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
APAM icon
1501
Artisan Partners
APAM
$2.9B
$8.51M ﹤0.01%
167,447
-56,390
-25% -$2.96M
HSKA
1502
DELISTED
Heska Corp
HSKA
$8.49M ﹤0.01%
36,958
+19,936
+117% +$3.91M
EBS icon
1503
Emergent Biosolutions
EBS
$377M
$8.47M ﹤0.01%
134,540
-17,414
-11% -$1.12M
PZZA icon
1504
Papa John's
PZZA
$1.02B
$8.46M ﹤0.01%
80,991
+9,577
+13% +$929K
EPRT icon
1505
Essential Properties Realty Trust
EPRT
$6.94B
$8.42M ﹤0.01%
311,474
+23,758
+8% +$617K
AMCX icon
1506
AMC Global Media
AMCX
$451M
$8.42M ﹤0.01%
125,995
+6,670
+6% +$368K
FRME icon
1507
First Merchants
FRME
$2.7B
$8.41M ﹤0.01%
201,802
+594
+0.3% +$27.1K
ACWV icon
1508
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.33B
$8.39M ﹤0.01%
81,554
+12,624
+18% +$1.29M
IRT icon
1509
Independence Realty Trust
IRT
$3.93B
$8.38M ﹤0.01%
459,497
+39,236
+9% +$666K
IGSB icon
1510
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$8.35M ﹤0.01%
152,422
– –
PSMT icon
1511
Pricesmart
PSMT
$5.9B
$8.33M ﹤0.01%
91,537
-926
-1% -$82.6K
PLAN
1512
DELISTED
Anaplan, Inc.
PLAN
$8.33M ﹤0.01%
156,255
+29,187
+23% +$1.62M
OXM icon
1513
Oxford Industries
OXM
$613M
$8.32M ﹤0.01%
84,207
+24,058
+40% +$2.26M
MGLN
1514
DELISTED
Magellan Health Services, Inc.
MGLN
$8.32M ﹤0.01%
88,343
-18,538
-17% -$1.75M
COHR
1515
DELISTED
Coherent Inc
COHR
$8.3M ﹤0.01%
31,382
+1,440
+5% +$379K
REGI
1516
DELISTED
Renewable Energy Group, Inc.
REGI
$8.29M ﹤0.01%
132,967
+853
+0.6% +$53.2K
SPCE icon
1517
Virgin Galactic
SPCE
$320M
$8.28M ﹤0.01%
8,994
+3,322
+59% +$1.89M
NWS icon
1518
News Corp Class B
NWS
$17.2B
$8.27M ﹤0.01%
339,495
-5,535
-2% -$137K
NPO icon
1519
Enpro
NPO
$6.63B
$8.26M ﹤0.01%
84,993
+2,563
+3% +$234K
STC icon
1520
Stewart Information Services
STC
$2.12B
$8.25M ﹤0.01%
145,603
+5,340
+4% +$312K
CENTA icon
1521
Central Garden & Pet Co Class A
CENTA
$2.44B
$8.24M ﹤0.01%
213,378
+29,960
+16% +$1.23M
MOG.A icon
1522
Moog Inc Class A
MOG.A
$13.1B
$8.24M ﹤0.01%
98,076
+7,434
+8% +$643K
UVV icon
1523
Universal Corp
UVV
$1.36B
$8.22M ﹤0.01%
144,237
+351
+0.2% +$20.3K
DRH icon
1524
Diamondrock Hospitality Co
DRH
$2.67B
$8.21M ﹤0.01%
845,931
-8,885
-1% -$89.2K
EGBN icon
1525
Eagle Bancorp
EGBN
$866M
$8.2M ﹤0.01%
146,198
+15,383
+12% +$852K
59 60
61
62 63

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.