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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
NI icon
601
NiSource
NI
$21.6B
$42.3M 0.02%
1,753,683
+15,533
+0.9% +$350K
MPWR icon
602
Monolithic Power Systems
MPWR
$64.9B
$42.2M 0.02%
119,572
+198
+0.2% +$72.1K
GL icon
603
Globe Life
GL
$13.9B
$42.1M 0.02%
435,539
-7,758
-2% -$743K
AOS icon
604
A.O. Smith
AOS
$8.54B
$42M 0.02%
620,503
-23,375
-4% -$1.42M
INCY icon
605
Incyte
INCY
$25.5B
$41.9M 0.02%
515,804
-30,597
-6% -$2.61M
NCLH icon
606
Norwegian Cruise Line
NCLH
$9.73B
$41.4M 0.02%
1,501,468
+62,632
+4% +$1.67M
TYL icon
607
Tyler Technologies
TYL
$14B
$41.3M 0.02%
97,287
+6,393
+7% +$2.76M
TEAM icon
608
Atlassian
TEAM
$26.7B
$41.2M 0.02%
195,592
+18,543
+10% +$4.31M
ALLY icon
609
Ally Financial
ALLY
$13.4B
$41.1M 0.02%
908,474
+54,134
+6% +$2.27M
AV
610
DELISTED
Aviva Plc
AV
$41.1M 0.02%
3,634,558
+84,150
+2% +$951K
DRE
611
DELISTED
Duke Realty Corp.
DRE
$41M 0.02%
978,521
+51,609
+6% +$2.08M
PNW icon
612
Pinnacle West Capital
PNW
$12.4B
$40.7M 0.02%
500,284
+17,721
+4% +$1.37M
AFB
613
AllianceBernstein National Municipal Income Fund
AFB
$315M
$40.7M 0.02%
2,857,125
+966,423
+51% +$13.8M
ISD
614
PGIM High Yield Bond Fund
ISD
$415M
$40.6M 0.02%
2,593,683
+1,065,549
+70% +$16.4M
HOLX
615
DELISTED
Hologic
HOLX
$40.5M 0.02%
544,289
+43,197
+9% +$3.28M
PANW icon
616
Palo Alto Networks
PANW
$260B
$40.5M 0.02%
753,912
-17,508
-2% -$1.04M
ULTA icon
617
Ulta Beauty
ULTA
$22B
$40.4M 0.02%
130,590
-844
-0.6% -$262K
AMCR icon
618
Amcor
AMCR
$21.3B
$40.4M 0.02%
691,195
+41,075
+6% +$2.34M
CIT
619
DELISTED
CIT Group Inc.
CIT
$40.4M 0.02%
783,633
-86,928
-10% -$3.9M
TECH icon
620
Bio-Techne
TECH
$11.2B
$40.3M 0.02%
422,108
-8,656
-2% -$790K
EPAM icon
621
EPAM Systems
EPAM
$5.63B
$40.3M 0.02%
101,566
+5,474
+6% +$2M
MGA icon
622
Magna International
MGA
$19.1B
$40.2M 0.02%
456,941
+352
+0.1% +$28.6K
SNN icon
623
Smith & Nephew
SNN
$13.8B
$40.2M 0.02%
1,060,599
+146,261
+16% +$6.04M
BIO icon
624
Bio-Rad Laboratories Class A
BIO
$8.75B
$40M 0.02%
70,012
-2,080
-3% -$1.23M
TDY icon
625
Teledyne Technologies
TDY
$29.7B
$39.8M 0.02%
96,278
+5,703
+6% +$2.2M
23 24
25
26 27

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AF
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MCM
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PSUF
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IA
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SCC
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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.