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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
MRVL icon
351
Marvell Technology
MRVL
$157B
$85.2M 0.05%
1,738,930
+105,419
+6% +$5.17M
AWK icon
352
American Water Works
AWK
$27B
$85.1M 0.05%
567,489
+4,678
+0.8% +$709K
NAD icon
353
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$85.1M 0.05%
5,619,351
+1,775,443
+46% +$26.8M
LEA icon
354
Lear
LEA
$7.45B
$84.4M 0.05%
648,804
+75,934
+13% +$12.8M
VRSK icon
355
Verisk Analytics
VRSK
$27.8B
$84.3M 0.05%
477,093
-4,469
-0.9% -$818K
FTNT icon
356
Fortinet
FTNT
$110B
$84.2M 0.05%
2,282,205
+142,235
+7% +$4.65M
TWLO icon
357
Twilio
TWLO
$29.5B
$83.8M 0.05%
245,868
+17,967
+8% +$6.73M
OXY icon
358
Occidental Petroleum
OXY
$53.6B
$83.3M 0.05%
3,127,948
+52,823
+2% +$1.32M
OMC icon
359
Omnicom Group
OMC
$24.6B
$83.2M 0.05%
1,122,688
+36,836
+3% +$2.54M
XME icon
360
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$83.1M 0.05%
2,081,942
+692,627
+50% +$25.5M
PFG icon
361
Principal Financial Group
PFG
$24.6B
$83.1M 0.05%
1,386,034
+4,540
+0.3% +$253K
HSY icon
362
Hershey
HSY
$37.2B
$82.9M 0.05%
524,382
+16,638
+3% +$2.51M
FFIV icon
363
F5
FFIV
$22.8B
$82.6M 0.05%
395,927
+28,800
+8% +$5.67M
EWY icon
364
iShares MSCI South Korea ETF
EWY
$21.1B
$81.6M 0.05%
909,545
+881,554
+3,149% +$80.1M
EEM icon
365
iShares MSCI Emerging Markets ETF
EEM
$28B
$81.1M 0.05%
1,521,013
-3,054,987
-67% -$167M
CERN
366
DELISTED
Cerner Corp
CERN
$80.7M 0.05%
1,122,122
-6,131
-0.5% -$461K
BP icon
367
BP
BP
$107B
$80.5M 0.05%
3,307,593
+552,696
+20% +$13.3M
CAH icon
368
Cardinal Health
CAH
$54.5B
$80.5M 0.05%
1,325,341
+899
+0.1% +$49.6K
LH icon
369
Labcorp
LH
$25.8B
$80M 0.05%
365,182
+8,870
+2% +$1.78M
RMD icon
370
ResMed
RMD
$30.3B
$79.8M 0.05%
411,179
+11,656
+3% +$2.34M
CHRW icon
371
C.H. Robinson
CHRW
$20B
$79.8M 0.05%
835,924
+166,729
+25% +$15.6M
AES icon
372
AES
AES
$10.6B
$79.8M 0.05%
2,975,102
+117,603
+4% +$3.13M
ANZ
373
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$79.6M 0.05%
3,708,594
+120,145
+3% +$2.58M
HAL icon
374
Halliburton
HAL
$26.1B
$79.3M 0.05%
3,693,757
+48,175
+1% +$1.01M
VEA icon
375
Vanguard FTSE Developed Markets ETF
VEA
$225B
$79.1M 0.05%
1,611,507
+180,925
+13% +$8.84M
13 14
15
16 17

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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.