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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
BFS
2001
Saul Centers
BFS
$858M
$3.99M ﹤0.01%
87,871
+7,874
+10% +$342K
HNP
2002
DELISTED
Huaneng Power Intl, Inc.
HNP
$3.99M ﹤0.01%
251,499
+138,731
+123% +$2.03M
HTGC icon
2003
Hercules Capital
HTGC
$2.99B
$3.98M ﹤0.01%
233,466
+19,499
+9% +$334K
RCM
2004
DELISTED
R1 RCM Inc. Common Stock
RCM
$3.98M ﹤0.01%
179,075
-145,165
-45% -$3.5M
EIG icon
2005
Employers Holdings
EIG
$907M
$3.98M ﹤0.01%
92,986
+4,865
+6% +$202K
TIP icon
2006
iShares TIPS Bond ETF
TIP
$14.5B
$3.98M ﹤0.01%
31,083
+5,804
+23% +$737K
ABCM
2007
DELISTED
Abcam PLC
ABCM
$3.98M ﹤0.01%
208,876
+16,596
+9% +$331K
MNR
2008
DELISTED
Monmouth Real Estate Investment Corp
MNR
$3.98M ﹤0.01%
212,453
-1,349
-0.6% -$25.3K
ARES icon
2009
Ares Management
ARES
$28.1B
$3.97M ﹤0.01%
62,475
+13,442
+27% +$752K
FNKO icon
2010
Funko
FNKO
$346M
$3.97M ﹤0.01%
186,632
+12,422
+7% +$283K
DOO
2011
Bombardier Recreational Products
DOO
$4.48B
$3.96M ﹤0.01%
50,577
+37,223
+279% +$3.15M
SCHF icon
2012
Schwab International Equity ETF
SCHF
$64.9B
$3.96M ﹤0.01%
200,886
+48,960
+32% +$968K
RNST icon
2013
Renasant Corp
RNST
$4.04B
$3.95M ﹤0.01%
98,645
+15,332
+18% +$653K
DAVA icon
2014
Endava
DAVA
$165M
$3.93M ﹤0.01%
34,669
+7,124
+26% +$689K
ALKS icon
2015
Alkermes
ALKS
$8.11B
$3.93M ﹤0.01%
160,167
-1,461
-0.9% -$32.5K
SGRY icon
2016
Surgery Partners
SGRY
$2.15B
$3.93M ﹤0.01%
58,952
+54
+0.1% +$2.93K
OIS icon
2017
Oil States International
OIS
$466M
$3.92M ﹤0.01%
499,580
+81,045
+19% +$543K
COWN
2018
DELISTED
Cowen Inc. Class A Common Stock
COWN
$3.92M ﹤0.01%
95,529
-14,293
-13% -$561K
JOBS
2019
DELISTED
51job Inc
JOBS
$3.91M ﹤0.01%
50,301
+17,878
+55% +$1.25M
YELP icon
2020
Yelp
YELP
$1.54B
$3.91M ﹤0.01%
97,783
+23,744
+32% +$942K
SAIL
2021
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$3.9M ﹤0.01%
76,355
-39,852
-34% -$1.91M
LNTH icon
2022
Lantheus
LNTH
$6.51B
$3.9M ﹤0.01%
140,913
+24,724
+21% +$567K
ACLS icon
2023
Axcelis
ACLS
$3.44B
$3.89M ﹤0.01%
96,279
+15,119
+19% +$626K
GGB icon
2024
Gerdau
GGB
$9.54B
$3.89M ﹤0.01%
830,991
-24,827
-3% -$122K
AMSF icon
2025
AMERISAFE
AMSF
$562M
$3.89M ﹤0.01%
65,095
+4,417
+7% +$281K
79 80
81
82 83

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.