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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
KEYS icon
326
Keysight
KEYS
$52.2B
$93.1M 0.05%
649,229
-30,565
-4% -$4.33M
TTE icon
327
TotalEnergies
TTE
$187B
$92.5M 0.05%
1,987,633
+303,204
+18% +$13.8M
XYZ
328
Block Inc
XYZ
$49.5B
$91.8M 0.05%
404,336
+46,969
+13% +$11M
NFJ
329
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$91.7M 0.05%
6,652,641
+4,342,634
+188% +$59.1M
KMI icon
330
Kinder Morgan
KMI
$70.3B
$91.6M 0.05%
5,499,422
+53,736
+1% +$821K
NUE icon
331
Nucor
NUE
$60.5B
$91.6M 0.05%
1,140,710
+8,173
+0.7% +$495K
HIG icon
332
Hartford Financial Services
HIG
$39.3B
$91.5M 0.05%
1,369,623
+17,545
+1% +$948K
TFX icon
333
Teleflex
TFX
$5.94B
$91.4M 0.05%
220,084
+3,172
+1% +$1.27M
CMS icon
334
CMS Energy
CMS
$23B
$91.1M 0.05%
1,487,766
-46,631
-3% -$2.68M
MKC icon
335
McCormick & Company Non-Voting
MKC
$13.9B
$90.7M 0.05%
1,017,000
-6,122
-0.6% -$545K
BALL icon
336
Ball Corp
BALL
$17.8B
$90.4M 0.05%
1,067,375
+16,623
+2% +$1.46M
NEA icon
337
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$89.6M 0.05%
6,047,478
+2,352,596
+64% +$34.9M
ANSS
338
DELISTED
Ansys
ANSS
$89.3M 0.05%
262,937
-2,673
-1% -$950K
CBRE icon
339
CBRE Group
CBRE
$43.1B
$89.3M 0.05%
1,128,397
+81,270
+8% +$5.75M
DTE icon
340
DTE Energy
DTE
$30.4B
$89.1M 0.05%
785,911
-15,259
-2% -$1.6M
GPC icon
341
Genuine Parts
GPC
$17.9B
$88.2M 0.05%
763,440
+29,574
+4% +$3.15M
RCL icon
342
Royal Caribbean
RCL
$86.5B
$88.1M 0.05%
1,028,763
+9,524
+0.9% +$755K
IVZ icon
343
Invesco
IVZ
$13B
$88.1M 0.05%
3,491,628
-21,017
-0.6% -$471K
SJM icon
344
J.M. Smucker
SJM
$13.2B
$88M 0.05%
695,624
+850
+0.1% +$100K
DXCM icon
345
DexCom
DXCM
$28.9B
$87.3M 0.05%
971,764
+106,692
+12% +$10M
GGG icon
346
Graco
GGG
$13.3B
$87M 0.05%
1,215,343
+27,088
+2% +$1.92M
FTV icon
347
Fortive
FTV
$19.5B
$87M 0.05%
1,635,052
+26,282
+2% +$1.36M
TSCO icon
348
Tractor Supply
TSCO
$16.5B
$87M 0.05%
2,456,885
+95,205
+4% +$3.04M
DAL icon
349
Delta Air Lines
DAL
$58.8B
$85.8M 0.05%
1,777,294
-17,040
-0.9% -$754K
UNM icon
350
Unum
UNM
$14B
$85.4M 0.05%
3,066,982
+4,997
+0.2% +$130K
12 13
14
15 16

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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.