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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
INGR icon
526
Ingredion
INGR
$6.48B
$50.9M 0.03%
565,968
+13,773
+2% +$1.18M
O icon
527
Realty Income
O
$61.6B
$50.8M 0.03%
825,801
+5,031
+0.6% +$298K
BOE icon
528
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$50.7M 0.03%
4,413,640
+2,606,180
+144% +$28.9M
RJF icon
529
Raymond James Financial
RJF
$33.8B
$50.5M 0.03%
618,189
+4,783
+0.8% +$356K
MKL icon
530
Markel Group
MKL
$25.3B
$50.4M 0.03%
44,243
+1,390
+3% +$1.5M
MIDD icon
531
Middleby
MIDD
$5.95B
$50.4M 0.03%
304,165
+8,552
+3% +$1.26M
AAP icon
532
Advance Auto Parts
AAP
$3.48B
$49.9M 0.03%
272,003
+16,805
+7% +$2.82M
MKTX icon
533
MarketAxess Holdings
MKTX
$4.4B
$49.8M 0.03%
100,089
-1,581
-2% -$843K
RNG icon
534
RingCentral
RNG
$4.83B
$49.7M 0.03%
166,891
-10,494
-6% -$3.86M
DKS icon
535
Dick's Sporting Goods
DKS
$18.9B
$49.6M 0.03%
651,430
-15,648
-2% -$1.13M
LVS icon
536
Las Vegas Sands
LVS
$32.1B
$49.5M 0.03%
813,862
+18,143
+2% +$1.06M
WSM icon
537
Williams-Sonoma
WSM
$27.4B
$49.4M 0.03%
551,566
-41,994
-7% -$2.83M
RHI icon
538
Robert Half
RHI
$4.15B
$49.4M 0.03%
632,382
+38,826
+7% +$2.81M
ZD icon
539
Ziff Davis
ZD
$1.98B
$49.4M 0.03%
473,618
-28,314
-6% -$2.67M
CRH icon
540
CRH
CRH
$67.9B
$49.4M 0.03%
1,050,454
+34,625
+3% +$1.56M
SNA icon
541
Snap-on
SNA
$21.4B
$49.3M 0.03%
213,788
+10,541
+5% +$2.08M
PAYC icon
542
Paycom
PAYC
$7.9B
$49.3M 0.03%
133,127
+13,316
+11% +$5.25M
HES
543
DELISTED
Hess
HES
$49.2M 0.03%
695,768
+8,204
+1% +$525K
ALC icon
544
Alcon
ALC
$34B
$49.2M 0.03%
701,423
-60,244
-8% -$4.26M
MYI icon
545
BlackRock MuniYield Quality Fund III
MYI
$717M
$49.2M 0.03%
3,450,569
+1,370,969
+66% +$19.5M
CRWD icon
546
CrowdStrike
CRWD
$183B
$49.2M 0.03%
1,077,308
+230,832
+27% +$12.2M
OKTA icon
547
Okta
OKTA
$23.4B
$49.1M 0.03%
222,608
-20,648
-8% -$5.19M
LAD icon
548
Lithia Motors
LAD
$9.3B
$49M 0.03%
125,499
+1,436
+1% +$516K
CTLT
549
DELISTED
CATALENT, INC.
CTLT
$48.9M 0.03%
463,876
+40,341
+10% +$4.5M
NET icon
550
Cloudflare
NET
$93.5B
$48.7M 0.03%
692,838
+632,103
+1,041% +$48.7M
20 21
22
23 24

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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.