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
JACK icon
1326
Jack in the Box
JACK
$308M
$10.8M 0.01%
96,587
-6,901
-7% -$807K
TXG icon
1327
10x Genomics
TXG
$5.97B
$10.8M 0.01%
54,925
+9,230
+20% +$1.67M
SGOL icon
1328
abrdn Physical Gold Shares ETF
SGOL
$6.87B
$10.8M 0.01%
632,856
+102,129
+19% +$1.78M
GMED icon
1329
Globus Medical
GMED
$10.9B
$10.8M 0.01%
138,663
+13,855
+11% +$985K
UCB
1330
United Community Banks
UCB
$4.27B
$10.8M 0.01%
335,841
+42,308
+14% +$1.42M
ARWR icon
1331
Arrowhead Research
ARWR
$12.1B
$10.7M 0.01%
129,791
+19,923
+18% +$1.48M
SFBS
1332
ServisFirst Bancshares
SFBS
$4.92B
$10.7M 0.01%
157,999
+8,827
+6% +$584K
KGC icon
1333
Kinross Gold
KGC
$28.1B
$10.7M 0.01%
1,690,580
-104,328
-6% -$775K
RBC icon
1334
RBC Bearings
RBC
$18.2B
$10.7M 0.01%
53,812
+3,106
+6% +$614K
SHC icon
1335
Sotera Health
SHC
$5.06B
$10.7M 0.01%
+442,425
New +$10.9M
BYND icon
1336
Beyond Meat
BYND
$279M
$10.7M 0.01%
67,770
+5,437
+9% +$723K
NTLA icon
1337
Intellia Therapeutics
NTLA
$1.52B
$10.7M 0.01%
65,872
+38,365
+139% +$2.99M
COR
1338
DELISTED
Coresite Realty Corporation
COR
$10.7M 0.01%
79,136
+4,203
+6% +$525K
MLCO icon
1339
Melco Resorts & Entertainment
MLCO
$2.19B
$10.6M 0.01%
642,551
+10,215
+2% +$185K
HRI icon
1340
Herc Holdings
HRI
$4.95B
$10.6M 0.01%
94,998
+26,084
+38% +$2.76M
PRAH
1341
DELISTED
PRA Health Sciences, Inc.
PRAH
$10.6M 0.01%
64,376
+3,529
+6% +$589K
NEO icon
1342
NeoGenomics
NEO
$1.74B
$10.6M 0.01%
235,441
+10,090
+4% +$447K
R icon
1343
Ryder
R
$9.98B
$10.6M 0.01%
142,866
-50,334
-26% -$3.98M
UNF icon
1344
Unifirst Corp
UNF
$5.43B
$10.6M 0.01%
45,228
+1,017
+2% +$228K
FMX icon
1345
Fomento Económico Mexicano
FMX
$43.5B
$10.6M 0.01%
125,197
-10,828
-8% -$887K
SYKE
1346
DELISTED
SYKES Enterprises Inc
SYKE
$10.6M 0.01%
196,558
-42,377
-18% -$1.88M
GFI icon
1347
Gold Fields
GFI
$29.2B
$10.5M 0.01%
1,185,315
-598,204
-34% -$6.2M
HLF icon
1348
Herbalife
HLF
$1.3B
$10.5M 0.01%
199,709
-1,137
-0.6% -$56.5K
FFIN icon
1349
First Financial Bankshares
FFIN
$5.05B
$10.5M 0.01%
213,886
+11,634
+6% +$572K
FLOW
1350
DELISTED
SPX FLOW, Inc.
FLOW
$10.5M 0.01%
161,053
+22,351
+16% +$1.49M
52 53
54
55 56

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.