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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
PARA
151
DELISTED
Paramount Global Class B
PARA
$200M 0.11%
4,437,337
-176,520
-4% -$10.8M
ITOT icon
152
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$199M 0.11%
2,175,940
+148,443
+7% +$13.3M
PGR icon
153
Progressive
PGR
$124B
$198M 0.11%
2,072,824
-69,090
-3% -$6.28M
BBY icon
154
Best Buy
BBY
$18B
$194M 0.11%
1,689,533
-6,024
-0.4% -$675K
EQIX icon
155
Equinix
EQIX
$107B
$194M 0.11%
285,178
-6,137
-2% -$4.21M
EMR icon
156
Emerson Electric
EMR
$82.9B
$194M 0.11%
2,145,675
+95,792
+5% +$8.24M
EXC icon
157
Exelon
EXC
$48.6B
$194M 0.11%
6,202,357
-80,117
-1% -$2.41M
NEM icon
158
Newmont
NEM
$98.2B
$193M 0.11%
3,194,859
-11,098
-0.3% -$664K
HPQ icon
159
HP
HPQ
$23.5B
$192M 0.11%
6,038,328
+277,824
+5% +$7.67M
CB icon
160
Chubb
CB
$140B
$191M 0.11%
1,211,022
+18,136
+2% +$2.92M
F icon
161
Ford
F
$57.3B
$190M 0.11%
15,473,410
+431,830
+3% +$4.94M
KLAC icon
162
KLA
KLAC
$275B
$188M 0.11%
5,694,320
+271,250
+5% +$8.17M
KSS icon
163
Kohl's
KSS
$2.03B
$186M 0.11%
3,121,087
+631,292
+25% +$32.4M
BIIB icon
164
Biogen
BIIB
$29.9B
$185M 0.11%
662,298
+18,408
+3% +$4.96M
GPN icon
165
Global Payments
GPN
$22.1B
$184M 0.11%
911,919
+27,980
+3% +$5.57M
EW icon
166
Edwards Lifesciences
EW
$47.6B
$184M 0.11%
2,195,644
+63,089
+3% +$5.33M
WM icon
167
Waste Management
WM
$95.9B
$181M 0.1%
1,406,058
+26,258
+2% +$3.07M
FITB
168
Fifth Third Bancorp
FITB
$52B
$181M 0.1%
4,822,894
-105,575
-2% -$3.58M
VRTX icon
169
Vertex Pharmaceuticals
VRTX
$121B
$180M 0.1%
838,073
+8,979
+1% +$1.97M
ROP icon
170
Roper Technologies
ROP
$36.3B
$180M 0.1%
446,277
-18,571
-4% -$7.45M
ALL icon
171
Allstate
ALL
$66.9B
$179M 0.1%
1,559,723
+28,103
+2% +$3.1M
MTD icon
172
Mettler-Toledo International
MTD
$26.8B
$177M 0.1%
153,552
+3,342
+2% +$3.87M
D icon
173
Dominion Energy
D
$62.5B
$177M 0.1%
2,328,930
-143,627
-6% -$10.4M
NOC icon
174
Northrop Grumman
NOC
$77B
$177M 0.1%
546,040
+1,975
+0.4% +$595K
JCI icon
175
Johnson Controls International
JCI
$87.5B
$177M 0.1%
2,961,108
+43,385
+1% +$2.38M
5 6
7
8 9

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MCM
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PSUF
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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.