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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
WU icon
651
Western Union
WU
$2.54B
$37.2M 0.02%
1,506,819
-68,144
-4% -$1.6M
UMPQ
652
DELISTED
Umpqua Holdings Corp
UMPQ
$37.1M 0.02%
2,116,427
-125,717
-6% -$2.13M
DOX icon
653
Amdocs
DOX
$6B
$37.1M 0.02%
529,089
+29,673
+6% +$2.24M
WIX icon
654
WIX.com
WIX
$2.59B
$37.1M 0.02%
132,839
+5,729
+5% +$1.64M
FDS icon
655
Factset
FDS
$10.2B
$37M 0.02%
119,906
-945
-0.8% -$299K
VNO icon
656
Vornado Realty Trust
VNO
$7.79B
$36.9M 0.02%
813,097
+34,174
+4% +$1.42M
DPZ icon
657
Domino's
DPZ
$12B
$36.9M 0.02%
100,338
-5,882
-6% -$2.17M
EVRG icon
658
Evergy
EVRG
$19.4B
$36.8M 0.02%
617,711
+64,077
+12% +$3.55M
SABA
659
Saba Capital Income & Opportunities Fund II
SABA
$221M
$36.8M 0.02%
3,462,358
+1,415,478
+69% +$15.6M
PPLI
660
People Inc
PPLI
$3.16B
$36.8M 0.02%
311,428
+17,107
+6% +$2.12M
WCC
661
WESCO International
WCC
$15.7B
$36.7M 0.02%
424,597
-98,824
-19% -$8.32M
RDS.B
662
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$36.7M 0.02%
995,815
+130,798
+15% +$4.99M
HOG icon
663
Harley-Davidson
HOG
$2.65B
$36.4M 0.02%
907,621
-102,955
-10% -$3.83M
AWF
664
AllianceBernstein Global High Income Fund
AWF
$871M
$36.2M 0.02%
3,055,891
+1,337,402
+78% +$15.7M
TRGP icon
665
Targa Resources
TRGP
$57.3B
$36.2M 0.02%
1,139,614
-38,392
-3% -$1.19M
WPP icon
666
WPP
WPP
$4.68B
$36.1M 0.02%
565,515
-20,338
-3% -$1.2M
WBD icon
667
Warner Bros
WBD
$64.7B
$36.1M 0.02%
830,245
+75,406
+10% +$3.77M
NWL icon
668
Newell Brands
NWL
$2.23B
$36M 0.02%
1,344,954
-46,742
-3% -$1.16M
MPT
669
Medical Properties Trust
MPT
$2.86B
$35.9M 0.02%
1,686,394
-3,062
-0.2% -$65.8K
ALLE icon
670
Allegion
ALLE
$13.5B
$35.8M 0.02%
285,054
+8,753
+3% +$1.01M
BIDU icon
671
Baidu
BIDU
$36.5B
$35.8M 0.02%
164,574
-49,420
-23% -$12.9M
CCEP icon
672
Coca-Cola Europacific Partners
CCEP
$49.1B
$35.8M 0.02%
685,774
-103,459
-13% -$5.26M
NMR icon
673
Nomura Holdings
NMR
$28.7B
$35.7M 0.02%
6,666,418
+338,781
+5% +$2M
VC icon
674
Visteon
VC
$2.86B
$35.7M 0.02%
292,674
+49,159
+20% +$6.45M
IBN icon
675
ICICI Bank
IBN
$108B
$35.7M 0.02%
2,226,074
-47,622
-2% -$778K
25 26
27
28 29

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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.