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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
VEU icon
3151
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$349K ﹤0.01%
5,744
+591
+11% +$35.9K
LAZ icon
3152
Lazard
LAZ
$3.96B
$347K ﹤0.01%
7,970
+462
+6% +$19.6K
MORF
3153
DELISTED
Morphic Holding, Inc. Common Stock
MORF
$347K ﹤0.01%
+5,477
New +$251K
MITK icon
3154
Mitek Systems
MITK
$756M
$346K ﹤0.01%
23,760
+6,390
+37% +$103K
SUMO
3155
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
$346K ﹤0.01%
+18,321
New +$535K
ARDX icon
3156
Ardelyx
ARDX
$1.24B
$344K ﹤0.01%
51,998
+11,716
+29% +$80.4K
MCF
3157
DELISTED
Contango Oil & Gas Co.
MCF
$343K ﹤0.01%
87,991
-1,737
-2% -$6.67K
AUPH icon
3158
Aurinia Pharmaceuticals
AUPH
$1.95B
$342K ﹤0.01%
+26,334
New +$382K
GPRO icon
3159
GoPro
GPRO
$120M
$342K ﹤0.01%
29,421
-14,970
-34% -$141K
IMVT icon
3160
Immunovant
IMVT
$7.93B
$342K ﹤0.01%
21,291
-13,912
-40% -$367K
AWH
3161
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
$342K ﹤0.01%
3,374
+948
+39% +$104K
ARCE
3162
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$342K ﹤0.01%
13,507
– –
EPZM
3163
DELISTED
Epizyme, Inc
EPZM
$342K ﹤0.01%
39,290
+15,678
+66% +$162K
EGIO
3164
DELISTED
Edgio, Inc. Common Stock
EGIO
$341K ﹤0.01%
2,386
+352
+17% +$55K
MITT
3165
TPG Mortgage Investment Trust
MITT
$228M
$337K ﹤0.01%
27,869
-759
-3% -$8.62K
RFL icon
3166
Rafael Holdings
RFL
$103M
$336K ﹤0.01%
8,539
-297
-3% -$9.63K
GNE icon
3167
Genie Energy
GNE
$370M
$335K ﹤0.01%
52,867
-18,118
-26% -$136K
SIGA icon
3168
SIGA Technologies
SIGA
$240M
$335K ﹤0.01%
51,520
+11,597
+29% +$78.6K
ZYXI
3169
DELISTED
Zynex
ZYXI
$335K ﹤0.01%
24,165
+8,338
+53% +$127K
AAXJ icon
3170
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.51B
$334K ﹤0.01%
+3,606
New +$346K
IVOO icon
3171
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.68B
$332K ﹤0.01%
3,760
– –
THFF icon
3172
First Financial Corp
THFF
$948M
$331K ﹤0.01%
7,348
+401
+6% +$17.1K
FNHC
3173
DELISTED
FedNat Holding Company Common Stock
FNHC
$330K ﹤0.01%
71,181
-26,123
-27% -$154K
RVI
3174
DELISTED
Retail Value Inc. Common Shares
RVI
$328K ﹤0.01%
190,837
-36,769
-16% -$56.5K
CVM icon
3175
CEL-SCI Corp
CVM
$19.9M
$326K ﹤0.01%
+715
New +$391K
125 126
127
128 129

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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.