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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
GEF icon
1801
Greif
GEF
$4.96B
$5.25M ﹤0.01%
92,127
-926
-1% -$47.7K
BHE icon
1802
Benchmark Electronics
BHE
$2.85B
$5.24M ﹤0.01%
169,488
-10,253
-6% -$294K
CBZ icon
1803
CBIZ
CBZ
$3B
$5.24M ﹤0.01%
160,320
-1,169
-0.7% -$34.4K
BEPC icon
1804
Brookfield Renewable
BEPC
$6.04B
$5.22M ﹤0.01%
111,582
+16,325
+17% +$833K
JBGS
1805
JBG SMITH
JBGS
$820M
$5.22M ﹤0.01%
164,176
+30,324
+23% +$961K
BCH icon
1806
Banco de Chile
BCH
$21.3B
$5.22M ﹤0.01%
220,929
+582
+0.3% +$13.1K
BTG icon
1807
B2Gold
BTG
$5.13B
$5.22M ﹤0.01%
1,210,780
-155,908
-11% -$761K
DCH
1808
Dauch Corp
DCH
$1.39B
$5.21M ﹤0.01%
539,824
+15,917
+3% +$158K
VIR icon
1809
Vir Biotechnology
VIR
$1.5B
$5.21M ﹤0.01%
101,716
+59,857
+143% +$3.23M
EEMA icon
1810
iShares MSCI Emerging Markets Asia ETF
EEMA
$826M
$5.21M ﹤0.01%
+57,435
New +$5.37M
GTY
1811
Getty Realty Corp
GTY
$2.12B
$5.21M ﹤0.01%
183,999
+1,177
+0.6% +$32.9K
CDLX icon
1812
Cardlytics
CDLX
$22.1M
$5.21M ﹤0.01%
4,748
-1,635
-26% -$2.16M
RAVN
1813
DELISTED
Raven Industries Inc
RAVN
$5.2M ﹤0.01%
135,695
+12,558
+10% +$469K
SSB icon
1814
SouthState Bank Corp
SSB
$10.2B
$5.19M ﹤0.01%
66,157
+2,817
+4% +$226K
MIC
1815
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$5.18M ﹤0.01%
162,910
-38,881
-19% -$1.22M
MFL
1816
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$5.15M ﹤0.01%
360,221
+82,175
+30% +$1.17M
DIN icon
1817
Dine Brands
DIN
$457M
$5.14M ﹤0.01%
57,085
+5,680
+11% +$442K
TBI
1818
Trueblue
TBI
$222M
$5.13M ﹤0.01%
233,069
-6,984
-3% -$143K
CVBF icon
1819
CVB Financial
CVBF
$4B
$5.13M ﹤0.01%
232,045
+744
+0.3% +$16.2K
BOOT icon
1820
Boot Barn
BOOT
$4.68B
$5.12M ﹤0.01%
82,157
+9,778
+14% +$574K
CNS icon
1821
Cohen & Steers
CNS
$4.19B
$5.12M ﹤0.01%
78,299
-4,847
-6% -$331K
TTMI icon
1822
TTM Technologies
TTMI
$12B
$5.11M ﹤0.01%
352,381
-19,205
-5% -$272K
BCO icon
1823
Brink's
BCO
$4.84B
$5.11M ﹤0.01%
64,477
-3,933
-6% -$297K
AMBA icon
1824
Ambarella
AMBA
$3.25B
$5.1M ﹤0.01%
50,816
-5,510
-10% -$600K
ARNA
1825
DELISTED
Arena Pharmaceuticals Inc
ARNA
$5.09M ﹤0.01%
73,335
+3,833
+6% +$295K
71 72
73
74 75

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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.