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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
CBUS icon
3401
Cibus
CBUS
$148M
$117K ﹤0.01%
388
+40
+11% +$16.5K
AXDX
3402
DELISTED
Accelerate Diagnostics
AXDX
$116K ﹤0.01%
1,398
+28
+2% +$2.84K
NNBR icon
3403
NN Inc
NNBR
$237M
$114K ﹤0.01%
16,110
-445
-3% -$3.03K
CRK icon
3404
Comstock Resources
CRK
$3.7B
$113K ﹤0.01%
20,406
+3,094
+18% +$16.6K
PRTY
3405
DELISTED
Party City Holdco Inc.
PRTY
$109K ﹤0.01%
18,762
-65,208
-78% -$474K
KRRO icon
3406
Korro Bio
KRRO
$145M
$104K ﹤0.01%
+220
New +$427K
WNEB icon
3407
Western New England Bancorp
WNEB
$260M
$104K ﹤0.01%
+12,317
New +$94K
XPRO icon
3408
Expro Ltd
XPRO
$1.66B
$104K ﹤0.01%
4,886
-7,147
-59% -$155K
DSKE
3409
DELISTED
Daseke, Inc. Common Stock
DSKE
$103K ﹤0.01%
12,159
-308
-2% -$1.89K
LVO icon
3410
LiveOne
LVO
$59.8M
$101K ﹤0.01%
2,319
+1,237
+114% +$52.7K
NPKI
3411
NPK International
NPKI
$1.02B
$101K ﹤0.01%
32,260
-13,273
-29% -$40.9K
STSA
3412
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
$101K ﹤0.01%
17,037
+3,816
+29% +$23.1K
SYBX
3413
DELISTED
Synlogic
SYBX
$100K ﹤0.01%
1,863
-21
-1% -$1.2K
GTT
3414
DELISTED
GTT Communications, Inc.
GTT
$97K ﹤0.01%
53,186
+14,350
+37% +$43.7K
ORGS
3415
DELISTED
Orgenesis Inc. Common Stock
ORGS
$94K ﹤0.01%
+1,644
New +$107K
PMBC
3416
DELISTED
Pacific Mercantile Bancorp
PMBC
$93K ﹤0.01%
10,459
+106
+1% +$735
ALTO icon
3417
Alto Ingredients
ALTO
$338M
$91K ﹤0.01%
+16,773
New +$111K
PMD
3418
DELISTED
Psychemedics Corporation
PMD
$91K ﹤0.01%
+14,745
New +$97.7K
IMDX
3419
Insight Molecular Diagnostics
IMDX
$141M
$89K ﹤0.01%
+856
New +$81.3K
QMCO icon
3420
Quantum Corp
QMCO
$411M
$89K ﹤0.01%
534
+18
+3% +$2.87K
ISEE
3421
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$89K ﹤0.01%
+14,406
New +$87.4K
RESN
3422
DELISTED
Resonant Inc.
RESN
$88K ﹤0.01%
20,808
+1,001
+5% +$5.38K
LAB icon
3423
Standard BioTools
LAB
$342M
$86K ﹤0.01%
19,039
-1,220
-6% -$6.7K
AFI
3424
DELISTED
Armstrong Flooring, Inc.
AFI
$82K ﹤0.01%
16,819
-185
-1% -$873
SMSI icon
3425
Smith Micro Software
SMSI
$13.6M
$80K ﹤0.01%
361
+54
+18% +$14.3K
135 136
137
138 139

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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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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.