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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
SYY icon
201
Sysco
SYY
$40B
$154M 0.09%
1,958,543
-19,658
-1% -$1.52M
BAX icon
202
Baxter International
BAX
$12B
$153M 0.09%
1,819,841
+57,000
+3% +$4.53M
APH icon
203
Amphenol
APH
$182B
$152M 0.09%
4,618,088
+192,916
+4% +$6.27M
MPC icon
204
Marathon Petroleum
MPC
$90.7B
$152M 0.09%
2,846,019
-13,753
-0.5% -$695K
VLO icon
205
Valero Energy
VLO
$90.1B
$152M 0.09%
2,124,861
+129,923
+7% +$8.83M
SPG icon
206
Simon Property Group
SPG
$74.7B
$151M 0.09%
1,327,523
+60,761
+5% +$6.34M
SI
207
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$151M 0.09%
1,833,528
+88,464
+5% +$7.28M
SONY icon
208
Sony
SONY
$131B
$150M 0.09%
7,075,785
+254,590
+4% +$5.38M
RF icon
209
Regions Financial
RF
$26.2B
$149M 0.09%
7,231,714
-147,788
-2% -$2.89M
NTAP icon
210
NetApp
NTAP
$33B
$148M 0.08%
2,035,717
+283,153
+16% +$19M
LHX icon
211
L3Harris
LHX
$56.7B
$147M 0.08%
727,566
+22,975
+3% +$4.31M
DEO icon
212
Diageo
DEO
$47.5B
$145M 0.08%
882,553
+53,709
+6% +$8.79M
CFG icon
213
Citizens Financial Group
CFG
$30.1B
$145M 0.08%
3,279,277
-106,142
-3% -$4.42M
MSCI icon
214
MSCI
MSCI
$41.2B
$145M 0.08%
344,957
+8,315
+2% +$3.49M
SWK icon
215
Stanley Black & Decker
SWK
$14.4B
$144M 0.08%
721,328
+25,520
+4% +$4.63M
NVO
216
Novo Nordisk
NVO
$219B
$143M 0.08%
4,254,038
+220,690
+5% +$7.86M
A icon
217
Agilent Technologies
A
$38.7B
$143M 0.08%
1,125,367
+14,920
+1% +$1.84M
DVN icon
218
Devon Energy
DVN
$50.7B
$142M 0.08%
6,483,190
+688,863
+12% +$14.2M
BSX icon
219
Boston Scientific
BSX
$68.5B
$141M 0.08%
3,649,278
-60,627
-2% -$2.29M
BNY
220
Bank of New York Mellon
BNY
$107B
$141M 0.08%
2,981,530
+36,026
+1% +$1.58M
MSI icon
221
Motorola Solutions
MSI
$70.6B
$141M 0.08%
748,648
-4,881
-0.6% -$871K
AFL icon
222
Aflac
AFL
$64.4B
$140M 0.08%
2,741,969
-50,897
-2% -$2.44M
SAP icon
223
SAP
SAP
$200B
$140M 0.08%
1,141,020
+10,682
+0.9% +$1.35M
MRO
224
DELISTED
Marathon Oil Corporation
MRO
$140M 0.08%
13,103,704
+1,485,240
+13% +$14.3M
TT icon
225
Trane Technologies
TT
$106B
$139M 0.08%
842,303
+37,647
+5% +$5.83M
7 8
9
10 11

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AF
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MCM
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PSUF
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IA
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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.