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
KIN
3426
DELISTED
Kindred Biosciences, Inc.
KIN
$179K ﹤0.01%
19,498
-7,157
-27% -$41.6K
MDVL
3427
DELISTED
MedAvail Holdings, Inc. Common Stock
MDVL
$177K ﹤0.01%
+288
New +$188K
CRON
3428
Cronos Group
CRON
$1.07B
$173K ﹤0.01%
20,141
-325
-2% -$2.69K
QMCO icon
3429
Quantum Corp
QMCO
$432M
$169K ﹤0.01%
1,229
+695
+130% +$112K
SBBP
3430
DELISTED
Strongbridge Biopharma plc.
SBBP
$168K ﹤0.01%
56,585
-4,985
-8% -$13.2K
STEX
3431
Streamex Corp
STEX
$76.9M
$167K ﹤0.01%
4,328
+1,532
+55% +$57.2K
DFTX
3432
Definium Therapeutics
DFTX
$5.66B
$167K ﹤0.01%
+3,230
New +$170K
FENC icon
3433
Fennec Pharmaceuticals
FENC
$355M
$164K ﹤0.01%
22,435
-5,069
-18% -$33.8K
JBI icon
3434
Janus International
JBI
$732M
$162K ﹤0.01%
+11,490
New +$159K
VSTM icon
3435
Verastem
VSTM
$534M
$162K ﹤0.01%
+3,322
New +$138K
EARN
3436
Ellington Residential Mortgage REIT
EARN
$165M
$160K ﹤0.01%
13,611
-6,098
-31% -$75.5K
ESXB
3437
DELISTED
Community Bankers Trust Corporation
ESXB
$160K ﹤0.01%
14,109
+99
+0.7% +$954
NMRD
3438
DELISTED
Nemaura Medical, Inc. Common Stock
NMRD
$159K ﹤0.01%
+15,319
New +$146K
FNHC
3439
DELISTED
FedNat Holding Company Common Stock
FNHC
$159K ﹤0.01%
38,433
-32,748
-46% -$148K
RYZ
3440
Ryerson Holding Corp
RYZ
$1.59B
$158K ﹤0.01%
+10,793
New +$171K
RIDE
3441
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$157K ﹤0.01%
+945
New +$145K
VEI
3442
DELISTED
Vine Energy Inc.
VEI
$156K ﹤0.01%
+10,016
New +$138K
ALTO icon
3443
Alto Ingredients
ALTO
$349M
$154K ﹤0.01%
25,136
+8,363
+50% +$48.7K
LOMA
3444
Loma Negra
LOMA
$1.36B
$154K ﹤0.01%
22,654
-253
-1% -$1.63K
CASA
3445
DELISTED
Casa Systems, Inc. Common Stock
CASA
$154K ﹤0.01%
17,351
-2,448
-12% -$21.7K
CGEN icon
3446
Compugen
CGEN
$225M
$153K ﹤0.01%
18,518
+4,217
+29% +$34.2K
ITI
3447
DELISTED
Iteris, Inc.
ITI
$152K ﹤0.01%
22,884
+12,226
+115% +$82.4K
LUNA
3448
DELISTED
Luna Innovations Incorporated
LUNA
$152K ﹤0.01%
+14,041
New +$153K
ANGI icon
3449
Angi Inc
ANGI
$240M
$150K ﹤0.01%
+1,108
New +$161K
VVNT
3450
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
$149K ﹤0.01%
+11,253
New +$151K
136 137
138
139 140

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.