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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
REGN icon
276
Regeneron Pharmaceuticals
REGN
$72.9B
$114M 0.07%
240,256
-18,215
-7% -$8.87M
VRSN icon
277
VeriSign
VRSN
$25.4B
$114M 0.07%
571,781
-7,547
-1% -$1.48M
SBAC icon
278
SBA Communications
SBAC
$18.6B
$113M 0.07%
408,912
-12,340
-3% -$3.27M
XEL icon
279
Xcel Energy
XEL
$50.1B
$113M 0.07%
1,702,989
+22,506
+1% +$1.42M
CTXS
280
DELISTED
Citrix Systems Inc
CTXS
$113M 0.06%
804,689
+18,587
+2% +$2.49M
ES icon
281
Eversource Energy
ES
$28.4B
$113M 0.06%
1,302,663
+12,198
+0.9% +$1.04M
SPYG icon
282
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.4B
$112M 0.06%
1,984,535
-196,847
-9% -$11M
CAG icon
283
Conagra Brands
CAG
$7.38B
$111M 0.06%
2,950,317
+64,656
+2% +$2.29M
PHM icon
284
Pultegroup
PHM
$25.7B
$109M 0.06%
2,087,287
-76,709
-4% -$3.58M
HPE icon
285
Hewlett Packard
HPE
$60.4B
$109M 0.06%
6,949,909
+165,525
+2% +$2.29M
TSN icon
286
Tyson Foods
TSN
$21.5B
$109M 0.06%
1,469,348
+26,308
+2% +$1.82M
DINO icon
287
HF Sinclair
DINO
$16.1B
$108M 0.06%
3,030,470
+479,850
+19% +$16M
AME icon
288
Ametek
AME
$55.3B
$108M 0.06%
847,694
+2,949
+0.3% +$356K
NXPI icon
289
NXP Semiconductors
NXPI
$65.4B
$107M 0.06%
531,872
+7,818
+1% +$1.43M
CTAS icon
290
Cintas
CTAS
$86B
$107M 0.06%
1,252,872
+23,616
+2% +$2M
TEL icon
291
TE Connectivity
TEL
$62.1B
$107M 0.06%
826,295
+54,204
+7% +$6.96M
CNC icon
292
Centene
CNC
$31.6B
$107M 0.06%
1,668,563
+11,281
+0.7% +$698K
ZBH icon
293
Zimmer Biomet
ZBH
$18.5B
$105M 0.06%
676,186
+23,076
+4% +$3.57M
RIO icon
294
Rio Tinto
RIO
$149B
$105M 0.06%
1,351,490
+10,472
+0.8% +$859K
FANG icon
295
Diamondback Energy
FANG
$53.5B
$104M 0.06%
1,417,687
+45,139
+3% +$3.09M
AOD
296
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
$104M 0.06%
10,890,848
+6,521,190
+149% +$60.2M
CMG icon
297
Chipotle Mexican Grill
CMG
$43B
$103M 0.06%
3,629,450
+293,950
+9% +$8.5M
PSA icon
298
Public Storage
PSA
$61.7B
$102M 0.06%
413,882
+39,319
+10% +$9.16M
SRE icon
299
Sempra
SRE
$59.2B
$102M 0.06%
1,539,628
+6,962
+0.5% +$433K
SWKS icon
300
Skyworks Solutions
SWKS
$9.73B
$102M 0.06%
553,285
+34,810
+7% +$6.05M
10 11
12
13 14

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AF
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MCM
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PSUF
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IA
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BAM
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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.