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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
EIGI
3551
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-71,674
Closed -$677K
CLCT
3552
DELISTED
Collectors Universe
CLCT
– –
-6,820
Closed -$514K
FBM
3553
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
– –
-38,095
Closed -$732K
EIDX
3554
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
– –
-7,140
Closed -$939K
CXO
3555
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-678,668
Closed -$39.6M
FIT
3556
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-220,498
Closed -$1.5M
PE
3557
DELISTED
PARSLEY ENERGY INC
PE
– –
-1,255,413
Closed -$17.8M
WPX
3558
DELISTED
WPX Energy, Inc.
WPX
– –
-1,699,070
Closed -$13.8M
TIF
3559
DELISTED
Tiffany & Co.
TIF
– –
-418,162
Closed -$55M
VVNT.WS
3560
DELISTED
Vivint Smart Home, Inc. Warrants, each exercisable for one Class A Common Stock at an exercise price
VVNT.WS
– –
-18,750
Closed -$172K
BMY.RT
3561
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
– –
-10,595
Closed -$7K
BMCH
3562
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-162,659
Closed -$8.73M
NGHC
3563
DELISTED
National General Holdings Corp
NGHC
– –
-129,620
Closed -$4.43M
BGG
3564
DELISTED
Briggs & Stratton Corp.
BGG
– –
-34,147
Closed -$2K
LTM
3565
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-46,618
Closed -$80K
ANW
3566
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-39,600
Closed –
WPG
3567
DELISTED
Washington Prime Group Inc.
WPG
– –
-32,462
Closed -$211K
KNM
3568
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
– –
-17,025
Closed -$955K
BEAT
3569
DELISTED
BioTelemetry, Inc.
BEAT
– –
-113,058
Closed -$8.15M
FLY
3570
DELISTED
Fly Leasing Limited
FLY
– –
-49,000
Closed -$483K
YELL
3571
DELISTED
Yellow Corporation Common Stock
YELL
– –
-10,372
Closed -$46K
PEI
3572
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-767
Closed -$12K
CEO
3573
DELISTED
CNOOC Limited
CEO
– –
-38,176
Closed -$3.5M
CHL
3574
DELISTED
China Mobile Limited
CHL
– –
-130,620
Closed -$3.73M
CHU
3575
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-276,765
Closed -$1.57M
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.