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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
ROST icon
176
Ross Stores
ROST
$77.6B
$176M 0.1%
1,471,745
-6,070
-0.4% -$720K
GLW icon
177
Corning
GLW
$119B
$175M 0.1%
4,031,270
+100,616
+3% +$3.87M
DOW icon
178
Dow Inc
DOW
$20.9B
$174M 0.1%
2,715,284
+198,915
+8% +$11.9M
MET icon
179
MetLife
MET
$61.4B
$171M 0.1%
2,805,024
+51,553
+2% +$2.84M
AIG icon
180
American International
AIG
$42.3B
$170M 0.1%
3,683,109
+83,445
+2% +$3.61M
AGG icon
181
iShares Core US Aggregate Bond ETF
AGG
$138B
$169M 0.1%
1,485,790
+155,355
+12% +$18M
WBA
182
DELISTED
Walgreens Boots Alliance
WBA
$168M 0.1%
3,067,430
+168,721
+6% +$8.34M
EA icon
183
Electronic Arts
EA
$52.4B
$168M 0.1%
1,241,934
+4,436
+0.4% +$615K
TROW icon
184
T. Rowe Price
TROW
$25.4B
$165M 0.09%
964,034
+4,213
+0.4% +$691K
PRU icon
185
Prudential Financial
PRU
$42.3B
$165M 0.09%
1,815,687
-23,856
-1% -$2.04M
IDXX icon
186
Idexx Laboratories
IDXX
$44B
$165M 0.09%
336,580
+16,515
+5% +$8.27M
TDG icon
187
TransDigm Group
TDG
$71.4B
$165M 0.09%
280,125
+13,801
+5% +$8.13M
BABA icon
188
Alibaba
BABA
$273B
$164M 0.09%
723,316
-188,583
-21% -$46.3M
PH icon
189
Parker-Hannifin
PH
$123B
$164M 0.09%
519,305
+13,122
+3% +$3.79M
ILMN icon
190
Illumina
ILMN
$28.7B
$163M 0.09%
437,390
+16,456
+4% +$6.71M
AON icon
191
Aon
AON
$78.8B
$163M 0.09%
709,247
+22,054
+3% +$4.85M
AZN icon
192
AstraZeneca
AZN
$265B
$160M 0.09%
1,613,988
+131,194
+9% +$13.2M
DFS
193
DELISTED
Discover Financial Services
DFS
$160M 0.09%
1,687,698
-47,983
-3% -$4.52M
LYB icon
194
LyondellBasell Industries
LYB
$18.9B
$159M 0.09%
1,529,488
+24,547
+2% +$2.44M
TM icon
195
Toyota
TM
$215B
$157M 0.09%
1,006,536
+16,007
+2% +$2.42M
GIS icon
196
General Mills
GIS
$19.5B
$156M 0.09%
2,543,145
+89,550
+4% +$5.17M
AZO icon
197
AutoZone
AZO
$50B
$155M 0.09%
110,611
+726
+0.7% +$899K
ORLY icon
198
O'Reilly Automotive
ORLY
$75.1B
$155M 0.09%
4,579,695
+107,505
+2% +$3.33M
FCX icon
199
Freeport-McMoran
FCX
$88.7B
$155M 0.09%
4,699,636
+502,875
+12% +$16.3M
ALGN icon
200
Align Technology
ALGN
$12.1B
$155M 0.09%
285,698
+11,883
+4% +$6.57M
6 7
8
9 10

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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.