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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
CMCSA icon
26
Comcast
CMCSA
$79.1B
$874M 0.5%
16,159,919
+298,488
+2% +$15.8M
PEP icon
27
PepsiCo
PEP
$186B
$818M 0.47%
5,781,363
-117,777
-2% -$16.2M
ABBV icon
28
AbbVie
ABBV
$458B
$804M 0.46%
7,429,151
+299,348
+4% +$32M
ABT icon
29
Abbott
ABT
$180B
$788M 0.45%
6,577,274
+241,779
+4% +$28.6M
MRK icon
30
Merck
MRK
$324B
$784M 0.45%
10,651,920
-316,804
-3% -$23.4M
AMGN icon
31
Amgen
AMGN
$203B
$774M 0.44%
3,112,568
+36,603
+1% +$8.73M
TXN icon
32
Texas Instruments
TXN
$255B
$764M 0.44%
4,044,881
+183,119
+5% +$31.8M
ORCL icon
33
Oracle
ORCL
$331B
$764M 0.44%
10,885,881
+42,323
+0.4% +$2.74M
WMT icon
34
Walmart Inc
WMT
$871B
$760M 0.44%
16,788,960
-626,823
-4% -$29M
IVV icon
35
iShares Core S&P 500 ETF
IVV
$876B
$735M 0.42%
1,848,207
-906,836
-33% -$351M
NFLX icon
36
Netflix
NFLX
$292B
$727M 0.42%
13,933,270
+341,630
+3% +$18.1M
NKE icon
37
Nike
NKE
$61.9B
$713M 0.41%
5,364,459
+241,493
+5% +$33.6M
KO icon
38
Coca-Cola
KO
$354B
$673M 0.39%
12,768,484
+385,545
+3% +$19.4M
LOW icon
39
Lowe's Companies
LOW
$116B
$660M 0.38%
3,472,649
+19,665
+0.6% +$3.37M
ACN icon
40
Accenture
ACN
$89.9B
$639M 0.37%
2,314,514
+58,392
+3% +$15.1M
QCOM icon
41
Qualcomm
QCOM
$176B
$639M 0.37%
4,821,215
+8,510
+0.2% +$1.23M
CRM icon
42
Salesforce
CRM
$134B
$627M 0.36%
2,957,027
-19,762
-0.7% -$4.4M
TMO icon
43
Thermo Fisher Scientific
TMO
$211B
$616M 0.35%
1,350,550
+16,326
+1% +$7.79M
UNP icon
44
Union Pacific
UNP
$183B
$615M 0.35%
2,789,539
+53,633
+2% +$11.3M
NEE icon
45
NextEra Energy
NEE
$187B
$601M 0.34%
7,942,947
+24,265
+0.3% +$1.89M
AMAT icon
46
Applied Materials
AMAT
$426B
$599M 0.34%
4,483,438
+11,508
+0.3% +$1.27M
MCD icon
47
McDonald's
MCD
$188B
$598M 0.34%
2,666,455
+65,965
+3% +$14.1M
CVX icon
48
Chevron
CVX
$388B
$596M 0.34%
5,690,302
+182,104
+3% +$17.8M
BMY icon
49
Bristol-Myers Squibb
BMY
$127B
$593M 0.34%
9,398,758
+198,927
+2% +$12.4M
TGT icon
50
Target
TGT
$62.1B
$589M 0.34%
2,972,136
+143,402
+5% +$26.8M
1
2
3 4 5

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MCM
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PSUF
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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.