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
VZ icon
26
Verizon
VZ
$194B
$913M 0.51%
16,294,431
+276,757
+2% +$15.9M
PEP icon
27
PepsiCo
PEP
$186B
$857M 0.48%
5,785,739
+4,376
+0.1% +$638K
ORCL icon
28
Oracle
ORCL
$331B
$857M 0.48%
11,004,235
+118,354
+1% +$9.26M
NKE icon
29
Nike
NKE
$61.9B
$841M 0.47%
5,441,790
+77,331
+1% +$10.4M
MRK icon
30
Merck
MRK
$324B
$819M 0.46%
10,532,273
-119,647
-1% -$8.9M
ABBV icon
31
AbbVie
ABBV
$458B
$818M 0.46%
7,259,034
-170,117
-2% -$19.2M
TXN icon
32
Texas Instruments
TXN
$255B
$812M 0.45%
4,220,939
+176,058
+4% +$33M
WMT icon
33
Walmart Inc
WMT
$871B
$787M 0.44%
16,733,919
-55,041
-0.3% -$2.56M
AMGN icon
34
Amgen
AMGN
$203B
$768M 0.43%
3,149,222
+36,654
+1% +$9.02M
CRM icon
35
Salesforce
CRM
$134B
$760M 0.43%
3,112,817
+155,790
+5% +$35.9M
ABT icon
36
Abbott
ABT
$180B
$755M 0.42%
6,516,018
-61,256
-0.9% -$7.14M
NFLX icon
37
Netflix
NFLX
$292B
$750M 0.42%
14,197,010
+263,740
+2% +$13.5M
TGT icon
38
Target
TGT
$62.1B
$742M 0.42%
3,068,537
+96,401
+3% +$21.1M
TMO icon
39
Thermo Fisher Scientific
TMO
$211B
$716M 0.4%
1,419,749
+69,199
+5% +$32.7M
QCOM icon
40
Qualcomm
QCOM
$176B
$713M 0.4%
4,989,329
+168,114
+3% +$22.7M
LLY icon
41
Eli Lilly
LLY
$1.07T
$708M 0.4%
3,085,253
+66,787
+2% +$13.4M
ACN icon
42
Accenture
ACN
$89.9B
$690M 0.39%
2,341,971
+27,457
+1% +$7.86M
INTU icon
43
Intuit
INTU
$81.1B
$676M 0.38%
1,379,957
+39,657
+3% +$17.2M
KO icon
44
Coca-Cola
KO
$354B
$672M 0.38%
12,416,626
-351,858
-3% -$19.1M
IVV icon
45
iShares Core S&P 500 ETF
IVV
$876B
$671M 0.38%
1,560,690
-287,517
-16% -$120M
DHR icon
46
Danaher
DHR
$135B
$670M 0.38%
2,817,862
+108,351
+4% +$24M
COST icon
47
Costco
COST
$415B
$665M 0.37%
1,680,095
+71,105
+4% +$26.9M
LOW icon
48
Lowe's Companies
LOW
$116B
$655M 0.37%
3,374,842
-97,807
-3% -$19.1M
BMY icon
49
Bristol-Myers Squibb
BMY
$127B
$645M 0.36%
9,646,780
+248,022
+3% +$16.2M
AMAT icon
50
Applied Materials
AMAT
$426B
$641M 0.36%
4,500,049
+16,611
+0.4% +$2.23M
1
2
3 4 5

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.