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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
GERN icon
3376
Geron
GERN
$898M
$151K ﹤0.01%
95,349
+62,870
+194% +$112K
NXTC icon
3377
NextCure
NXTC
$20.4M
$151K ﹤0.01%
1,261
-1,893
-60% -$274K
NYMX
3378
DELISTED
Nymox Pharmaceutical Corp
NYMX
$149K ﹤0.01%
66,985
+12,491
+23% +$32.9K
ATHX
3379
DELISTED
Athersys, Inc. Common Stock
ATHX
$147K ﹤0.01%
3,264
+1,884
+137% +$97.8K
MTEM
3380
DELISTED
Molecular Templates, Inc.
MTEM
$146K ﹤0.01%
771
+17
+2% +$2.98K
LOMA
3381
Loma Negra
LOMA
$1.34B
$145K ﹤0.01%
22,907
-3,410
-13% -$19.4K
VRAY
3382
DELISTED
ViewRay, Inc.
VRAY
$145K ﹤0.01%
33,291
+798
+2% +$3.88K
PRTH icon
3383
Priority Technology Holdings
PRTH
$554M
$144K ﹤0.01%
+20,692
New +$162K
EOLS icon
3384
Evolus
EOLS
$397M
$142K ﹤0.01%
+10,902
New +$100K
NBEV
3385
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$141K ﹤0.01%
49,150
+17,964
+58% +$54.9K
CTSO icon
3386
Cytosorbents Corp
CTSO
$22.2M
$137K ﹤0.01%
15,816
+100
+0.6% +$953
UBFO
3387
DELISTED
United Security Bancshares
UBFO
$137K ﹤0.01%
16,781
-1,098
-6% -$8.3K
VYNE icon
3388
VYNE Therapeutics
VYNE
$136K ﹤0.01%
22
-1
-4% -$7.25K
CRD.A icon
3389
Crawford & Co Class A
CRD.A
$542M
$133K ﹤0.01%
+12,447
New +$113K
KIN
3390
DELISTED
Kindred Biosciences, Inc.
KIN
$132K ﹤0.01%
26,655
+752
+3% +$3.63K
CRMD icon
3391
CorMedix
CRMD
$564M
$128K ﹤0.01%
+12,830
New +$135K
CBIO
3392
Crescent Biopharma
CBIO
$546M
$127K ﹤0.01%
420
-110
-21% -$39.4K
LQDA icon
3393
Liquidia Corp
LQDA
$7.72B
$127K ﹤0.01%
47,230
+8,033
+20% +$23.7K
BBW icon
3394
Build-A-Bear
BBW
$445M
$126K ﹤0.01%
18,304
– –
ESXB
3395
DELISTED
Community Bankers Trust Corporation
ESXB
$124K ﹤0.01%
14,010
+445
+3% +$3.45K
CGEN icon
3396
Compugen
CGEN
$212M
$123K ﹤0.01%
+14,301
New +$159K
STEX
3397
Streamex Corp
STEX
$71.8M
$121K ﹤0.01%
2,796
-669
-19% -$31.2K
JNCE
3398
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$121K ﹤0.01%
11,787
-473
-4% -$5.18K
OSG
3399
DELISTED
Overseas Shipholding Group Inc.
OSG
$118K ﹤0.01%
57,476
+7,310
+15% +$16.1K
PAE
3400
DELISTED
PAE Incorporated Class A Common Stock
PAE
$118K ﹤0.01%
13,109
-124,980
-91% -$1.11M
134 135
136
137 138

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MCM
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PSUF
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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.