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
+8.77%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$178B
AUM Growth
+$4.1B
Cap. Flow
-$8.48B
Cap. Flow %
-4.75%
Top 10 Hldgs %
21.58%
Holding
4,274
New
229
Increased
2,257
Reduced
1,048
Closed
716

Top Buys

Rank Stock Value
1
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$478M
2
AMZN icon
Amazon
AMZN
+$159M
3
MSFT icon
Microsoft
MSFT
+$159M
4
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$154M
5
AAPL icon
Apple
AAPL
+$152M

Top Sells

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$411M
2
GE icon
GE Aerospace
GE
+$356M
3
SI
SIEMENS AKTIENGESELLSCHAFT ADS
SI
+$151M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$142M
5
IUSG icon
iShares Core S&P US Growth ETF
IUSG
+$122M

Sector Composition

Rank Sector Weight
1 Technology 22.76%
2 Financials 13.47%
3 Healthcare 12.52%
4 Consumer Discretionary 11.11%
5 Communication Services 8.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DAL icon
376
Delta Air Lines
DAL
$55.9B
$87.2M 0.05%
2,015,557
+238,263
+13% +$11M
CE icon
377
Celanese
CE
$5.09B
$86.2M 0.05%
568,757
+63,018
+12% +$10M
VRSK icon
378
Verisk Analytics
VRSK
$26.4B
$86.2M 0.05%
493,085
+15,992
+3% +$2.84M
HAL icon
379
Halliburton
HAL
$27.9B
$86.1M 0.05%
3,725,148
+31,391
+0.8% +$697K
CMS icon
380
CMS Energy
CMS
$23.1B
$85.6M 0.05%
1,448,864
-38,902
-3% -$2.42M
BWA icon
381
BorgWarner
BWA
$13.2B
$85.4M 0.05%
1,997,956
+60,800
+3% +$2.68M
DOCU
382
DocuSign
DOCU
$9.63B
$84.2M 0.05%
301,238
+28,863
+11% +$6.45M
GRMN
383
Garmin
GRMN
$46.9B
$84.2M 0.05%
582,019
+19,455
+3% +$2.73M
MAA icon
384
Mid-America Apartment Communities
MAA
$15.6B
$83.5M 0.05%
495,899
+36,685
+8% +$5.84M
MGM icon
385
MGM Resorts International
MGM
$11.7B
$83.2M 0.05%
1,950,586
+516,843
+36% +$21.4M
VEA icon
386
Vanguard FTSE Developed Markets ETF
VEA
$226B
$83M 0.05%
1,611,623
+116
+0% +$5.99K
AAL icon
387
American Airlines Group
AAL
$9.58B
$82.9M 0.05%
3,908,562
+2,026,013
+108% +$45.8M
JNPR
388
DELISTED
Juniper Networks
JNPR
$82.3M 0.05%
3,008,996
+165,481
+6% +$4.4M
BTI icon
389
British American Tobacco
BTI
$132B
$82.2M 0.05%
2,091,566
+102,175
+5% +$4M
HSBC icon
390
HSBC
HSBC
$355B
$82M 0.05%
2,842,013
+287,434
+11% +$8.78M
WST icon
391
West Pharmaceutical
WST
$23.1B
$81.7M 0.05%
227,392
+14,485
+7% +$4.79M
VWO icon
392
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$81.3M 0.05%
1,496,208
-830,460
-36% -$44.2M
LEA icon
393
Lear
LEA
$7.19B
$81.1M 0.05%
462,858
-185,946
-29% -$34.4M
INFY icon
394
Infosys
INFY
$45B
$81M 0.05%
3,823,945
-81,822
-2% -$1.56M
BKR icon
395
Baker Hughes
BKR
$56.8B
$80.8M 0.05%
3,534,293
+315,495
+10% +$7.28M
GAP
396
The Gap Inc
GAP
$6.84B
$80.8M 0.05%
2,401,338
+133,104
+6% +$4.39M
ROKU icon
397
Roku
ROKU
$21.1B
$80.6M 0.05%
175,531
+59,055
+51% +$20.9M
WAT icon
398
Waters Corp
WAT
$36.8B
$80.6M 0.05%
233,082
+6,312
+3% +$2M
DVA icon
399
DaVita
DVA
$15.1B
$80.5M 0.05%
668,674
-26,041
-4% -$3.08M
ED icon
400
Consolidated Edison
ED
$41.6B
$80.5M 0.05%
1,122,778
+101,259
+10% +$7.77M
14 15
16
17 18

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 Q2 2021 Portfolio in Review

As of Q2 2021, Parametric Portfolio Associates held 4,274 positions worth $178B, up 2.4% from $174B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Parametric Portfolio Associates withdrew a net $8.48B in Q2 2021, closing 716 positions and reducing 1,048 holdings. Its most notable exit was GE Aerospace, an estimated $356M position sold in full.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Russell 1000 Value ETF worth $479M.

  • Parametric Portfolio Associates's largest Q2 2021 buy was Vanguard Russell 1000 Value ETF: 6,880,946 shares worth $479M.
  • Parametric Portfolio Associates added most to Amazon in Q2 2021, an estimated $159M increase.
  • Parametric Portfolio Associates's biggest Q2 2021 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $411M.
  • Parametric Portfolio Associates fully exited GE Aerospace in Q2 2021, selling an estimated $356M.
  • Parametric Portfolio Associates's ten largest holdings make up 22% of its $178B portfolio in Q2 2021.
  • Parametric Portfolio Associates opened 229 new positions and closed 716 in Q2 2021.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $178B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2021, filed 13 Aug 2021.