We are live on ! Find out more
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
SCHW
101
Charles Schwab
SCHW
$181B
$289M 0.17%
4,438,232
+252,361
+6% +$15.3M
VTI icon
102
Vanguard Total Stock Market ETF
VTI
$656B
$289M 0.17%
1,399,509
-21,044
-1% -$4.26M
LMT icon
103
Lockheed Martin
LMT
$134B
$288M 0.17%
779,951
-17,458
-2% -$5.99M
SHW icon
104
Sherwin-Williams
SHW
$80B
$288M 0.17%
1,171,134
+10,509
+0.9% +$2.5M
APD icon
105
Air Products & Chemicals
APD
$64.9B
$286M 0.16%
1,017,227
+126,669
+14% +$34.4M
COP icon
106
ConocoPhillips
COP
$143B
$284M 0.16%
5,356,654
+1,082,037
+25% +$53.3M
ETN icon
107
Eaton
ETN
$152B
$283M 0.16%
2,044,307
+71,125
+4% +$9.17M
HUM icon
108
Humana
HUM
$45.7B
$281M 0.16%
670,474
-6,247
-0.9% -$2.49M
TFC icon
109
Truist Financial
TFC
$64.1B
$278M 0.16%
4,767,201
+87,084
+2% +$4.77M
DG icon
110
Dollar General
DG
$27.2B
$276M 0.16%
1,359,818
-9,235
-0.7% -$1.83M
PNC icon
111
PNC Financial Services
PNC
$101B
$273M 0.16%
1,553,671
-8,140
-0.5% -$1.34M
ZTS icon
112
Zoetis
ZTS
$32.2B
$271M 0.16%
1,718,872
+52,085
+3% +$8.25M
BDX icon
113
Becton Dickinson
BDX
$43.7B
$270M 0.15%
1,136,168
+23,536
+2% +$5.75M
EBAY icon
114
eBay
EBAY
$49B
$268M 0.15%
4,375,171
+30,518
+0.7% +$1.77M
CI icon
115
Cigna
CI
$76.1B
$268M 0.15%
1,107,837
-6,430
-0.6% -$1.43M
CCI icon
116
Crown Castle
CCI
$32.3B
$265M 0.15%
1,539,774
+19,974
+1% +$3.2M
FIS icon
117
Fidelity National Information Services
FIS
$22.1B
$263M 0.15%
1,870,408
+51,780
+3% +$7.07M
PLD icon
118
Prologis
PLD
$138B
$260M 0.15%
2,452,688
+29,119
+1% +$2.97M
ATVI
119
DELISTED
Activision Blizzard
ATVI
$260M 0.15%
2,791,569
+158,833
+6% +$14.9M
SYK icon
120
Stryker
SYK
$129B
$259M 0.15%
1,064,680
+24,967
+2% +$5.99M
USB icon
121
US Bancorp
USB
$99.9B
$256M 0.15%
4,630,219
+99,968
+2% +$4.99M
DUK icon
122
Duke Energy
DUK
$101B
$251M 0.14%
2,604,099
-85,198
-3% -$7.78M
CSX icon
123
CSX Corp
CSX
$96.9B
$251M 0.14%
7,799,154
+252,042
+3% +$7.69M
EL icon
124
Estee Lauder
EL
$29.6B
$250M 0.14%
860,084
+48,958
+6% +$13.4M
MRSH
125
Marsh
MRSH
$87.2B
$242M 0.14%
1,987,874
+60,831
+3% +$7.01M
3 4
5
6 7

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.