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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
WTM icon
1076
White Mountains Insurance
WTM
$5.33B
$16M 0.01%
14,394
-630
-4% -$705K
MOD icon
1077
Modine Manufacturing
MOD
$9.46B
$16M 0.01%
1,084,299
-361,875
-25% -$5.15M
UAA icon
1078
Under Armour
UAA
$3.01B
$15.9M 0.01%
719,724
+70,510
+11% +$1.47M
OGS icon
1079
ONE Gas
OGS
$5.01B
$15.9M 0.01%
207,256
+25,298
+14% +$1.85M
ICLR icon
1080
Icon
ICLR
$13.7B
$15.9M 0.01%
81,057
+5,666
+8% +$1.12M
XLB icon
1081
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$15.9M 0.01%
403,214
+105,630
+35% +$3.99M
BMRN icon
1082
BioMarin Pharmaceuticals
BMRN
$11.9B
$15.9M 0.01%
210,257
-12,256
-6% -$1M
FCF icon
1083
First Commonwealth Financial
FCF
$2.22B
$15.8M 0.01%
1,102,721
-76,839
-7% -$1.02M
IWM icon
1084
iShares Russell 2000 ETF
IWM
$79.1B
$15.8M 0.01%
71,705
-116,353
-62% -$25.4M
PB icon
1085
Prosperity Bancshares
PB
$8.9B
$15.8M 0.01%
210,988
+702
+0.3% +$51.3K
DKNG icon
1086
DraftKings
DKNG
$12.2B
$15.8M 0.01%
257,461
-45,332
-15% -$2.72M
SKX
1087
DELISTED
Skechers
SKX
$15.8M 0.01%
378,544
+50,148
+15% +$1.89M
KBH icon
1088
KB Home
KBH
$3.5B
$15.7M 0.01%
338,035
-9,413
-3% -$389K
FND icon
1089
Floor & Decor
FND
$6.03B
$15.7M 0.01%
164,382
-11,559
-7% -$1.13M
LYFT icon
1090
Lyft
LYFT
$5.86B
$15.7M 0.01%
248,228
+77,808
+46% +$4.34M
ATH
1091
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$15.6M 0.01%
310,021
+691
+0.2% +$32.1K
FHI icon
1092
Federated Hermes
FHI
$4.56B
$15.6M 0.01%
497,185
+29,970
+6% +$880K
GDDY icon
1093
GoDaddy
GDDY
$13.9B
$15.5M 0.01%
200,048
-40,231
-17% -$3.24M
TWNK
1094
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$15.5M 0.01%
1,079,676
-2,909
-0.3% -$42.7K
NSIT icon
1095
Insight Enterprises
NSIT
$3.85B
$15.5M 0.01%
161,972
-5,410
-3% -$464K
UHAL icon
1096
U-Haul Holding Co
UHAL
$14B
$15.4M 0.01%
251,560
+22,080
+10% +$1.17M
SXT icon
1097
Sensient Technologies
SXT
$5.22B
$15.4M 0.01%
197,309
-12,452
-6% -$957K
LFUS icon
1098
Littelfuse
LFUS
$10.4B
$15.4M 0.01%
58,186
+10,777
+23% +$2.87M
BHF icon
1099
Brighthouse Financial
BHF
$3.61B
$15.4M 0.01%
347,270
-560
-0.2% -$23K
MTG icon
1100
MGIC Investment
MTG
$6.47B
$15.4M 0.01%
1,109,261
-13,077
-1% -$167K
42 43
44
45 46

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MCM
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PSUF
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IA
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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.