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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
BCEL
3126
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$375K ﹤0.01%
24,474
+3,377
+16% +$54.9K
ALXO icon
3127
ALX Oncology
ALXO
$262M
$373K ﹤0.01%
5,059
-11,804
-70% -$929K
EVI icon
3128
EVI Industries
EVI
$195M
$373K ﹤0.01%
12,972
+198
+2% +$6.93K
TSEM icon
3129
Tower Semiconductor
TSEM
$21.2B
$373K ﹤0.01%
13,307
+4,490
+51% +$132K
CNST
3130
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$373K ﹤0.01%
+15,935
New +$483K
AKO.B icon
3131
Embotelladora Andina Series B
AKO.B
$4.62B
$372K ﹤0.01%
23,706
-11,280
-32% -$181K
STRO icon
3132
Sutro Biopharma
STRO
$386M
$372K ﹤0.01%
+1,634
New +$388K
FNDA icon
3133
Schwab Fundamental US Small Company Index ETF
FNDA
$9.1B
$369K ﹤0.01%
14,582
-938
-6% -$22.7K
WOW
3134
DELISTED
WideOpenWest
WOW
$369K ﹤0.01%
27,118
+272
+1% +$3.57K
CCF
3135
DELISTED
Chase Corporation
CCF
$369K ﹤0.01%
3,170
+490
+18% +$54.7K
FRTA
3136
DELISTED
Forterra, Inc
FRTA
$369K ﹤0.01%
15,858
-42,069
-73% -$906K
MCFE
3137
DELISTED
McAfee Corp. Class A Common Stock
MCFE
$369K ﹤0.01%
+16,247
New +$338K
HDSN
3138
Hudson Technologies
HDSN
$246M
$368K ﹤0.01%
228,377
-27,091
-11% -$39.3K
BRBR icon
3139
BellRing Brands
BRBR
$1.55B
$367K ﹤0.01%
15,551
+2,313
+17% +$56.3K
AMTI
3140
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
$367K ﹤0.01%
+8,345
New +$406K
RMBI icon
3141
Richmond Mutual Bancorp
RMBI
$249M
$366K ﹤0.01%
26,973
+1,333
+5% +$18K
INSW icon
3142
International Seaways
INSW
$4.68B
$364K ﹤0.01%
18,795
+4,439
+31% +$82.3K
FRHC icon
3143
Freedom Holding
FRHC
$9.44B
$363K ﹤0.01%
6,800
+2,100
+45% +$110K
HGEN
3144
DELISTED
HUMANIGEN, INC.
HGEN
$360K ﹤0.01%
+18,827
New +$344K
PGEN icon
3145
Precigen
PGEN
$1.94B
$358K ﹤0.01%
51,975
+31,668
+156% +$268K
OZON
3146
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
$355K ﹤0.01%
+6,328
New +$349K
SBT
3147
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$354K ﹤0.01%
62,477
-21,270
-25% -$111K
SCHM icon
3148
Schwab US Mid-Cap ETF
SCHM
$14.2B
$351K ﹤0.01%
14,142
-1,881
-12% -$45.6K
PDLI
3149
DELISTED
PDL BioPharma, Inc.
PDLI
$351K ﹤0.01%
142,162
+837
+0.6% +$2.07K
IESC icon
3150
IES Holdings
IESC
$9.89B
$350K ﹤0.01%
6,942
+556
+9% +$26.7K
124 125
126
127 128

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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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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.