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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
MSFT icon
1
Microsoft
MSFT
$2.99T
$7.62B 4.37%
32,312,220
+468,965
+1% +$109M
AAPL icon
2
Apple
AAPL
$4.8T
$6.62B 3.8%
54,211,029
+354,209
+0.7% +$45.5M
AMZN icon
3
Amazon
AMZN
$2.69T
$4.22B 2.42%
27,284,200
+790,060
+3% +$125M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$973B
$3.67B 2.11%
10,074,602
-2,068,699
-17% -$734M
META icon
5
Meta Platforms (Facebook)
META
$1.64T
$2.59B 1.49%
8,798,461
+24,390
+0.3% +$6.57M
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$4.3T
$2.27B 1.3%
21,997,440
+231,660
+1% +$22.9M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.29T
$1.8B 1.03%
17,434,000
+689,560
+4% +$68.4M
JNJ icon
8
Johnson & Johnson
JNJ
$599B
$1.78B 1.02%
10,854,658
+354,559
+3% +$57.4M
JPM icon
9
JPMorgan Chase
JPM
$901B
$1.59B 0.91%
10,432,685
-30,701
-0.3% -$4.42M
V icon
10
Visa
V
$686B
$1.45B 0.83%
6,839,236
+164,988
+2% +$34.7M
UNH icon
11
UnitedHealth
UNH
$383B
$1.41B 0.81%
3,792,825
+93,157
+3% +$32.3M
TSLA icon
12
Tesla
TSLA
$1.39T
$1.31B 0.75%
5,896,767
+457,893
+8% +$115M
BRK.B icon
13
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.3B 0.74%
5,082,340
+192,974
+4% +$46.9M
PG icon
14
Procter & Gamble
PG
$347B
$1.22B 0.7%
9,004,110
-52,902
-0.6% -$6.9M
HD icon
15
Home Depot
HD
$332B
$1.19B 0.68%
3,907,388
+65,737
+2% +$18.1M
MA icon
16
Mastercard
MA
$484B
$1.17B 0.67%
3,290,769
+111,552
+4% +$38.9M
DIS icon
17
Walt Disney
DIS
$167B
$1.08B 0.62%
5,857,330
+141,572
+2% +$26.1M
INTC icon
18
Intel
INTC
$488B
$1.07B 0.62%
16,763,139
+809,403
+5% +$48.2M
PYPL icon
19
PayPal
PYPL
$50.1B
$1.03B 0.59%
4,224,917
+67,008
+2% +$16.9M
NVDA icon
20
NVIDIA
NVDA
$4.92T
$1.02B 0.59%
76,509,880
+1,405,280
+2% +$18.9M
ADBE icon
21
Adobe
ADBE
$93.3B
$974M 0.56%
2,049,122
+32,459
+2% +$15.2M
BAC icon
22
Bank of America
BAC
$424B
$968M 0.56%
25,030,865
-1,919
-0% -$66.2K
PFE icon
23
Pfizer
PFE
$141B
$962M 0.55%
26,545,631
+2,089,297
+9% +$74.2M
CSCO icon
24
Cisco
CSCO
$436B
$935M 0.54%
18,084,715
+160,829
+0.9% +$7.55M
VZ icon
25
Verizon
VZ
$182B
$931M 0.53%
16,017,674
-353,470
-2% -$19.9M
1
2 3 4 5

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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.