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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
FELE icon
1426
Franklin Electric
FELE
$4.66B
$9.48M 0.01%
120,047
+2,476
+2% +$186K
RDN icon
1427
Radian Group
RDN
$5.28B
$9.47M 0.01%
407,185
-79,166
-16% -$1.69M
ADC icon
1428
Agree Realty
ADC
$9.66B
$9.46M 0.01%
140,576
+12,753
+10% +$832K
PRI icon
1429
Primerica
PRI
$10.1B
$9.45M 0.01%
63,956
+2,146
+3% +$308K
FFIN icon
1430
First Financial Bankshares
FFIN
$5.05B
$9.45M 0.01%
202,252
+1,794
+0.9% +$78.1K
SSD icon
1431
Simpson Manufacturing
SSD
$7.79B
$9.42M 0.01%
90,818
-5,729
-6% -$574K
FRME icon
1432
First Merchants
FRME
$2.69B
$9.36M 0.01%
201,208
+14,798
+8% +$638K
ITGR icon
1433
Integer Holdings
ITGR
$3.39B
$9.35M 0.01%
101,538
+10,555
+12% +$892K
SAFM
1434
DELISTED
Sanderson Farms Inc
SAFM
$9.34M 0.01%
59,952
+973
+2% +$144K
PRAH
1435
DELISTED
PRA Health Sciences, Inc.
PRAH
$9.33M 0.01%
60,847
+820
+1% +$111K
THRM icon
1436
Gentherm
THRM
$1.32B
$9.32M 0.01%
125,734
+2,389
+2% +$169K
OPLN
1437
Openlane
OPLN
$4.28B
$9.32M 0.01%
621,125
+7,349
+1% +$125K
AWI icon
1438
Armstrong World Industries
AWI
$7.37B
$9.31M 0.01%
103,297
+23,603
+30% +$2M
NTRA icon
1439
Natera
NTRA
$36.4B
$9.29M 0.01%
91,454
-365
-0.4% -$40K
VIRT icon
1440
Virtu Financial
VIRT
$5.04B
$9.22M 0.01%
297,096
+33,875
+13% +$934K
HQY icon
1441
HealthEquity
HQY
$8.71B
$9.19M 0.01%
135,166
+25,949
+24% +$2.04M
GWB
1442
DELISTED
Great Western Bancorp, Inc.
GWB
$9.19M 0.01%
303,354
-42,709
-12% -$1.16M
SHOO icon
1443
Steven Madden
SHOO
$3.17B
$9.19M 0.01%
246,514
+12,671
+5% +$461K
PR
1444
Permian Resources
PR
$17.4B
$9.17M 0.01%
2,182,422
+390,858
+22% +$1.37M
CRUS icon
1445
Cirrus Logic
CRUS
$6.76B
$9.16M 0.01%
108,038
-10,555
-9% -$914K
SFBS
1446
ServisFirst Bancshares
SFBS
$4.9B
$9.15M 0.01%
149,172
-1,852
-1% -$92K
LBTYA icon
1447
Liberty Global Class A
LBTYA
$3.59B
$9.14M 0.01%
356,098
+4,269
+1% +$108K
RUN icon
1448
Sunrun
RUN
$2.26B
$9.13M 0.01%
150,950
+2,234
+2% +$155K
PEN icon
1449
Penumbra
PEN
$12.6B
$9.1M 0.01%
33,615
+2,488
+8% +$642K
IWV icon
1450
iShares Russell 3000 ETF
IWV
$19.2B
$9.09M 0.01%
38,335
-1,165
-3% -$271K
56 57
58
59 60

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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.