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
RDUS
1676
DELISTED
Radius Recycling
RDUS
$6.55M ﹤0.01%
133,478
+13,654
+11% +$679K
LZB icon
1677
La-Z-Boy
LZB
$1.63B
$6.54M ﹤0.01%
176,574
-347
-0.2% -$14.6K
FSS icon
1678
Federal Signal
FSS
$6.85B
$6.54M ﹤0.01%
162,508
+16,113
+11% +$662K
MTOR
1679
DELISTED
MERITOR, Inc.
MTOR
$6.53M ﹤0.01%
278,914
-45,679
-14% -$1.2M
BB icon
1680
BlackBerry
BB
$4.62B
$6.51M ﹤0.01%
532,635
-24,167
-4% -$253K
PGRE
1681
DELISTED
Paramount Group
PGRE
$6.5M ﹤0.01%
645,102
-116,221
-15% -$1.24M
PRGS icon
1682
Progress Software
PRGS
$1.74B
$6.5M ﹤0.01%
140,459
+12,338
+10% +$559K
FUTU icon
1683
Futu Holdings
FUTU
$14.4B
$6.5M ﹤0.01%
+36,266
New +$5.27M
NWBI icon
1684
Northwest Bancshares
NWBI
$2.32B
$6.5M ﹤0.01%
476,142
+6,922
+1% +$97.7K
PPT
1685
Franklin Premier Income Trust
PPT
$323M
$6.5M ﹤0.01%
1,393,776
+260,941
+23% +$1.23M
UVSP icon
1686
Univest Financial
UVSP
$1.24B
$6.5M ﹤0.01%
246,300
+24,783
+11% +$696K
UNIT
1687
Uniti Group
UNIT
$2.51B
$6.49M ﹤0.01%
612,889
-90,368
-13% -$980K
MHO icon
1688
M/I Homes
MHO
$3.96B
$6.42M ﹤0.01%
109,501
-7,511
-6% -$485K
DEA
1689
Easterly Government Properties
DEA
$1.17B
$6.42M ﹤0.01%
121,817
+2,614
+2% +$138K
AJRD
1690
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$6.41M ﹤0.01%
132,688
+12,942
+11% +$622K
XLK icon
1691
State Street Technology Select Sector SPDR ETF
XLK
$110B
$6.38M ﹤0.01%
86,406
+10,666
+14% +$747K
CDNA icon
1692
CareDx
CDNA
$1.84B
$6.37M ﹤0.01%
69,583
+5,963
+9% +$474K
MRCY icon
1693
Mercury Systems
MRCY
$5.53B
$6.36M ﹤0.01%
96,001
+12,169
+15% +$841K
ZLAB icon
1694
Zai Lab
ZLAB
$2.07B
$6.34M ﹤0.01%
35,817
-673
-2% -$108K
FSLY icon
1695
Fastly Inc
FSLY
$3.19B
$6.33M ﹤0.01%
106,146
+1,606
+2% +$91.3K
HL icon
1696
Hecla Mining
HL
$9.49B
$6.32M ﹤0.01%
850,017
+55,082
+7% +$414K
SWCH
1697
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$6.32M ﹤0.01%
299,250
+76,033
+34% +$1.46M
AVAV icon
1698
AeroVironment
AVAV
$7.31B
$6.32M ﹤0.01%
63,066
-3,877
-6% -$427K
EUFN icon
1699
iShares MSCI Europe Financials ETF
EUFN
$4B
$6.32M ﹤0.01%
+323,078
New +$6.56M
IAU icon
1700
iShares Gold Trust
IAU
$62.7B
$6.31M ﹤0.01%
187,263
-37,891
-17% -$1.31M
66 67
68
69 70

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.