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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
FLOW
1476
DELISTED
SPX FLOW, Inc.
FLOW
$8.78M 0.01%
138,702
+7,836
+6% +$474K
SWX icon
1477
Southwest Gas
SWX
$6.64B
$8.74M 0.01%
127,269
-1,029
-0.8% -$65.2K
REGI
1478
DELISTED
Renewable Energy Group, Inc.
REGI
$8.72M 0.01%
132,114
-32,943
-20% -$2.83M
BJ icon
1479
BJs Wholesale Club
BJ
$12.8B
$8.71M 0.01%
194,144
-42,362
-18% -$1.78M
BLKB icon
1480
Blackbaud
BLKB
$1.94B
$8.71M 0.01%
122,467
+6,220
+5% +$429K
SGOL icon
1481
abrdn Physical Gold Shares ETF
SGOL
$6.9B
$8.7M 0.01%
530,727
-84,467
-14% -$1.46M
LGND icon
1482
Ligand Pharmaceuticals
LGND
$5.77B
$8.69M 0.01%
91,405
-148,061
-62% -$14M
RCI icon
1483
Rogers Communications
RCI
$18.8B
$8.65M 0.01%
187,721
+11,267
+6% +$527K
WOR icon
1484
Worthington Enterprises
WOR
$2.74B
$8.64M 0.01%
208,794
-8,841
-4% -$338K
SCO
1485
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$8.63M 0.01%
2,547,155
+25,746
+1% +$87.3K
ROCK icon
1486
Gibraltar Industries
ROCK
$1.28B
$8.63M ﹤0.01%
94,254
-10,089
-10% -$926K
ESI icon
1487
Element Solutions
ESI
$8.48B
$8.62M ﹤0.01%
471,302
-133,834
-22% -$2.46M
MGU
1488
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$8.6M ﹤0.01%
393,202
+156,779
+66% +$3.29M
ONTO icon
1489
Onto Innovation
ONTO
$10.9B
$8.59M ﹤0.01%
130,739
+10,774
+9% +$642K
NVAX icon
1490
Novavax
NVAX
$1.21B
$8.56M ﹤0.01%
47,220
+22,876
+94% +$4.56M
FFBC icon
1491
First Financial Bancorp
FFBC
$3.55B
$8.55M ﹤0.01%
356,160
+1,658
+0.5% +$36.5K
IWR icon
1492
iShares Russell Mid-Cap ETF
IWR
$55.9B
$8.53M ﹤0.01%
115,333
+63
+0.1% +$4.55K
SCL icon
1493
Stepan Co
SCL
$1.5B
$8.51M ﹤0.01%
66,965
+1,119
+2% +$139K
FRA icon
1494
BlackRock Floating Rate Income Strategies Fund
FRA
$380M
$8.49M ﹤0.01%
653,489
+479,392
+275% +$6.12M
QSR icon
1495
Restaurant Brands International
QSR
$26.2B
$8.49M ﹤0.01%
130,695
+1,113
+0.9% +$69K
UVV icon
1496
Universal Corp
UVV
$1.37B
$8.49M ﹤0.01%
143,886
-14,929
-9% -$784K
CIB icon
1497
Grupo Cibest SA
CIB
$21.2B
$8.47M ﹤0.01%
264,764
+40,376
+18% +$1.43M
CVI icon
1498
CVR Energy
CVI
$3.48B
$8.45M ﹤0.01%
440,310
-68,107
-13% -$1.38M
XLRN
1499
DELISTED
Acceleron Pharma
XLRN
$8.43M ﹤0.01%
62,194
+8,715
+16% +$1.13M
SITC icon
1500
SITE Centers
SITC
$236M
$8.38M ﹤0.01%
792,080
-43,002
-5% -$413K
58 59
60
61 62

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MCM
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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.