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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
EAD
776
Allspring Income Opportunities Fund
EAD
$372M
$27.7M 0.02%
3,282,515
+1,605,183
+96% +$13.3M
PVH icon
777
PVH
PVH
$4.07B
$27.7M 0.02%
261,672
+6,353
+2% +$628K
NWSA icon
778
News Corp Class A
NWSA
$15.6B
$27.6M 0.02%
1,086,945
-79,780
-7% -$1.79M
WEX icon
779
WEX
WEX
$6.41B
$27.6M 0.02%
131,977
+1,679
+1% +$354K
CFR icon
780
Cullen/Frost Bankers
CFR
$10.5B
$27.6M 0.02%
253,459
+1,470
+0.6% +$152K
BWXT icon
781
BWX Technologies
BWXT
$14.4B
$27.4M 0.02%
415,737
+13,329
+3% +$799K
NBIS
782
Nebius Group N.V.
NBIS
$37.6B
$27.4M 0.02%
427,576
-27,351
-6% -$1.83M
E icon
783
ENI
E
$78.1B
$27.4M 0.02%
1,107,682
+131,414
+13% +$2.97M
MANH icon
784
Manhattan Associates
MANH
$12.1B
$27.3M 0.02%
232,965
+9,183
+4% +$1.11M
ENPH icon
785
Enphase Energy
ENPH
$4.62B
$27.3M 0.02%
168,605
+40,941
+32% +$7.35M
HUBB icon
786
Hubbell
HUBB
$24.4B
$27.2M 0.02%
145,605
+5,122
+4% +$886K
B
787
Barrick Mining
B
$60.9B
$27.1M 0.02%
1,368,958
-36,365
-3% -$784K
ENSG icon
788
The Ensign Group
ENSG
$10.6B
$27.1M 0.02%
288,404
+18,420
+7% +$1.58M
MORN icon
789
Morningstar
MORN
$7.57B
$27M 0.02%
120,173
-8,429
-7% -$1.98M
GNRC icon
790
Generac Holdings
GNRC
$11.5B
$27M 0.02%
82,581
-15,883
-16% -$4.68M
PTC icon
791
PTC
PTC
$15.3B
$27M 0.02%
196,386
+7,804
+4% +$1.04M
FSD
792
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$27M 0.02%
1,783,050
+950,770
+114% +$14.2M
SCM
793
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$26.9M 0.02%
500,017
+5,934
+1% +$320K
HWM icon
794
Howmet Aerospace
HWM
$109B
$26.9M 0.02%
836,647
+48,955
+6% +$1.41M
EDP
795
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$26.8M 0.02%
464,614
+20,618
+5% +$1.19M
DISCK
796
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$26.8M 0.02%
727,241
+56,612
+8% +$2.4M
SIMO icon
797
Silicon Motion
SIMO
$7.05B
$26.8M 0.02%
451,264
+87,508
+24% +$4.98M
EON
798
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$26.8M 0.02%
2,287,406
+102,716
+5% +$1.2M
SUI icon
799
Sun Communities
SUI
$15.8B
$26.8M 0.02%
178,514
+30,141
+20% +$4.45M
RGLD icon
800
Royal Gold
RGLD
$16.6B
$26.7M 0.02%
248,205
+11,270
+5% +$1.2M
30 31
32
33 34

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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.