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
KODK icon
3126
Kodak
KODK
$799M
$454K ﹤0.01%
+54,511
New +$428K
VONG icon
3127
Vanguard Russell 1000 Growth ETF
VONG
$42.2B
$454K ﹤0.01%
6,500
-135,500
-95% -$8.99M
AKTS
3128
DELISTED
Akoustis Technologies Inc
AKTS
$454K ﹤0.01%
42,385
+4,655
+12% +$49.2K
SCHX icon
3129
Schwab US Large- Cap ETF
SCHX
$71.4B
$453K ﹤0.01%
26,142
+11,232
+75% +$190K
AOUT icon
3130
American Outdoor Brands
AOUT
$160M
$450K ﹤0.01%
12,803
-3,521
-22% -$104K
LSAK icon
3131
Lesaka Technologies
LSAK
$394M
$449K ﹤0.01%
95,232
– –
VBIV
3132
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$448K ﹤0.01%
4,461
-138
-3% -$13.5K
PBYI icon
3133
Puma Biotechnology
PBYI
$391M
$446K ﹤0.01%
48,581
+24,493
+102% +$248K
VNE
3134
DELISTED
Veoneer, Inc.
VNE
$445K ﹤0.01%
19,315
-1,015
-5% -$24.1K
AXDX
3135
DELISTED
Accelerate Diagnostics
AXDX
$444K ﹤0.01%
5,507
+4,109
+294% +$327K
CZNC icon
3136
Citizens & Northern Corp
CZNC
$453M
$444K ﹤0.01%
18,128
+6,460
+55% +$159K
FRHC icon
3137
Freedom Holding
FRHC
$10.1B
$443K ﹤0.01%
6,800
– –
CD
3138
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
$440K ﹤0.01%
+29,153
New +$438K
HAPN
3139
Happen Inc
HAPN
$2.17B
$437K ﹤0.01%
24,125
+8,870
+58% +$138K
AVAL icon
3140
Grupo Aval
AVAL
$5.73B
$436K ﹤0.01%
76,434
-2,015
-3% -$12K
VCR icon
3141
Vanguard Consumer Discretionary ETF
VCR
$6.01B
$436K ﹤0.01%
1,387
+440
+46% +$135K
ACVA icon
3142
ACV Auctions
ACVA
$1.42B
$434K ﹤0.01%
+16,943
New +$494K
THR
3143
DELISTED
Thermon Group Holdings
THR
$433K ﹤0.01%
+25,408
New +$473K
BXC icon
3144
BlueLinx
BXC
$473M
$432K ﹤0.01%
8,595
+670
+8% +$33K
BNED icon
3145
Barnes & Noble Education
BNED
$441M
$431K ﹤0.01%
598
+30
+5% +$24.2K
ZYXI
3146
DELISTED
Zynex
ZYXI
$431K ﹤0.01%
30,561
+6,396
+26% +$88.4K
TBCH
3147
Turtle Beach Corp
TBCH
$249M
$426K ﹤0.01%
13,358
+5,624
+73% +$170K
AUPH icon
3148
Aurinia Pharmaceuticals
AUPH
$1.92B
$425K ﹤0.01%
32,796
+6,462
+25% +$82.3K
EVC icon
3149
Entravision Communication
EVC
$985M
$424K ﹤0.01%
63,476
-54,904
-46% -$248K
CERT icon
3150
Certara
CERT
$1.26B
$423K ﹤0.01%
14,917
+4,435
+42% +$123K
124 125
126
127 128

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.