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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
OSK icon
626
Oshkosh
OSK
$8.93B
$39.8M 0.02%
335,235
+20,420
+6% +$2.12M
STM icon
627
STMicroelectronics
STM
$43.1B
$39.7M 0.02%
1,035,037
-22,018
-2% -$859K
QGEN icon
628
Qiagen
QGEN
$8.64B
$39.5M 0.02%
766,005
+34,292
+5% +$1.88M
BUD icon
629
AB InBev
BUD
$163B
$39.5M 0.02%
628,463
+1,286
+0.2% +$83.1K
UTHR icon
630
United Therapeutics
UTHR
$25.9B
$39.2M 0.02%
234,574
-21,520
-8% -$3.59M
JKHY icon
631
Jack Henry & Associates
JKHY
$11.5B
$39.1M 0.02%
257,437
+2,639
+1% +$403K
VIGI icon
632
Vanguard International Dividend Appreciation ETF
VIGI
$9B
$38.9M 0.02%
469,402
+5,468
+1% +$455K
HZNP
633
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$38.9M 0.02%
422,099
-6,154
-1% -$519K
FICO icon
634
Fair Isaac
FICO
$32.4B
$38.7M 0.02%
79,698
-172
-0.2% -$81.8K
TPR icon
635
Tapestry
TPR
$30B
$38.7M 0.02%
939,151
+694
+0.1% +$26.7K
LKQ icon
636
LKQ Corp
LKQ
$6.76B
$38.6M 0.02%
912,576
-4,796
-0.5% -$189K
UMC icon
637
United Microelectronic
UMC
$43.3B
$38.6M 0.02%
4,236,358
-415,146
-9% -$3.84M
XPO icon
638
XPO
XPO
$24B
$38.5M 0.02%
901,687
+19,109
+2% +$793K
LNG icon
639
Cheniere Energy
LNG
$53.9B
$38.4M 0.02%
532,976
+4,505
+0.9% +$308K
ATO icon
640
Atmos Energy
ATO
$29.9B
$38.3M 0.02%
387,751
+5,566
+1% +$507K
STE icon
641
Steris
STE
$22.8B
$38.3M 0.02%
201,173
+14,695
+8% +$2.73M
PARR icon
642
Par Pacific Holdings
PARR
$4.15B
$38.2M 0.02%
2,703,645
+4,508
+0.2% +$70.1K
POOL icon
643
Pool Corp
POOL
$7.06B
$38.1M 0.02%
110,386
+5,286
+5% +$1.84M
SPOT icon
644
Spotify
SPOT
$106B
$38.1M 0.02%
142,043
-3,810
-3% -$1.19M
LW icon
645
Lamb Weston
LW
$7.49B
$38M 0.02%
490,444
+61,059
+14% +$4.81M
ROKU icon
646
Roku
ROKU
$21.5B
$37.9M 0.02%
116,476
+17,965
+18% +$7.04M
JAZZ icon
647
Jazz Pharmaceuticals
JAZZ
$16.1B
$37.6M 0.02%
228,543
+23,727
+12% +$3.9M
JBL icon
648
Jabil
JBL
$30.2B
$37.6M 0.02%
720,169
+26,037
+4% +$1.19M
CPRI icon
649
Capri Holdings
CPRI
$1.79B
$37.3M 0.02%
730,972
-27,224
-4% -$1.28M
USFD icon
650
US Foods
USFD
$22.6B
$37.2M 0.02%
977,114
-138,634
-12% -$5.01M
24 25
26
27 28

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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.