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
THG icon
701
Hanover Insurance
THG
$7.68B
$35.7M 0.02%
263,186
+11,097
+4% +$1.52M
PKX icon
702
POSCO
PKX
$16.1B
$35.5M 0.02%
462,960
+38,145
+9% +$3.02M
NAVI icon
703
Navient
NAVI
$809M
$35.4M 0.02%
1,831,679
+171,787
+10% +$2.95M
BPOP icon
704
Popular Inc
BPOP
$10.9B
$35.3M 0.02%
469,844
-25,418
-5% -$1.95M
SHG icon
705
Shinhan Financial Group
SHG
$33.6B
$35.1M 0.02%
979,999
+131,773
+16% +$4.73M
CS
706
DELISTED
Credit Suisse Group
CS
$35.1M 0.02%
3,344,648
+399,553
+14% +$4.24M
JWN
707
DELISTED
Nordstrom
JWN
$35.1M 0.02%
959,107
+52,428
+6% +$1.91M
PNR icon
708
Pentair
PNR
$10.2B
$35M 0.02%
519,277
+13,893
+3% +$919K
NLY icon
709
Annaly Capital Management
NLY
$16.9B
$34.7M 0.02%
976,921
+26,133
+3% +$949K
EQNR icon
710
Equinor
EQNR
$91.4B
$34.7M 0.02%
1,635,161
+50,548
+3% +$1.07M
NMR icon
711
Nomura Holdings
NMR
$28.6B
$34.6M 0.02%
6,807,014
+140,596
+2% +$756K
HBI
712
DELISTED
Hanesbrands
HBI
$34.6M 0.02%
1,852,289
+233,936
+14% +$4.63M
REG icon
713
Regency Centers
REG
$15.1B
$34.4M 0.02%
536,604
+26,760
+5% +$1.69M
NVR icon
714
NVR
NVR
$16.9B
$34.3M 0.02%
6,888
+373
+6% +$1.81M
KB icon
715
KB Financial Group
KB
$41.5B
$34.2M 0.02%
693,073
+58,347
+9% +$2.91M
CBOE icon
716
Cboe Global Markets
CBOE
$30.2B
$34.1M 0.02%
286,632
+24,503
+9% +$2.69M
CGNX icon
717
Cognex
CGNX
$10.2B
$34M 0.02%
404,478
+1,067
+0.3% +$86.3K
WU icon
718
Western Union
WU
$2.55B
$33.7M 0.02%
1,467,973
-38,846
-3% -$967K
ALNY icon
719
Alnylam Pharmaceuticals
ALNY
$37.2B
$33.7M 0.02%
198,685
+17,743
+10% +$2.6M
ENB icon
720
Enbridge
ENB
$121B
$33.6M 0.02%
840,207
+42,336
+5% +$1.64M
AVT icon
721
Avnet
AVT
$7.25B
$33.6M 0.02%
838,646
+73,136
+10% +$3.15M
ATR icon
722
AptarGroup
ATR
$8.51B
$33.5M 0.02%
237,895
+24,414
+11% +$3.6M
NXST icon
723
Nexstar Media Group
NXST
$5.67B
$33.2M 0.02%
224,550
+1,487
+0.7% +$221K
LEG icon
724
Leggett & Platt
LEG
$1.5B
$33.2M 0.02%
640,260
+30,975
+5% +$1.61M
EQT icon
725
EQT Corp
EQT
$32.5B
$33.1M 0.02%
1,489,218
+89,211
+6% +$1.8M
27 28
29
30 31

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.