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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
DE icon
76
Deere & Co
DE
$167B
$369M 0.21%
986,070
+44,618
+5% +$14.6M
IBM icon
77
IBM
IBM
$205B
$367M 0.21%
2,878,468
+42,084
+1% +$5.04M
BA icon
78
Boeing
BA
$168B
$363M 0.21%
1,425,052
+55,053
+4% +$12.2M
ADP icon
79
Automatic Data Processing
ADP
$102B
$357M 0.2%
1,894,447
+51,600
+3% +$8.96M
GE icon
80
GE Aerospace
GE
$372B
$356M 0.2%
5,433,475
+324,204
+6% +$19.6M
MU icon
81
Micron Technology
MU
$990B
$354M 0.2%
4,010,877
+170,551
+4% +$14.5M
MO icon
82
Altria Group
MO
$121B
$352M 0.2%
6,871,950
+613,195
+10% +$27.5M
LRCX icon
83
Lam Research
LRCX
$355B
$350M 0.2%
5,886,490
+16,560
+0.3% +$902K
GS icon
84
Goldman Sachs
GS
$310B
$348M 0.2%
1,065,529
+45,074
+4% +$14M
KR icon
85
Kroger
KR
$35.7B
$344M 0.2%
9,544,315
-50,888
-0.5% -$1.74M
ELV icon
86
Elevance Health
ELV
$81.9B
$339M 0.19%
943,726
+18,882
+2% +$6.07M
IEMG icon
87
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$329M 0.19%
5,111,025
+205,901
+4% +$13.5M
TJX icon
88
TJX Companies
TJX
$173B
$322M 0.18%
4,869,406
+105,390
+2% +$7.05M
CHTR icon
89
Charter Communications
CHTR
$15.2B
$322M 0.18%
521,148
-8,976
-2% -$5.61M
MDLZ icon
90
Mondelez International
MDLZ
$77.8B
$317M 0.18%
5,416,775
+95,013
+2% +$5.36M
AXP icon
91
American Express
AXP
$228B
$315M 0.18%
2,228,498
+105,655
+5% +$14M
FDX icon
92
FedEx
FDX
$74B
$314M 0.18%
1,107,215
+112,187
+11% +$28.9M
ITW icon
93
Illinois Tool Works
ITW
$82.5B
$313M 0.18%
1,412,553
+25,804
+2% +$5.36M
RTX icon
94
RTX Corp
RTX
$294B
$307M 0.18%
3,976,434
-21,750
-0.5% -$1.59M
MCO icon
95
Moody's
MCO
$84.6B
$303M 0.17%
1,015,200
-19,253
-2% -$5.42M
ASML icon
96
ASML
ASML
$631B
$301M 0.17%
488,348
+24,603
+5% +$13.6M
NOW icon
97
ServiceNow
NOW
$108B
$298M 0.17%
2,974,755
-53,575
-2% -$5.66M
BKNG icon
98
Booking.com
BKNG
$143B
$297M 0.17%
3,191,850
+291,225
+10% +$25.9M
AMD icon
99
Advanced Micro Devices
AMD
$790B
$296M 0.17%
3,776,737
+132,940
+4% +$11.4M
ISRG icon
100
Intuitive Surgical
ISRG
$128B
$291M 0.17%
1,183,068
-11,532
-1% -$2.9M
2 3
4
5 6

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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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ACI
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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.