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
JAZZ icon
651
Jazz Pharmaceuticals
JAZZ
$16B
$40.3M 0.02%
227,103
-1,440
-0.6% -$249K
PAYC icon
652
Paycom
PAYC
$7.24B
$40.3M 0.02%
110,790
-22,337
-17% -$7.92M
TRI icon
653
Thomson Reuters
TRI
$42.4B
$40.1M 0.02%
383,344
+57,058
+17% +$5.72M
BX icon
654
Blackstone
BX
$105B
$40.1M 0.02%
412,431
+230,902
+127% +$20.5M
SLM icon
655
SLM Corp
SLM
$4.77B
$40.1M 0.02%
1,913,040
+55,423
+3% +$1.09M
AFG icon
656
American Financial Group
AFG
$12B
$40M 0.02%
320,834
+24,724
+8% +$3.09M
UMPQ
657
DELISTED
Umpqua Holdings Corp
UMPQ
$39.7M 0.02%
2,152,804
+36,377
+2% +$677K
STM icon
658
STMicroelectronics
STM
$46.7B
$39.6M 0.02%
1,088,590
+53,553
+5% +$2M
SPOT icon
659
Spotify
SPOT
$102B
$39.5M 0.02%
143,407
+1,364
+1% +$346K
WPP icon
660
WPP
WPP
$4.25B
$39.5M 0.02%
582,374
+16,859
+3% +$1.15M
IBN icon
661
ICICI Bank
IBN
$107B
$39.1M 0.02%
2,284,031
+57,957
+3% +$965K
UTHR icon
662
United Therapeutics
UTHR
$26.4B
$39.1M 0.02%
217,691
-16,883
-7% -$3.22M
AWF
663
AllianceBernstein Global High Income Fund
AWF
$868M
$39M 0.02%
3,114,138
+58,247
+2% +$706K
NWL icon
664
Newell Brands
NWL
$2.24B
$38.9M 0.02%
1,417,563
+72,609
+5% +$2M
STEW
665
SRH Total Return Fund
STEW
$1.76B
$38.7M 0.02%
2,859,830
+38,044
+1% +$510K
INVH icon
666
Invitation Homes
INVH
$17.7B
$38.7M 0.02%
1,037,828
+240,975
+30% +$8.52M
HZNP
667
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$38.4M 0.02%
410,382
-11,717
-3% -$1.08M
CF icon
668
CF Industries
CF
$18.7B
$38.3M 0.02%
744,989
+30,890
+4% +$1.57M
LVS icon
669
Las Vegas Sands
LVS
$31.5B
$38.3M 0.02%
726,478
-87,384
-11% -$5.05M
MKTX icon
670
MarketAxess Holdings
MKTX
$4.2B
$38.3M 0.02%
82,541
-17,548
-18% -$8.35M
QGEN icon
671
Qiagen
QGEN
$8.51B
$38.2M 0.02%
745,202
-20,803
-3% -$1.07M
SABA
672
Saba Capital Income & Opportunities Fund II
SABA
$220M
$38.1M 0.02%
3,401,964
-60,394
-2% -$666K
XRX icon
673
Xerox
XRX
$357M
$38.1M 0.02%
1,619,954
+237,797
+17% +$5.75M
LOGI icon
674
Logitech
LOGI
$15.3B
$38M 0.02%
314,656
+37,710
+14% +$4.41M
UMC icon
675
United Microelectronic
UMC
$47B
$38M 0.02%
4,021,441
-214,917
-5% -$2.01M
25 26
27
28 29

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.