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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
BWA icon
376
BorgWarner
BWA
$13B
$79.1M 0.05%
1,937,156
-56,974
-3% -$2.22M
BFH icon
377
Bread Financial
BFH
$4.36B
$78.5M 0.05%
877,364
+263,787
+43% +$18.9M
SYF icon
378
Synchrony
SYF
$25.1B
$77.6M 0.04%
1,909,161
-20,511
-1% -$791K
VMC icon
379
Vulcan Materials
VMC
$37.4B
$77.6M 0.04%
459,983
+9,375
+2% +$1.52M
BTI icon
380
British American Tobacco
BTI
$134B
$77.1M 0.04%
1,989,391
+119,932
+6% +$4.52M
VOYA icon
381
Voya Financial
VOYA
$9.07B
$76.5M 0.04%
1,202,289
-146,272
-11% -$8.79M
ED icon
382
Consolidated Edison
ED
$41.3B
$76.4M 0.04%
1,021,519
-72,205
-7% -$5.08M
HBAN icon
383
Huntington Bancshares
HBAN
$35B
$76.1M 0.04%
4,839,794
+71,366
+1% +$1.07M
OTIS icon
384
Otis Worldwide
OTIS
$28B
$76M 0.04%
1,110,932
+31,631
+3% +$2.07M
DOV icon
385
Dover
DOV
$27.4B
$75.9M 0.04%
553,768
+11,167
+2% +$1.42M
CE icon
386
Celanese
CE
$4.77B
$75.8M 0.04%
505,739
-3,171
-0.6% -$436K
TXT icon
387
Textron
TXT
$15.6B
$75.4M 0.04%
1,344,089
+34,442
+3% +$1.75M
AEE icon
388
Ameren
AEE
$31.1B
$75M 0.04%
921,817
+53,849
+6% +$4.03M
MUI
389
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$74.9M 0.04%
4,982,183
+1,740,199
+54% +$25.9M
DVA icon
390
DaVita
DVA
$15.4B
$74.9M 0.04%
694,715
+11,269
+2% +$1.25M
HSBC icon
391
HSBC
HSBC
$356B
$74.4M 0.04%
2,554,579
+310,297
+14% +$8.87M
SMFG icon
392
Sumitomo Mitsui Financial
SMFG
$163B
$74.4M 0.04%
10,266,218
+248,539
+2% +$1.73M
ZBRA icon
393
Zebra Technologies
ZBRA
$13.5B
$74.3M 0.04%
153,225
+19,228
+14% +$8.58M
GRMN
394
Garmin
GRMN
$48.9B
$74.2M 0.04%
562,564
+31,625
+6% +$3.94M
M icon
395
Macy's
M
$6.62B
$73.8M 0.04%
4,558,018
+810,552
+22% +$12.4M
INFY icon
396
Infosys
INFY
$50B
$73.1M 0.04%
3,905,767
-660,518
-14% -$12M
AVK
397
Advent Convertible and Income Fund
AVK
$540M
$72.9M 0.04%
4,239,501
+2,653,413
+167% +$44.4M
BCS icon
398
Barclays
BCS
$91B
$72.7M 0.04%
7,108,738
-130,730
-2% -$1.15M
BRK.A icon
399
Berkshire Hathaway Class A
BRK.A
$1.1T
$72.5M 0.04%
188
+14
+8% +$5.13M
WTW icon
400
Willis Towers Watson
WTW
$29.9B
$72.4M 0.04%
316,466
-14,164
-4% -$3.09M
14 15
16
17 18

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AF
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MCM
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PSUF
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IA
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SCC
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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.