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
SYBX
3476
DELISTED
Synlogic
SYBX
$106K ﹤0.01%
1,823
-40
-2% -$2.18K
ASPU
3477
DELISTED
ASPEN GROUP, INC.
ASPU
$106K ﹤0.01%
+16,287
New +$92.9K
SYRS
3478
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
$104K ﹤0.01%
+1,911
New +$113K
WVE icon
3479
Wave Life Sciences
WVE
$1.12B
$103K ﹤0.01%
+15,457
New +$101K
NEXT icon
3480
NextDecade
NEXT
$1.85B
$102K ﹤0.01%
24,773
+10,117
+69% +$28.5K
PPTA
3481
Perpetua Resources
PPTA
$2.23B
$102K ﹤0.01%
+13,917
New +$109K
XPRO icon
3482
Expro Ltd
XPRO
$1.79B
$102K ﹤0.01%
5,591
+705
+14% +$14.6K
PLM
3483
DELISTED
PolyMet Mining Corp.
PLM
$102K ﹤0.01%
+28,245
New +$88.8K
AFI
3484
DELISTED
Armstrong Flooring, Inc.
AFI
$100K ﹤0.01%
16,189
-630
-4% -$3.62K
LITS
3485
Lite Strategy Inc
LITS
$33.6M
$97K ﹤0.01%
1,710
+715
+72% +$45.9K
UBFO
3486
DELISTED
United Security Bancshares
UBFO
$97K ﹤0.01%
11,931
-4,850
-29% -$39.4K
PMD
3487
DELISTED
Psychemedics Corporation
PMD
$97K ﹤0.01%
13,886
-859
-6% -$6.02K
RMO
3488
DELISTED
Romeo Power, Inc.
RMO
$97K ﹤0.01%
+11,944
New +$102K
WNEB icon
3489
Western New England Bancorp
WNEB
$287M
$96K ﹤0.01%
11,746
-571
-5% -$4.72K
CRMD icon
3490
CorMedix
CRMD
$617M
$95K ﹤0.01%
13,776
+946
+7% +$7.53K
BBAR icon
3491
BBVA Argentina
BBAR
$3.85B
$94K ﹤0.01%
28,839
+1,221
+4% +$3.81K
QTNT
3492
DELISTED
Quotient Limited Ordinary Shares
QTNT
$94K ﹤0.01%
+644
New +$103K
QRHC icon
3493
Quest Resource Holding
QRHC
$25.9M
$92K ﹤0.01%
+14,531
New +$67.2K
GYRE icon
3494
Gyre Therapeutics
GYRE
$662M
$91K ﹤0.01%
2,803
-3,028
-52% -$104K
CEPU
3495
Central Puerto
CEPU
$2.22B
$90K ﹤0.01%
35,182
+19,800
+129% +$44.8K
PMBC
3496
DELISTED
Pacific Mercantile Bancorp
PMBC
$90K ﹤0.01%
10,459
– –
OVID icon
3497
Ovid Therapeutics
OVID
$435M
$89K ﹤0.01%
+22,864
New +$90.2K
RDI icon
3498
Reading International Class A
RDI
$32.9M
$87K ﹤0.01%
12,474
-1,217
-9% -$7.7K
YELL
3499
DELISTED
Yellow Corporation Common Stock
YELL
$87K ﹤0.01%
+13,430
New +$99.9K
OSG
3500
DELISTED
Overseas Shipholding Group Inc.
OSG
$86K ﹤0.01%
41,133
-16,343
-28% -$36.8K
138 139
140
141 142

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.