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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
WAB icon
576
Wabtec
WAB
$50B
$44.8M 0.03%
565,849
+15,658
+3% +$1.22M
IPG
577
DELISTED
Interpublic Group of Companies
IPG
$44.8M 0.03%
1,533,297
-55,099
-3% -$1.45M
IR icon
578
Ingersoll Rand
IR
$33.1B
$44.6M 0.03%
906,302
+55,050
+6% +$2.55M
INDA icon
579
iShares MSCI India ETF
INDA
$6.81B
$44.5M 0.03%
1,055,011
+598,821
+131% +$25.1M
HAS icon
580
Hasbro
HAS
$13.6B
$44.3M 0.03%
461,302
+30,270
+7% +$2.87M
ABMD
581
DELISTED
Abiomed Inc
ABMD
$44.3M 0.03%
139,076
+4,324
+3% +$1.38M
PACW
582
DELISTED
PacWest Bancorp
PACW
$44.2M 0.03%
1,157,337
+271,305
+31% +$9.52M
FERG icon
583
Ferguson
FERG
$43.6B
$44M 0.03%
+366,674
New +$44.7M
ARW icon
584
Arrow Electronics
ARW
$10.5B
$43.8M 0.03%
395,669
+23,133
+6% +$2.4M
FNB icon
585
FNB Corp
FNB
$6.78B
$43.7M 0.03%
3,443,325
-263,024
-7% -$3.04M
FOXA icon
586
Fox Class A
FOXA
$24.6B
$43.4M 0.02%
1,201,380
+69,236
+6% +$2.42M
VOD icon
587
Vodafone
VOD
$37.2B
$43.1M 0.02%
2,339,050
+115,191
+5% +$2.08M
NICE icon
588
Nice
NICE
$6.15B
$43.1M 0.02%
197,558
-538
-0.3% -$135K
EXR icon
589
Extra Space Storage
EXR
$32.9B
$43M 0.02%
324,289
+28,068
+9% +$3.4M
UGI icon
590
UGI
UGI
$7.91B
$43M 0.02%
1,047,383
-45,206
-4% -$1.75M
FPF
591
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$42.9M 0.02%
1,792,560
+1,189,799
+197% +$27.9M
L icon
592
Loews
L
$24.5B
$42.9M 0.02%
836,867
+9,282
+1% +$452K
MITSY
593
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$42.8M 0.02%
101,658
+4,022
+4% +$1.7M
CAJ
594
DELISTED
Canon, Inc.
CAJ
$42.8M 0.02%
1,881,071
+131,897
+8% +$2.87M
SAN icon
595
Banco Santander
SAN
$194B
$42.8M 0.02%
12,482,670
+594,180
+5% +$2.01M
PBCT
596
DELISTED
People's United Financial Inc
PBCT
$42.7M 0.02%
2,385,059
-119,062
-5% -$1.92M
STLA icon
597
Stellantis
STLA
$17.3B
$42.4M 0.02%
2,382,319
+161,543
+7% +$2.72M
DT
598
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$42.3M 0.02%
2,090,472
+75,526
+4% +$1.53M
ESS icon
599
Essex Property Trust
ESS
$19B
$42.3M 0.02%
155,563
+5,730
+4% +$1.49M
KYO
600
DELISTED
Kyocera Adr
KYO
$42.3M 0.02%
659,904
+68,600
+12% +$4.4M
22 23
24
25 26

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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.