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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
XOP icon
251
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$123M 0.07%
1,514,626
+268,375
+22% +$20.5M
MAR icon
252
Marriott International
MAR
$101B
$123M 0.07%
828,967
+28,581
+4% +$3.9M
BHP icon
253
BHP
BHP
$213B
$123M 0.07%
1,983,456
+52,492
+3% +$3.38M
EMN icon
254
Eastman Chemical
EMN
$7.79B
$123M 0.07%
1,114,883
+13,899
+1% +$1.51M
FAST icon
255
Fastenal
FAST
$55.2B
$122M 0.07%
4,845,118
+294,194
+6% +$7.04M
EOG icon
256
EOG Resources
EOG
$74.4B
$121M 0.07%
1,670,311
+67,297
+4% +$4.29M
VWO icon
257
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$121M 0.07%
2,326,668
+675,370
+41% +$36M
STX icon
258
Seagate
STX
$169B
$121M 0.07%
1,576,210
-26,726
-2% -$1.86M
ZION icon
259
Zions Bancorporation
ZION
$10.1B
$120M 0.07%
2,188,973
-48,029
-2% -$2.47M
LEN icon
260
Lennar Class A
LEN
$21.1B
$120M 0.07%
1,225,176
+74,418
+6% +$6.26M
WEC icon
261
WEC Energy
WEC
$37B
$120M 0.07%
1,277,918
-2,883
-0.2% -$251K
OKE icon
262
Oneok
OKE
$55.9B
$119M 0.07%
2,357,980
+38,643
+2% +$1.76M
CLX icon
263
Clorox
CLX
$12.1B
$119M 0.07%
618,966
+13,090
+2% +$2.52M
BBBY
264
DELISTED
Bed Bath & Beyond Inc
BBBY
$119M 0.07%
4,092,581
+515,633
+14% +$14.4M
SPY icon
265
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$119M 0.07%
300,402
-71,082
-19% -$27.4M
ALXN
266
DELISTED
Alexion Pharmaceuticals
ALXN
$119M 0.07%
777,992
+35,830
+5% +$5.54M
TWTR
267
DELISTED
Twitter, Inc.
TWTR
$118M 0.07%
1,853,225
+153,443
+9% +$9.38M
PAYX icon
268
Paychex
PAYX
$42.3B
$118M 0.07%
1,202,017
+102,625
+9% +$9.45M
URI icon
269
United Rentals
URI
$67.9B
$117M 0.07%
355,163
-7,071
-2% -$2M
PEG icon
270
Public Service Enterprise Group
PEG
$39.3B
$116M 0.07%
1,929,224
+64,586
+3% +$3.73M
PPG icon
271
PPG Industries
PPG
$26.5B
$116M 0.07%
769,079
+7,475
+1% +$1.07M
IUSG icon
272
iShares Core S&P US Growth ETF
IUSG
$31B
$116M 0.07%
1,272,190
-55,912
-4% -$5.04M
KSU
273
DELISTED
Kansas City Southern
KSU
$115M 0.07%
434,617
+3,157
+0.7% +$687K
IP icon
274
International Paper
IP
$23.3B
$114M 0.07%
2,222,246
+96,807
+5% +$4.71M
ROK icon
275
Rockwell Automation
ROK
$52.4B
$114M 0.07%
428,434
+7,066
+2% +$1.8M
9 10
11
12 13

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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.