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
RCEL icon
3376
Avita Medical
RCEL
$146M
$218K ﹤0.01%
+10,621
New +$209K
CFO icon
3377
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$418M
$216K ﹤0.01%
+3,030
New +$213K
PROS
3378
DELISTED
ProSight Global, Inc.
PROS
$216K ﹤0.01%
16,953
+2,881
+20% +$36.7K
BHB icon
3379
Bar Harbor Bankshares
BHB
$659M
$215K ﹤0.01%
7,506
-45
-0.6% -$1.33K
PROV icon
3380
Provident Financial
PROV
$108M
$215K ﹤0.01%
+12,456
New +$210K
TCDA
3381
DELISTED
Tricida, Inc. Common Stock
TCDA
$215K ﹤0.01%
49,788
-451
-0.9% -$2.15K
ESSA
3382
DELISTED
ESSA Bancorp
ESSA
$214K ﹤0.01%
13,083
+2,711
+26% +$43.1K
PGC icon
3383
Peapack-Gladstone Financial
PGC
$833M
$214K ﹤0.01%
+6,878
New +$222K
EAR
3384
DELISTED
Eargo, Inc. Common Stock
EAR
$214K ﹤0.01%
+268
New +$225K
NBEV
3385
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$214K ﹤0.01%
95,793
+46,643
+95% +$109K
BMTX
3386
DELISTED
BM Technologies, Inc.
BMTX
$213K ﹤0.01%
17,094
+2,380
+16% +$27.5K
CVGI icon
3387
Commercial Vehicle Group
CVGI
$154M
$212K ﹤0.01%
19,955
+1,069
+6% +$11.8K
MTCR
3388
DELISTED
Metacrine, Inc. Common Stock
MTCR
$212K ﹤0.01%
55,753
-38,487
-41% -$159K
ACMR icon
3389
ACM Research
ACMR
$5.53B
$211K ﹤0.01%
+6,201
New +$170K
ACR
3390
ACRES Commercial Realty
ACR
$128M
$211K ﹤0.01%
13,135
– –
CULP icon
3391
Culp Inc
CULP
$45.5M
$210K ﹤0.01%
12,866
-1,432
-10% -$22.2K
LAB icon
3392
Standard BioTools
LAB
$303M
$210K ﹤0.01%
34,161
+15,122
+79% +$80.8K
ARAY icon
3393
Accuray
ARAY
$26.8M
$209K ﹤0.01%
46,269
-7,484
-14% -$35K
ASPN icon
3394
Aspen Aerogels
ASPN
$385M
$209K ﹤0.01%
+6,987
New +$143K
MRKR icon
3395
Marker Therapeutics
MRKR
$20.3M
$209K ﹤0.01%
7,507
-1,561
-17% -$41.1K
STTK icon
3396
Shattuck Labs
STTK
$672M
$209K ﹤0.01%
7,217
-252
-3% -$7.37K
VTWV icon
3397
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$209K ﹤0.01%
+1,435
New +$208K
XBI icon
3398
State Street SPDR S&P Biotech ETF
XBI
$10.2B
$209K ﹤0.01%
1,545
-54
-3% -$7.1K
FSBW icon
3399
FS Bancorp
FSBW
$323M
$207K ﹤0.01%
+5,816
New +$201K
BFC icon
3400
Bank First Corp
BFC
$1.65B
$206K ﹤0.01%
2,959
-43
-1% -$3.07K
134 135
136
137 138

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.