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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
GBIO
3201
DELISTED
Generation Bio
GBIO
$295K ﹤0.01%
+1,037
New +$332K
NATR icon
3202
Nature's Sunshine
NATR
$362M
$294K ﹤0.01%
14,748
-3,219
-18% -$55.7K
CSTR
3203
DELISTED
CapStar Financial Holdings, Inc
CSTR
$293K ﹤0.01%
16,980
-8,908
-34% -$143K
LI icon
3204
Li Auto
LI
$14.4B
$292K ﹤0.01%
+11,662
New +$337K
GOLD
3205
Gold.com Inc
GOLD
$1.16B
$291K ﹤0.01%
16,194
-71,048
-81% -$1.11M
FNDX icon
3206
Schwab Fundamental US Large Company Index ETF
FNDX
$26.5B
$289K ﹤0.01%
16,782
+3,018
+22% +$49.2K
SPYM
3207
State Street SPDR Portfolio S&P 500 ETF
SPYM
$157B
$289K ﹤0.01%
6,207
+304
+5% +$13.8K
VBK icon
3208
Vanguard Small-Cap Growth ETF
VBK
$22.7B
$288K ﹤0.01%
+1,050
New +$296K
FNLC icon
3209
First Bancorp
FNLC
$401M
$287K ﹤0.01%
9,847
-1,784
-15% -$47.9K
CERT icon
3210
Certara
CERT
$1.26B
$286K ﹤0.01%
10,482
-1,518
-13% -$50.5K
URGN icon
3211
UroGen Pharma
URGN
$1.97B
$286K ﹤0.01%
14,690
-14,129
-49% -$300K
ATNX
3212
DELISTED
Athenex, Inc. Common Stock
ATNX
$286K ﹤0.01%
3,322
+2,480
+295% +$475K
FRPH icon
3213
FRP Holdings
FRPH
$439M
$285K ﹤0.01%
+11,580
New +$273K
BNR
3214
Burning Rock Biotech
BNR
$93M
$283K ﹤0.01%
1,051
– –
CNTY icon
3215
Century Casinos
CNTY
$32.9M
$283K ﹤0.01%
27,520
+254
+0.9% +$2.12K
NETI
3216
DELISTED
Eneti Inc.
NETI
$283K ﹤0.01%
13,467
+72
+0.5% +$1.45K
BDSI
3217
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$283K ﹤0.01%
72,427
+1,909
+3% +$7.88K
VYM icon
3218
Vanguard High Dividend Yield ETF
VYM
$80.8B
$281K ﹤0.01%
2,784
+60
+2% +$5.79K
VCR icon
3219
Vanguard Consumer Discretionary ETF
VCR
$5.97B
$280K ﹤0.01%
947
+199
+27% +$57.8K
BKCC
3220
DELISTED
BlackRock Capital Investment Corporation
BKCC
$280K ﹤0.01%
83,635
+11,175
+15% +$35.5K
CO
3221
DELISTED
Global Cord Blood Corporation
CO
$280K ﹤0.01%
61,917
-26,443
-30% -$115K
INBK icon
3222
First Internet Bancorp
INBK
$233M
$279K ﹤0.01%
7,930
-1,541
-16% -$51.5K
CZNC icon
3223
Citizens & Northern Corp
CZNC
$449M
$277K ﹤0.01%
+11,668
New +$253K
BDTX icon
3224
Black Diamond Therapeutics
BDTX
$95.1M
$274K ﹤0.01%
+11,291
New +$305K
UBX
3225
DELISTED
Unity Biotechnology
UBX
$272K ﹤0.01%
4,527
-42
-0.9% -$2.86K
127 128
129
130 131

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MCM
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PSUF
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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.