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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
VNTR
3526
DELISTED
Venator Materials PLC
VNTR
– –
-23,968
Closed -$79K
ASPU
3527
DELISTED
ASPEN GROUP, INC.
ASPU
– –
-46,321
Closed -$516K
CNCE
3528
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
– –
-51,348
Closed -$649K
LOGC
3529
DELISTED
LogicBio Therapeutics, Inc. Common Stock
LOGC
– –
-14,563
Closed -$111K
QTNT
3530
DELISTED
Quotient Limited Ordinary Shares
QTNT
– –
-284
Closed -$59K
EXTN
3531
DELISTED
Exterran Corporation
EXTN
– –
-13,221
Closed -$58K
GBL
3532
DELISTED
GAMCO Investors, Inc.
GBL
– –
-14,594
Closed -$259K
CALA
3533
DELISTED
Calithera Biosciences, Inc
CALA
– –
-708
Closed -$70K
KLDO
3534
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
– –
-10,419
Closed -$95K
ACBI
3535
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
– –
-15,038
Closed -$239K
BXRX
3536
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
– –
-8
Closed -$11K
ODT
3537
DELISTED
Odonate Therapeutics, Inc. Common Stock
ODT
– –
-12,587
Closed -$242K
RNET
3538
DELISTED
RigNet, Inc.
RNET
– –
-136,347
Closed -$803K
SINA
3539
DELISTED
Sina Corp
SINA
– –
-61,200
Closed -$2.59M
ANH
3540
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-70,652
Closed -$191K
QEP
3541
DELISTED
QEP RESOURCES, INC.
QEP
– –
-194,499
Closed -$465K
VIE
3542
DELISTED
Viela Bio, Inc. Common Stock
VIE
– –
-19,084
Closed -$686K
CZZ
3543
DELISTED
Cosan Limited
CZZ
– –
-114,826
Closed -$2.12M
TCP
3544
DELISTED
TC Pipelines LP
TCP
– –
-28,462
Closed -$838K
PRGX
3545
DELISTED
PRGX Global, Inc.
PRGX
– –
-21,290
Closed -$162K
ACIA
3546
DELISTED
Acacia Communications Inc
ACIA
– –
-46,441
Closed -$3.39M
ZAGG
3547
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-36,295
Closed -$151K
CBMG
3548
DELISTED
Cellular Biomedicine Group, Inc.
CBMG
– –
-43,748
Closed -$804K
TNAV
3549
DELISTED
Telenav Inc.
TNAV
– –
-39,150
Closed -$184K
VRTU
3550
DELISTED
Virtusa Corporation
VRTU
– –
-61,801
Closed -$3.16M
140 141
142
143 144

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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.