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
ARI
1351
Apollo Commercial Real Estate
ARI
$881M
$10.5M 0.01%
658,246
+21,616
+3% +$334K
GRUB
1352
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$10.5M 0.01%
573,932
+505,359
+737% +$54.4M
ARGX icon
1353
argenx
ARGX
$54.6B
$10.5M 0.01%
34,803
+5,394
+18% +$1.53M
BUSE icon
1354
First Busey Corp
BUSE
$2.56B
$10.4M 0.01%
423,758
+19,628
+5% +$504K
BDJ icon
1355
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$10.4M 0.01%
1,031,523
-30,426
-3% -$306K
SWAV
1356
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$10.4M 0.01%
55,061
+22,122
+67% +$3.62M
GHC icon
1357
Graham Holdings Company
GHC
$5.23B
$10.4M 0.01%
16,473
-1,594
-9% -$1.03M
UNFI icon
1358
United Natural Foods
UNFI
$3.07B
$10.4M 0.01%
281,780
-5,950
-2% -$216K
SMCI icon
1359
Super Micro Computer
SMCI
$18.4B
$10.4M 0.01%
2,959,510
-114,010
-4% -$419K
BCC icon
1360
Boise Cascade
BCC
$2.83B
$10.4M 0.01%
178,192
-8,151
-4% -$529K
KBR icon
1361
KBR
KBR
$4.74B
$10.4M 0.01%
272,446
-6,157
-2% -$244K
CHGG icon
1362
Chegg
CHGG
$121M
$10.4M 0.01%
125,004
+38,419
+44% +$3.18M
PCRX icon
1363
Pacira BioSciences
PCRX
$1.05B
$10.4M 0.01%
171,189
-16,383
-9% -$1.04M
BOOT icon
1364
Boot Barn
BOOT
$4.81B
$10.4M 0.01%
123,514
+41,357
+50% +$3.03M
COKE icon
1365
Coca-Cola Consolidated
COKE
$13B
$10.4M 0.01%
258,050
+39,170
+18% +$1.38M
AX icon
1366
Axos Financial
AX
$5.64B
$10.4M 0.01%
223,640
+9,772
+5% +$457K
FWRD icon
1367
Forward Air
FWRD
$467M
$10.4M 0.01%
115,495
+38,949
+51% +$3.59M
PBA icon
1368
Pembina Pipeline
PBA
$29B
$10.3M 0.01%
324,398
+10,335
+3% +$324K
ARGO
1369
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$10.3M 0.01%
198,440
+193
+0.1% +$10.4K
ITGR icon
1370
Integer Holdings
ITGR
$3.41B
$10.3M 0.01%
109,172
+7,634
+8% +$703K
ITRI icon
1371
Itron
ITRI
$4.75B
$10.3M 0.01%
102,635
+12,898
+14% +$1.2M
VSTO
1372
DELISTED
Vista Outdoor Inc.
VSTO
$10.3M 0.01%
221,572
+3,595
+2% +$136K
ABEV icon
1373
Ambev
ABEV
$48.4B
$10.2M 0.01%
2,976,214
+68,209
+2% +$222K
ESI icon
1374
Element Solutions
ESI
$8.89B
$10.2M 0.01%
436,038
-35,264
-7% -$776K
ADAM
1375
Adamas Trust
ADAM
$783M
$10.2M 0.01%
570,192
+16,092
+3% +$293K
53 54
55
56 57

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.