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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
CHD icon
301
Church & Dwight Co
CHD
$23.7B
$101M 0.06%
1,152,709
+51,465
+5% +$4.29M
SNPS icon
302
Synopsys
SNPS
$73.5B
$101M 0.06%
405,745
+23,181
+6% +$5.89M
VFC icon
303
VF Corp
VFC
$7.16B
$100M 0.06%
1,250,832
+26,769
+2% +$2.17M
DXC icon
304
DXC Technology
DXC
$1.76B
$99.5M 0.06%
3,182,639
+639,835
+25% +$17.6M
WDC icon
305
Western Digital
WDC
$160B
$99.3M 0.06%
1,968,427
+87,280
+5% +$4.08M
INFO
306
DELISTED
IHS Markit Ltd. Common Shares
INFO
$99.2M 0.06%
1,024,887
+36,138
+4% +$3.3M
WBK
307
DELISTED
Westpac Banking Corporation
WBK
$99.1M 0.06%
5,339,002
+80,110
+2% +$1.41M
PPL
308
PPL Corp
PPL
$27.3B
$98.1M 0.06%
3,400,629
+6,090
+0.2% +$171K
SIVB
309
DELISTED
SVB Financial Group
SIVB
$98M 0.06%
198,491
-1,118
-0.6% -$550K
CCL icon
310
Carnival Corporation Ltd
CCL
$38.7B
$97.8M 0.06%
3,685,637
+20,757
+0.6% +$490K
EXPD icon
311
Expeditors International
EXPD
$22.4B
$97.7M 0.06%
907,474
+46,864
+5% +$4.51M
UBER icon
312
Uber
UBER
$144B
$97.7M 0.06%
1,792,025
+115,750
+7% +$6.46M
EXPE icon
313
Expedia Group
EXPE
$35.5B
$97.5M 0.06%
566,243
+113,331
+25% +$17.4M
DOC icon
314
Healthpeak Properties
DOC
$15.7B
$97.4M 0.06%
3,069,292
-49,209
-2% -$1.49M
APTV icon
315
Aptiv
APTV
$12.6B
$97.1M 0.06%
704,018
+79,948
+13% +$11.6M
MELI icon
316
Mercado Libre
MELI
$94.4B
$96.9M 0.06%
65,806
+3,405
+5% +$5.78M
DLR icon
317
Digital Realty Trust
DLR
$71.5B
$96.7M 0.06%
686,815
+37,045
+6% +$5.12M
PXD
318
DELISTED
Pioneer Natural Resource Co.
PXD
$96M 0.06%
604,566
+159,749
+36% +$22.7M
LUV icon
319
Southwest Airlines
LUV
$22.7B
$95.8M 0.05%
1,568,643
+68,598
+5% +$3.65M
XLNX
320
DELISTED
Xilinx Inc
XLNX
$95.6M 0.05%
771,638
+7,973
+1% +$1.06M
WELL icon
321
Welltower
WELL
$172B
$95.4M 0.05%
1,332,172
+3,510
+0.3% +$236K
IQV icon
322
IQVIA
IQV
$40.5B
$95.2M 0.05%
492,668
+43,562
+10% +$8.18M
WHR icon
323
Whirlpool
WHR
$2.49B
$94.4M 0.05%
428,348
+7,927
+2% +$1.57M
LUMN icon
324
Lumen
LUMN
$6.38B
$94.1M 0.05%
7,047,506
+694,845
+11% +$8.63M
QRVO icon
325
Qorvo
QRVO
$8.09B
$93.7M 0.05%
512,815
-37
-0% -$6.5K
11 12
13
14 15

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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.