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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
MXIM
451
DELISTED
Maxim Integrated Products
MXIM
$63.9M 0.04%
699,870
+56,269
+9% +$5.16M
HIT
452
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$63.7M 0.04%
688,913
+28,083
+4% +$2.6M
MAS icon
453
Masco
MAS
$16.5B
$63.5M 0.04%
1,060,391
-15,341
-1% -$857K
ODFL icon
454
Old Dominion Freight Line
ODFL
$47.1B
$63.3M 0.04%
526,644
+32,450
+7% +$3.48M
ZM icon
455
Zoom
ZM
$26.8B
$63.2M 0.04%
196,651
+23,452
+14% +$8.63M
AKAM icon
456
Akamai
AKAM
$16.3B
$62.9M 0.04%
617,593
+190
+0% +$19.6K
ANET icon
457
Arista Networks
ANET
$214B
$62.7M 0.04%
3,323,472
-166,976
-5% -$3.12M
ABB
458
DELISTED
ABB Ltd
ABB
$62.7M 0.04%
2,056,211
-76,034
-4% -$2.28M
VEEV icon
459
Veeva Systems
VEEV
$32.7B
$62.6M 0.04%
239,697
+19,423
+9% +$5.41M
TEVA icon
460
Teva Pharmaceuticals
TEVA
$36.9B
$62.4M 0.04%
5,406,723
+434,343
+9% +$4.98M
UBS icon
461
UBS Group
UBS
$171B
$62.3M 0.04%
4,009,883
+99,340
+3% +$1.53M
EIX icon
462
Edison International
EIX
$30.7B
$62.1M 0.04%
1,060,203
-97,987
-8% -$5.75M
EQR icon
463
Equity Residential
EQR
$25.5B
$62M 0.04%
865,395
+86,823
+11% +$5.75M
BG icon
464
Bunge Global
BG
$22.8B
$61.9M 0.04%
781,364
+9,148
+1% +$680K
VIG icon
465
Vanguard Dividend Appreciation ETF
VIG
$113B
$61.7M 0.04%
419,319
+17,246
+4% +$2.45M
AJG icon
466
Arthur J. Gallagher & Co
AJG
$68.2B
$61.3M 0.04%
491,459
+15,692
+3% +$1.89M
HST icon
467
Host Hotels & Resorts
HST
$17.4B
$61M 0.04%
3,622,852
+1,196,558
+49% +$18.7M
HLT icon
468
Hilton Worldwide
HLT
$73.4B
$60.9M 0.03%
503,449
+43,532
+9% +$5.03M
MOS icon
469
The Mosaic Company
MOS
$7.34B
$60.9M 0.03%
1,925,693
+85,769
+5% +$2.53M
FHN icon
470
First Horizon
FHN
$12.3B
$60.4M 0.03%
3,573,535
-578,726
-14% -$9.15M
BF
471
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$60.4M 0.03%
2,916,717
-7,820
-0.3% -$162K
TTWO icon
472
Take-Two Interactive
TTWO
$46B
$60.1M 0.03%
339,956
-9,363
-3% -$1.77M
WST icon
473
West Pharmaceutical
WST
$23.7B
$60M 0.03%
212,907
+21,807
+11% +$6.24M
FLR icon
474
Fluor
FLR
$6.89B
$59.9M 0.03%
2,592,801
+402,405
+18% +$7.82M
CSGP icon
475
CoStar Group
CSGP
$12.4B
$59.6M 0.03%
725,590
-61,010
-8% -$5.27M
17 18
19
20 21

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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.