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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
CL icon
126
Colgate-Palmolive
CL
$73.6B
$240M 0.14%
3,047,537
+130,334
+4% +$10.2M
UL icon
127
Unilever
UL
$132B
$240M 0.14%
3,823,489
+58,744
+2% +$3.74M
PSX icon
128
Phillips 66
PSX
$83.3B
$237M 0.14%
2,903,026
+946,562
+48% +$74.3M
CME icon
129
CME Group
CME
$92.3B
$235M 0.14%
1,152,641
+42,038
+4% +$8.28M
NSC icon
130
Norfolk Southern
NSC
$77.1B
$235M 0.13%
873,584
+61,386
+8% +$15.5M
ICE icon
131
Intercontinental Exchange
ICE
$84.1B
$234M 0.13%
2,093,011
+45,649
+2% +$5.18M
ADI icon
132
Analog Devices
ADI
$181B
$234M 0.13%
1,506,690
+70,478
+5% +$10.8M
COF icon
133
Capital One
COF
$127B
$230M 0.13%
1,808,035
+3,087
+0.2% +$364K
VNQ icon
134
Vanguard Real Estate ETF
VNQ
$39.8B
$229M 0.13%
2,497,756
+557,280
+29% +$49M
TMUS icon
135
T-Mobile US
TMUS
$190B
$229M 0.13%
1,831,082
-26,487
-1% -$3.34M
NVS icon
136
Novartis
NVS
$297B
$229M 0.13%
2,682,505
+80,104
+3% +$7.19M
HCA icon
137
HCA Healthcare
HCA
$86.4B
$228M 0.13%
1,208,445
+48,884
+4% +$8.62M
KMB icon
138
Kimberly-Clark
KMB
$37B
$227M 0.13%
1,630,805
+49,481
+3% +$6.57M
SO icon
139
Southern Company
SO
$109B
$226M 0.13%
3,633,795
+161,780
+5% +$9.69M
CMI icon
140
Cummins
CMI
$91.3B
$224M 0.13%
866,388
+10,969
+1% +$2.74M
TSM icon
141
TSMC
TSM
$2.07T
$224M 0.13%
1,893,956
+99,161
+6% +$12.3M
FISV
142
Fiserv Inc
FISV
$27.9B
$224M 0.13%
1,879,737
+63,049
+3% +$7.24M
GM icon
143
General Motors
GM
$78.7B
$224M 0.13%
3,893,043
+324,193
+9% +$17.2M
ADSK icon
144
Autodesk
ADSK
$47.7B
$221M 0.13%
797,222
+16,106
+2% +$4.64M
ECL icon
145
Ecolab
ECL
$76.4B
$220M 0.13%
1,029,047
+11,378
+1% +$2.42M
MCK icon
146
McKesson
MCK
$99.5B
$215M 0.12%
1,104,138
+2,924
+0.3% +$534K
TRV icon
147
Travelers Companies
TRV
$81.4B
$211M 0.12%
1,404,074
+25,860
+2% +$3.8M
DD icon
148
DuPont de Nemours
DD
$18.9B
$210M 0.12%
2,168,073
+15,253
+0.7% +$1.46M
AMP icon
149
Ameriprise Financial
AMP
$47.6B
$209M 0.12%
898,679
+8,985
+1% +$1.94M
MCHP icon
150
Microchip Technology
MCHP
$42.3B
$206M 0.12%
2,657,478
+34,362
+1% +$2.56M
4 5
6
7 8

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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.