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
MSFT icon
1
Microsoft
MSFT
$2.99T
$8.92B 5%
32,935,957
+623,737
+2% +$159M
AAPL icon
2
Apple
AAPL
$4.8T
$7.59B 4.25%
55,386,793
+1,175,764
+2% +$152M
AMZN icon
3
Amazon
AMZN
$2.69T
$4.86B 2.72%
28,239,840
+955,640
+4% +$159M
VOO icon
4
Vanguard S&P 500 ETF
VOO
$973B
$3.82B 2.14%
9,704,245
-370,357
-4% -$142M
META icon
5
Meta Platforms (Facebook)
META
$1.64T
$3.18B 1.78%
9,132,919
+334,458
+4% +$107M
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$4.3T
$2.75B 1.54%
22,535,020
+537,580
+2% +$62.8M
GOOG icon
7
Alphabet (Google) Class C
GOOG
$4.29T
$2.25B 1.26%
17,981,780
+547,780
+3% +$65.3M
JNJ icon
8
Johnson & Johnson
JNJ
$599B
$1.82B 1.02%
11,033,817
+179,159
+2% +$29.7M
JPM icon
9
JPMorgan Chase
JPM
$901B
$1.68B 0.94%
10,770,331
+337,646
+3% +$53M
V icon
10
Visa
V
$686B
$1.65B 0.92%
7,044,172
+204,936
+3% +$46.9M
NVDA icon
11
NVIDIA
NVDA
$4.92T
$1.63B 0.92%
81,678,320
+5,168,440
+7% +$82.8M
UNH icon
12
UnitedHealth
UNH
$383B
$1.55B 0.87%
3,874,820
+81,995
+2% +$32.7M
BRK.B icon
13
Berkshire Hathaway Class B
BRK.B
$1.06T
$1.47B 0.82%
5,289,001
+206,661
+4% +$57.7M
TSLA icon
14
Tesla
TSLA
$1.39T
$1.38B 0.77%
6,089,271
+192,504
+3% +$41.8M
PYPL icon
15
PayPal
PYPL
$50.1B
$1.28B 0.72%
4,383,341
+158,424
+4% +$41.8M
HD icon
16
Home Depot
HD
$332B
$1.28B 0.71%
3,999,835
+92,447
+2% +$29.4M
ADBE icon
17
Adobe
ADBE
$93.3B
$1.25B 0.7%
2,137,106
+87,984
+4% +$45.4M
MA icon
18
Mastercard
MA
$484B
$1.25B 0.7%
3,411,700
+120,931
+4% +$45M
PG icon
19
Procter & Gamble
PG
$347B
$1.2B 0.68%
8,926,309
-77,801
-0.9% -$10.5M
PFE icon
20
Pfizer
PFE
$141B
$1.06B 0.6%
27,123,946
+578,315
+2% +$22.5M
DIS icon
21
Walt Disney
DIS
$167B
$1.06B 0.59%
6,024,231
+166,901
+3% +$30M
BAC icon
22
Bank of America
BAC
$424B
$1.05B 0.59%
25,585,382
+554,517
+2% +$22.7M
CSCO icon
23
Cisco
CSCO
$436B
$992M 0.56%
18,717,884
+633,169
+4% +$33.3M
CMCSA icon
24
Comcast
CMCSA
$84.9B
$948M 0.53%
16,631,452
+471,533
+3% +$26.4M
INTC icon
25
Intel
INTC
$488B
$937M 0.53%
16,692,225
-70,914
-0.4% -$4.16M
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.