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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
FRC
226
DELISTED
First Republic Bank
FRC
$139M 0.08%
835,779
-1,018
-0.1% -$165K
MNST icon
227
Monster Beverage
MNST
$95.6B
$139M 0.08%
3,053,558
+154,458
+5% +$6.92M
KHC icon
228
Kraft Heinz
KHC
$32.4B
$138M 0.08%
3,461,593
+144,516
+4% +$5.21M
SNY icon
229
Sanofi
SNY
$109B
$138M 0.08%
2,790,925
+241,264
+9% +$11.6M
STT icon
230
State Street
STT
$50.2B
$138M 0.08%
1,637,346
-98,095
-6% -$7.6M
IWD icon
231
iShares Russell 1000 Value ETF
IWD
$82.2B
$137M 0.08%
901,669
+414,524
+85% +$60M
LNC icon
232
Lincoln National
LNC
$8.19B
$136M 0.08%
2,182,401
-252,675
-10% -$14M
WMB icon
233
Williams Companies
WMB
$85.8B
$136M 0.08%
5,724,993
+7,363
+0.1% +$167K
AEP icon
234
American Electric Power
AEP
$72.4B
$135M 0.08%
1,598,485
-97,032
-6% -$7.82M
BEN icon
235
Franklin Resources
BEN
$17.3B
$133M 0.08%
4,502,407
+941,719
+26% +$25.7M
ADM icon
236
Archer Daniels Midland
ADM
$40.1B
$132M 0.08%
2,321,768
+74,755
+3% +$4.1M
PCAR icon
237
PACCAR
PCAR
$72.7B
$132M 0.08%
2,135,988
+5,073
+0.2% +$317K
GD icon
238
General Dynamics
GD
$106B
$132M 0.08%
726,346
-14,528
-2% -$2.37M
CMA
239
DELISTED
Comerica
CMA
$131M 0.08%
1,830,998
-16,398
-0.9% -$1.07M
COR icon
240
Cencora
COR
$62.2B
$131M 0.08%
1,111,506
+26,517
+2% +$2.87M
CTSH icon
241
Cognizant
CTSH
$23.8B
$131M 0.08%
1,679,553
+48,451
+3% +$3.74M
KEY icon
242
KeyCorp
KEY
$24.3B
$131M 0.08%
6,551,128
-45,830
-0.7% -$884K
YUM icon
243
Yum! Brands
YUM
$41.4B
$130M 0.07%
1,205,634
+29,099
+2% +$3.08M
CTVA icon
244
Corteva
CTVA
$59.5B
$130M 0.07%
2,785,815
+80,124
+3% +$3.54M
DHI icon
245
D.R. Horton
DHI
$42.3B
$129M 0.07%
1,449,350
-106,092
-7% -$8.3M
STZ icon
246
Constellation Brands
STZ
$22.5B
$126M 0.07%
551,298
+28,483
+5% +$6.42M
CARR icon
247
Carrier Global
CARR
$52.5B
$125M 0.07%
2,967,780
+120,219
+4% +$4.67M
CDNS icon
248
Cadence Design Systems
CDNS
$95.1B
$125M 0.07%
910,596
+44,734
+5% +$6M
GWW icon
249
W.W. Grainger
GWW
$66B
$124M 0.07%
309,929
-248
-0.1% -$95.9K
SLB icon
250
SLB Ltd
SLB
$74.2B
$123M 0.07%
4,538,240
+80,697
+2% +$2.12M
8 9
10
11 12

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MCM
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PSUF
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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.