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
FE icon
401
FirstEnergy
FE
$28.9B
$79.9M 0.04%
2,147,984
+191,875
+10% +$7.13M
CRWD icon
402
CrowdStrike
CRWD
$187B
$79.8M 0.04%
1,270,396
+193,088
+18% +$10.4M
MXIM
403
DELISTED
Maxim Integrated Products
MXIM
$78.8M 0.04%
747,995
+48,125
+7% +$4.71M
BRK.A icon
404
Berkshire Hathaway Class A
BRK.A
$1.07T
$78.7M 0.04%
188
– –
EQR icon
405
Equity Residential
EQR
$25.4B
$78.4M 0.04%
1,018,680
+153,285
+18% +$11.6M
AES icon
406
AES
AES
$10.6B
$78.4M 0.04%
3,007,060
+31,958
+1% +$844K
VMC icon
407
Vulcan Materials
VMC
$36.3B
$78.4M 0.04%
450,211
-9,772
-2% -$1.75M
CHRW icon
408
C.H. Robinson
CHRW
$22B
$78.3M 0.04%
835,466
-458
-0.1% -$44.6K
TFX icon
409
Teleflex
TFX
$5.85B
$78.1M 0.04%
194,264
-25,820
-12% -$10.6M
BF.B icon
410
Brown-Forman Class B
BF.B
$12B
$78M 0.04%
1,040,234
+1,302
+0.1% +$99.1K
RSG icon
411
Republic Services
RSG
$66.7B
$77.8M 0.04%
707,594
+20,333
+3% +$2.18M
VEEV icon
412
Veeva Systems
VEEV
$30.3B
$77.7M 0.04%
249,959
+10,262
+4% +$2.86M
FMC icon
413
FMC
FMC
$1.42B
$77.5M 0.04%
715,867
+85,405
+14% +$9.89M
GHY
414
PGIM Global High Yield Fund
GHY
$478M
$77.3M 0.04%
4,851,550
+198,370
+4% +$3.04M
AVK
415
Advent Convertible and Income Fund
AVK
$544M
$76.8M 0.04%
4,091,337
-148,164
-3% -$2.7M
BBWI icon
416
Bath & Body Works
BBWI
$4.01B
$76.7M 0.04%
1,316,247
+20,832
+2% +$1.13M
VTR icon
417
Ventas
VTR
$48.9B
$76.7M 0.04%
1,342,390
+37,270
+3% +$2.08M
CTXS
418
DELISTED
Citrix Systems Inc
CTXS
$76.3M 0.04%
650,542
-154,147
-19% -$19.2M
LULU icon
419
lululemon athletica
LULU
$13B
$76.3M 0.04%
208,933
-10,298
-5% -$3.39M
RDS.A
420
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$76.2M 0.04%
1,887,048
+96,099
+5% +$3.82M
AEE icon
421
Ameren
AEE
$31.5B
$75.7M 0.04%
946,075
+24,258
+3% +$2.03M
RELX icon
422
RELX
RELX
$60.1B
$75.6M 0.04%
2,835,564
+201,079
+8% +$5.34M
AVB icon
423
AvalonBay Communities
AVB
$27.1B
$75.4M 0.04%
361,532
+61,654
+21% +$12.3M
NTRS icon
424
Northern Trust
NTRS
$22.2B
$75.3M 0.04%
650,873
+35,905
+6% +$4.12M
ANET icon
425
Arista Networks
ANET
$219B
$75.2M 0.04%
3,320,368
-3,104
-0.1% -$64.8K
15 16
17
18 19

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.