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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
NAB
401
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$72.1M 0.04%
7,274,509
+215,949
+3% +$2.14M
JNPR
402
DELISTED
Juniper Networks
JNPR
$72M 0.04%
2,843,515
+694,302
+32% +$17.1M
BF.B icon
403
Brown-Forman Class B
BF.B
$13.3B
$71.7M 0.04%
1,038,932
+2,402
+0.2% +$176K
NTT
404
DELISTED
Nippon Telegraph & Telephone
NTT
$70.8M 0.04%
2,734,221
+38,285
+1% +$992K
EFV icon
405
iShares MSCI EAFE Value ETF
EFV
$28.4B
$70.8M 0.04%
+1,389,523
New +$69.1M
AXA
406
DELISTED
AXA ADS (1 ORD SHS)
AXA
$70.6M 0.04%
2,610,623
+100,288
+4% +$2.71M
EMD
407
Western Asset Emerging Markets Debt Fund
EMD
$613M
$70.5M 0.04%
5,335,554
+2,211,927
+71% +$29.9M
LBRDK icon
408
Liberty Broadband Class C
LBRDK
$4.72B
$70.5M 0.04%
469,680
+13,460
+3% +$2.04M
STLD icon
409
Steel Dynamics
STLD
$37.5B
$70.3M 0.04%
1,385,409
-49,954
-3% -$2.11M
RDS.A
410
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$70.2M 0.04%
1,790,949
+174,801
+11% +$7.04M
TAK icon
411
Takeda Pharmaceutical
TAK
$56B
$70.1M 0.04%
3,837,294
+319,168
+9% +$5.74M
FMC icon
412
FMC
FMC
$1.37B
$69.7M 0.04%
630,462
+18,705
+3% +$2.07M
VTR icon
413
Ventas
VTR
$47.7B
$69.6M 0.04%
1,305,120
+11,418
+0.9% +$586K
MAN icon
414
ManpowerGroup
MAN
$2.58B
$69.6M 0.04%
703,784
+93,377
+15% +$8.94M
DRI icon
415
Darden Restaurants
DRI
$23.7B
$69.6M 0.04%
490,029
+17,016
+4% +$2.24M
BKR icon
416
Baker Hughes
BKR
$58B
$69.6M 0.04%
3,218,798
+119,687
+4% +$2.73M
CPRT icon
417
Copart
CPRT
$28.4B
$69.6M 0.04%
2,561,676
+21,232
+0.8% +$599K
SHOP icon
418
Shopify
SHOP
$169B
$69.5M 0.04%
628,210
+30,720
+5% +$3.71M
GHY
419
PGIM Global High Yield Fund
GHY
$480M
$69.4M 0.04%
4,653,180
+1,660,045
+55% +$24.5M
CNI icon
420
Canadian National Railway
CNI
$78.3B
$69.1M 0.04%
595,600
+14,598
+3% +$1.62M
NJ
421
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$68.8M 0.04%
2,247,160
+39,187
+2% +$1.2M
AVY icon
422
Avery Dennison
AVY
$12.9B
$68.8M 0.04%
374,487
-2,319
-0.6% -$396K
WY icon
423
Weyerhaeuser
WY
$17.7B
$68.7M 0.04%
1,928,590
+120,114
+7% +$4.09M
XRAY icon
424
Dentsply Sirona
XRAY
$2.7B
$68.5M 0.04%
1,073,293
-5,761
-0.5% -$334K
RSG icon
425
Republic Services
RSG
$66.6B
$68.3M 0.04%
687,261
+2,856
+0.4% +$268K
15 16
17
18 19

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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.