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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
ALR
3076
DELISTED
AlerisLife Inc
ALR
$439K ﹤0.01%
71,801
+50,182
+232% +$362K
TDW icon
3077
Tidewater
TDW
$3.63B
$438K ﹤0.01%
34,953
-7,175
-17% -$87K
BRMK
3078
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$437K ﹤0.01%
41,748
+3,482
+9% +$36.5K
GOGO icon
3079
Gogo Inc
GOGO
$525M
$433K ﹤0.01%
44,807
+2,140
+5% +$25.4K
LORL
3080
DELISTED
Loral Space and Communications, Inc.
LORL
$431K ﹤0.01%
+11,448
New +$407K
TEN
3081
Tsakos Energy Navigation Ltd
TEN
$1.19B
$429K ﹤0.01%
45,260
-3,280
-7% -$30.3K
VBIV
3082
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$429K ﹤0.01%
4,599
+2,238
+95% +$227K
SPLV icon
3083
Invesco S&P 500 Low Volatility ETF
SPLV
$7.24B
$424K ﹤0.01%
7,294
+1,148
+19% +$64.6K
ASAI
3084
DELISTED
Sendas Distribuidora S.A. American Depositary Share (each representing five common shares)
ASAI
$424K ﹤0.01%
+32,638
New +$415K
ADVM
3085
DELISTED
Adverum Biotechnologies
ADVM
$423K ﹤0.01%
4,288
+1,655
+63% +$199K
VLRS
3086
Controladora Vuela Compania de Aviacion
VLRS
$869M
$423K ﹤0.01%
29,671
+4,818
+19% +$65.2K
MRLN
3087
DELISTED
Marlin Business Services Corp
MRLN
$422K ﹤0.01%
30,948
+1,145
+4% +$15.9K
MPX
3088
DELISTED
Marine Products Corp
MPX
$420K ﹤0.01%
25,826
+18
+0.1% +$305
LUNG icon
3089
Pulmonx
LUNG
$52.8M
$418K ﹤0.01%
9,144
-5,478
-37% -$314K
MCB icon
3090
Metropolitan Bank Holding Corp
MCB
$1.15B
$418K ﹤0.01%
8,299
-3,283
-28% -$152K
LE icon
3091
Lands' End
LE
$378M
$417K ﹤0.01%
16,803
-8,799
-34% -$258K
STOK icon
3092
Stoke Therapeutics
STOK
$1.84B
$416K ﹤0.01%
10,708
+2,857
+36% +$163K
BRT
3093
BRT Apartments
BRT
$284M
$413K ﹤0.01%
24,500
+2,695
+12% +$43.9K
PAM icon
3094
Pampa Energía
PAM
$4.57B
$412K ﹤0.01%
27,753
-1,588
-5% -$21.7K
TBPH icon
3095
Theravance Biopharma
TBPH
$873M
$412K ﹤0.01%
20,203
-1,554
-7% -$29.5K
AOUT icon
3096
American Outdoor Brands
AOUT
$158M
$411K ﹤0.01%
16,324
-6,532
-29% -$140K
SBOW
3097
DELISTED
SilverBow Resources, Inc.
SBOW
$411K ﹤0.01%
52,781
-1,064
-2% -$7.57K
GLOG
3098
DELISTED
GASLOG LTD
GLOG
$409K ﹤0.01%
70,910
-9,323
-12% -$48.5K
BTAI icon
3099
BioXcel Therapeutics
BTAI
$24.8M
$408K ﹤0.01%
591
+242
+69% +$195K
IGMS
3100
DELISTED
IGM Biosciences
IGMS
$408K ﹤0.01%
+5,325
New +$485K
122 123
124
125 126

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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.