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
CDZI icon
3151
Cadiz
CDZI
$254M
$421K ﹤0.01%
30,920
+3,590
+13% +$43K
SGFY
3152
DELISTED
Signify Health, Inc.
SGFY
$421K ﹤0.01%
+13,833
New +$380K
SRRK icon
3153
Scholar Rock
SRRK
$5.85B
$420K ﹤0.01%
14,530
-23,641
-62% -$723K
RFL icon
3154
Rafael Holdings
RFL
$110M
$419K ﹤0.01%
8,324
-215
-3% -$9.37K
RLX icon
3155
RLX Technology
RLX
$2.46B
$419K ﹤0.01%
48,026
+29,581
+160% +$302K
IGMS
3156
DELISTED
IGM Biosciences
IGMS
$418K ﹤0.01%
5,020
-305
-6% -$22.6K
SPRO icon
3157
Spero Therapeutics
SPRO
$70.1M
$418K ﹤0.01%
29,947
-1,490
-5% -$20.8K
THFF icon
3158
First Financial Corp
THFF
$955M
$412K ﹤0.01%
10,097
+2,749
+37% +$122K
JTD
3159
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$412K ﹤0.01%
25,609
-316
-1% -$4.99K
BRT
3160
BRT Apartments
BRT
$281M
$411K ﹤0.01%
23,692
-808
-3% -$14.4K
IDE
3161
Voya Infrastructure, Industrials and Materials Fund
IDE
$201M
$411K ﹤0.01%
32,071
-923,834
-97% -$11.6M
INSW icon
3162
International Seaways
INSW
$4.6B
$411K ﹤0.01%
21,450
+2,655
+14% +$51.6K
KC
3163
Kingsoft Cloud Holdings
KC
$3.02B
$411K ﹤0.01%
12,121
+6,864
+131% +$275K
CTEV
3164
Claritev Corp
CTEV
$396M
$410K ﹤0.01%
+1,077
New +$334K
VLDR
3165
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$410K ﹤0.01%
+38,580
New +$456K
VIA
3166
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$409K ﹤0.01%
7,214
+2,123
+42% +$113K
NGMS
3167
DELISTED
NeoGames S.A. Ordinary Shares
NGMS
$408K ﹤0.01%
+6,637
New +$347K
ALX
3168
Alexander's
ALX
$1.35B
$406K ﹤0.01%
1,515
-143
-9% -$39.6K
FMBH icon
3169
First Mid Bancshares
FMBH
$1.4B
$405K ﹤0.01%
9,987
-596
-6% -$25.7K
AZRE
3170
DELISTED
Azure Power Global Limited
AZRE
$405K ﹤0.01%
+15,028
New +$349K
REPL icon
3171
Replimune Group
REPL
$517M
$403K ﹤0.01%
10,488
-2,092
-17% -$71.5K
RVI
3172
DELISTED
Retail Value Inc. Common Shares
RVI
$399K ﹤0.01%
199,913
+9,076
+5% +$16.1K
NOBL icon
3173
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$12B
$398K ﹤0.01%
+8,780
New +$398K
TRUE
3174
DELISTED
TrueCar
TRUE
$396K ﹤0.01%
70,061
+14,102
+25% +$71K
FNDA icon
3175
Schwab Fundamental US Small Company Index ETF
FNDA
$9.24B
$394K ﹤0.01%
14,470
-112
-0.8% -$2.98K
125 126
127
128 129

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.