Stock
DMTK
$448K ﹤0.01%
+8,818
New +$461K
AAOI icon
3070
Applied Optoelectronics
AAOI
$6.14B
$447K ﹤0.01%
53,475
+32,972
+161% +$331K
AXIA.PR
3071
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$446K ﹤0.01%
73,981
+20,445
+38% +$121K
TDAY
3072
USA Today Co
TDAY
$1.29B
$445K ﹤0.01%
82,767
+6,349
+8% +$31.1K
SCU
3073
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$445K ﹤0.01%
20,351
-910
-4% -$18K
PASG icon
3074
Passage Bio
PASG
$14.5M
$443K ﹤0.01%
1,267
+341
+37% +$146K
KVHI icon
3075
KVH Industries
KVHI
$171M
$440K ﹤0.01%
34,666
+1,439
+4% +$19.1K
121 122
123
124 125

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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.