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
TRIL
3351
DELISTED
Trillium Therapeutics Inc.
TRIL
$234K ﹤0.01%
+24,154
New +$227K
RDVY icon
3352
First Trust Rising Dividend Achievers ETF
RDVY
$24.6B
$233K ﹤0.01%
4,846
-42
-0.9% -$2.01K
SPSM icon
3353
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.1B
$232K ﹤0.01%
5,272
-81
-2% -$3.52K
APR
3354
DELISTED
Apria, Inc. Common Stock
APR
$232K ﹤0.01%
8,303
-11,716
-59% -$344K
SYRE icon
3355
Spyre Therapeutics
SYRE
$8.69B
$231K ﹤0.01%
1,326
+262
+25% +$47.6K
ULCC icon
3356
Frontier Group Holdings
ULCC
$1.4B
$231K ﹤0.01%
+13,555
New +$267K
VSEC icon
3357
VSE Corp
VSEC
$5.64B
$229K ﹤0.01%
+4,634
New +$213K
AMK
3358
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$229K ﹤0.01%
+9,141
New +$222K
BLNK icon
3359
Blink Charging
BLNK
$79.5M
$228K ﹤0.01%
+5,544
New +$206K
CLSK icon
3360
CleanSpark
CLSK
$3.6B
$227K ﹤0.01%
+13,671
New +$251K
STRO icon
3361
Sutro Biopharma
STRO
$398M
$227K ﹤0.01%
1,223
-411
-25% -$80.4K
NWFL icon
3362
Norwood Financial Corp
NWFL
$367M
$226K ﹤0.01%
+8,698
New +$222K
SIEN
3363
DELISTED
Sientra, Inc.
SIEN
$226K ﹤0.01%
2,834
+226
+9% +$16.1K
CTLP
3364
DELISTED
Cantaloupe
CTLP
$224K ﹤0.01%
18,917
+2,271
+14% +$26.6K
TAC icon
3365
TransAlta
TAC
$4.25B
$224K ﹤0.01%
22,485
+6,105
+37% +$58.9K
ATEC icon
3366
Alphatec Holdings
ATEC
$1.33B
$223K ﹤0.01%
14,542
-108,158
-88% -$1.67M
IYW icon
3367
iShares US Technology ETF
IYW
$23.3B
$223K ﹤0.01%
2,239
-74
-3% -$6.9K
WRAP icon
3368
Wrap Technologies
WRAP
$99.8M
$223K ﹤0.01%
28,362
-7,515
-21% -$51.5K
GTM
3369
ZoomInfo Technologies
GTM
$908M
$223K ﹤0.01%
+4,271
New +$201K
BIP icon
3370
Brookfield Infrastructure Partners
BIP
$18.6B
$222K ﹤0.01%
6,003
– –
CVM icon
3371
CEL-SCI Corp
CVM
$20.6M
$220K ﹤0.01%
844
+129
+18% +$79.8K
IQLT icon
3372
iShares MSCI Intl Quality Factor ETF
IQLT
$13.6B
$220K ﹤0.01%
+5,709
New +$220K
RNAM
3373
DELISTED
Avidity Biosciences
RNAM
$220K ﹤0.01%
+8,903
New +$207K
HYLN icon
3374
Hyliion Holdings
HYLN
$681M
$219K ﹤0.01%
+18,830
New +$197K
CURI icon
3375
CuriosityStream
CURI
$145M
$218K ﹤0.01%
+15,998
New +$207K
133 134
135
136 137

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.