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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
MGM icon
501
MGM Resorts International
MGM
$11.8B
$54.5M 0.03%
1,433,743
+161,865
+13% +$5.65M
MRNA icon
502
Moderna
MRNA
$22.1B
$54.5M 0.03%
415,916
+48,028
+13% +$6.96M
SPR
503
DELISTED
Spirit AeroSystems
SPR
$54.3M 0.03%
1,117,148
+163,701
+17% +$7.01M
J icon
504
Jacobs Solutions
J
$16.6B
$54.2M 0.03%
507,240
+17,271
+4% +$1.65M
RY icon
505
Royal Bank of Canada
RY
$295B
$54.1M 0.03%
586,283
-4,329
-0.7% -$377K
NGG icon
506
National Grid
NGG
$81.3B
$54M 0.03%
1,031,185
+66,546
+7% +$3.47M
IFF icon
507
International Flavors & Fragrances
IFF
$20.2B
$53.4M 0.03%
382,761
+139,042
+57% +$18M
GEN icon
508
Gen Digital
GEN
$16.5B
$53M 0.03%
2,493,777
+91,645
+4% +$1.92M
PHG icon
509
Philips
PHG
$25B
$52.9M 0.03%
1,143,461
+64,583
+6% +$2.93M
YUMC icon
510
Yum China
YUMC
$15.6B
$52.7M 0.03%
889,857
-79,596
-8% -$4.76M
IT icon
511
Gartner
IT
$10.4B
$52.6M 0.03%
288,337
+22,198
+8% +$3.86M
HDB icon
512
HDFC Bank
HDB
$121B
$52.5M 0.03%
1,352,036
-71,010
-5% -$2.78M
WRK
513
DELISTED
WestRock Company
WRK
$52.5M 0.03%
1,008,704
+7,177
+0.7% +$335K
JHX icon
514
James Hardie Industries
JHX
$15.6B
$52.4M 0.03%
1,714,587
+25,489
+2% +$757K
RACE icon
515
Ferrari
RACE
$68.6B
$52.3M 0.03%
250,099
+18,963
+8% +$3.88M
ARE icon
516
Alexandria Real Estate Equities
ARE
$9.41B
$52.1M 0.03%
316,885
+33,403
+12% +$5.57M
LDOS icon
517
Leidos
LDOS
$14.9B
$51.9M 0.03%
539,383
-52,054
-9% -$5.26M
ADX icon
518
Adams Diversified Equity Fund
ADX
$3.08B
$51.7M 0.03%
2,829,707
+1,502,773
+113% +$26.7M
IX icon
519
ORIX
IX
$42.8B
$51.7M 0.03%
3,045,935
+133,475
+5% +$2.28M
PWR icon
520
Quanta Services
PWR
$88.3B
$51.4M 0.03%
583,735
+16,804
+3% +$1.34M
QVCGA
521
DELISTED
QVC Group Inc Series A
QVCGA
$51.3M 0.03%
87,195
+14,966
+21% +$9.22M
VTRS icon
522
Viatris
VTRS
$20.8B
$51M 0.03%
3,653,136
-1,240,618
-25% -$20.2M
ERIC icon
523
Ericsson
ERIC
$32.7B
$51M 0.03%
3,867,574
+172,943
+5% +$2.2M
FBIN icon
524
Fortune Brands Innovations
FBIN
$6.09B
$50.9M 0.03%
621,777
-17,581
-3% -$1.33M
PK icon
525
Park Hotels & Resorts
PK
$3.06B
$50.9M 0.03%
2,359,584
+931,948
+65% +$18.5M
19 20
21
22 23

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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.