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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
MQY icon
3501
BlackRock MuniYield Quality Fund
MQY
$812M
– –
-59,174
Closed -$976K
NERV icon
3502
Minerva Neurosciences
NERV
$191M
– –
-1,456
Closed -$27K
NFE icon
3503
New Fortress Energy
NFE
$92.9M
– –
-21,441
Closed -$1.15M
NINE
3504
DELISTED
Nine Energy Service
NINE
– –
-13,904
Closed -$38K
ODC icon
3505
Oil-Dri
ODC
$1.43B
– –
-15,690
Closed -$267K
OTRK
3506
DELISTED
Ontrak
OTRK
– –
-147
Closed -$819K
PCEF icon
3507
Invesco CEF Income Composite ETF
PCEF
$788M
– –
-43,643
Closed -$979K
PCVX icon
3508
Vaxcyte
PCVX
$7.65B
– –
-35,663
Closed -$948K
HTT
3509
High Templar Tech Ltd
HTT
$370M
– –
-10,298
Closed -$14K
SCHA icon
3510
Schwab U.S Small- Cap ETF
SCHA
$21.8B
– –
-96,524
Closed -$2.15M
SCHG icon
3511
Schwab US Large-Cap Growth ETF
SCHG
$58.2B
– –
-13,784
Closed -$221K
SCHV
3512
Schwab US Large-Cap Value ETF
SCHV
$15.6B
– –
-78,546
Closed -$1.56M
SIEB icon
3513
Siebert Financial
SIEB
$65.9M
– –
-12,235
Closed -$51K
SNOW icon
3514
PUT
Snowflake
SNOW
$98.1B
– –
-2,500
Closed -$2.91M
SOHU
3515
Sohu.com
SOHU
$352M
– –
-75,308
Closed -$1.2M
TIPT icon
3516
Tiptree Inc
TIPT
$694M
– –
-10,625
Closed -$53K
TITN icon
3517
Titan Machinery
TITN
$420M
– –
-36,248
Closed -$709K
UTI icon
3518
Universal Technical Institute
UTI
$2.26B
– –
-18,531
Closed -$120K
VKI icon
3519
Invesco Advantage Municipal Income Trust II
VKI
$397M
– –
-10,985
Closed -$125K
SYRS
3520
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
– –
-1,889
Closed -$205K
AMK
3521
DELISTED
AssetMark Financial Holdings, Inc.
AMK
– –
-11,890
Closed -$288K
NGMS
3522
DELISTED
NeoGames S.A. Ordinary Shares
NGMS
– –
-9,740
Closed -$370K
LBC
3523
DELISTED
Luther Burbank Corporation Common Stock
LBC
– –
-19,911
Closed -$195K
CELL
3524
DELISTED
PhenomeX Inc. Common Stock
CELL
– –
-3,539
Closed -$316K
ACOR
3525
DELISTED
Acorda Therapeutics
ACOR
– –
-258
Closed -$21K
139 140
141
142 143

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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.