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
NVRI icon
1701
Enviri
NVRI
$639M
$6.31M ﹤0.01%
309,016
+23,350
+8% +$481K
EGHT icon
1702
8x8 Inc
EGHT
$272M
$6.3M ﹤0.01%
226,955
-15,330
-6% -$435K
RIG icon
1703
Transocean
RIG
$5.48B
$6.29M ﹤0.01%
1,392,321
+413,386
+42% +$1.57M
WK icon
1704
Workiva
WK
$3.47B
$6.29M ﹤0.01%
56,524
+8,020
+17% +$779K
PLAY icon
1705
Dave & Buster's
PLAY
$359M
$6.28M ﹤0.01%
154,589
+4,348
+3% +$188K
INSP icon
1706
Inspire Medical Systems
INSP
$1.48B
$6.26M ﹤0.01%
32,371
+3,996
+14% +$793K
HMN icon
1707
Horace Mann Educators
HMN
$2.11B
$6.25M ﹤0.01%
167,152
+9,053
+6% +$361K
FIZZ icon
1708
National Beverage
FIZZ
$3.03B
$6.24M ﹤0.01%
132,074
-1,146
-0.9% -$55.6K
CBRL icon
1709
Cracker Barrel
CBRL
$1.24B
$6.23M ﹤0.01%
41,963
-1,773
-4% -$285K
MBT
1710
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$6.23M ﹤0.01%
672,616
+31,840
+5% +$283K
AR icon
1711
Antero Resources
AR
$10.9B
$6.22M ﹤0.01%
413,916
+187,975
+83% +$2.21M
WD icon
1712
Walker & Dunlop
WD
$1.75B
$6.22M ﹤0.01%
59,567
+3,275
+6% +$343K
UNVR
1713
DELISTED
Univar Solutions Inc.
UNVR
$6.21M ﹤0.01%
254,728
-17,220
-6% -$431K
PRLB icon
1714
Protolabs
PRLB
$1.72B
$6.2M ﹤0.01%
67,558
-808
-1% -$79.6K
DIN icon
1715
Dine Brands
DIN
$457M
$6.2M ﹤0.01%
69,470
+12,385
+22% +$1.15M
PCH
1716
DELISTED
PotlatchDeltic
PCH
$6.17M ﹤0.01%
116,087
+22,459
+24% +$1.29M
SBGI icon
1717
Sinclair Inc
SBGI
$1.02B
$6.17M ﹤0.01%
185,727
-1,885
-1% -$61K
KELYA icon
1718
Kelly Services Class A
KELYA
$560M
$6.17M ﹤0.01%
257,195
+9,237
+4% +$228K
VGT icon
1719
Vanguard Information Technology ETF
VGT
$134B
$6.16M ﹤0.01%
123,640
+1,808
+1% +$85.3K
HIBB
1720
DELISTED
Hibbett, Inc. Common Stock
HIBB
$6.14M ﹤0.01%
68,461
+4,042
+6% +$316K
AAN
1721
DELISTED
The Aaron's Company Inc
AAN
$6.12M ﹤0.01%
191,420
+38,543
+25% +$1.22M
SPT icon
1722
Sprout Social
SPT
$533M
$6.11M ﹤0.01%
68,301
+28,497
+72% +$1.98M
AIN icon
1723
Albany International
AIN
$2.08B
$6.1M ﹤0.01%
68,294
+5,010
+8% +$439K
CNX icon
1724
CNX Resources
CNX
$4.91B
$6.09M ﹤0.01%
446,213
-31,573
-7% -$442K
KNSL icon
1725
Kinsale Capital Group
KNSL
$8.57B
$6.09M ﹤0.01%
36,972
+1,886
+5% +$311K
67 68
69
70 71

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.