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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
AKRO
3251
DELISTED
Akero Therapeutics
AKRO
$254K ﹤0.01%
+8,772
New +$266K
DGICA icon
3252
Donegal Group Class A
DGICA
$715M
$252K ﹤0.01%
16,936
+168
+1% +$2.4K
HAPN
3253
Happen Inc
HAPN
$2.14B
$252K ﹤0.01%
15,255
-396
-3% -$5.21K
LMNR icon
3254
Limoneira
LMNR
$244M
$252K ﹤0.01%
14,405
+2,712
+23% +$44.8K
QNCX icon
3255
Quince Therapeutics
QNCX
$21.5M
$251K ﹤0.01%
+35
New +$252K
FRBK
3256
DELISTED
Republic First Bancorp Inc
FRBK
$250K ﹤0.01%
66,307
-1,109
-2% -$3.8K
BLBD icon
3257
Blue Bird Corp
BLBD
$2.29B
$249K ﹤0.01%
9,929
-403
-4% -$9.19K
ACCD
3258
DELISTED
Accolade Inc
ACCD
$249K ﹤0.01%
+5,478
New +$264K
TREC
3259
DELISTED
Trecora Resources
TREC
$249K ﹤0.01%
32,012
+6,411
+25% +$46.7K
OPBK icon
3260
OP Bancorp
OPBK
$235M
$248K ﹤0.01%
23,591
+1,711
+8% +$15.7K
FAM
3261
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$247K ﹤0.01%
+24,601
New +$254K
MIXT
3262
DELISTED
MIX TELEMATICS LIMITED
MIXT
$246K ﹤0.01%
17,885
-108
-0.6% -$1.49K
SCPL
3263
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
$246K ﹤0.01%
+15,194
New +$262K
CUE icon
3264
Cue Biopharma
CUE
$118M
$245K ﹤0.01%
669
+135
+25% +$55.6K
KROS icon
3265
Keros Therapeutics
KROS
$197M
$245K ﹤0.01%
+3,979
New +$252K
GTYH
3266
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$245K ﹤0.01%
38,270
-410
-1% -$2.88K
PRFZ icon
3267
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.74B
$244K ﹤0.01%
+6,920
New +$236K
VERU icon
3268
Veru
VERU
$35.5M
$244K ﹤0.01%
2,269
+1,191
+110% +$150K
EARN
3269
Ellington Residential Mortgage REIT
EARN
$166M
$243K ﹤0.01%
19,709
-575
-3% -$7.12K
LFCR icon
3270
Lifecore Biomedical
LFCR
$162M
$243K ﹤0.01%
22,918
+3,233
+16% +$36.3K
ALNT icon
3271
Allient
ALNT
$1.34B
$242K ﹤0.01%
7,064
-6
-0.1% -$198
FROG icon
3272
JFrog
FROG
$8.88B
$242K ﹤0.01%
+5,464
New +$315K
DSSI
3273
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$242K ﹤0.01%
24,161
+4,107
+20% +$33.4K
SCHX icon
3274
Schwab US Large- Cap ETF
SCHX
$70.3B
$239K ﹤0.01%
14,910
-13,128
-47% -$206K
BOCH
3275
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$239K ﹤0.01%
18,761
+4,134
+28% +$45.7K
129 130
131
132 133

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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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ACI
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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.