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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
CTXR icon
3526
Citius Pharmaceuticals
CTXR
$14.3M
$60K ﹤0.01%
+695
New +$41.8K
ALR
3527
DELISTED
AlerisLife Inc
ALR
$60K ﹤0.01%
10,421
-61,380
-85% -$349K
AQB icon
3528
AquaBounty Technologies
AQB
$4.68M
$59K ﹤0.01%
+553
New +$63.5K
IRS
3529
IRSA Inversiones y Representaciones
IRS
$1.26B
$56K ﹤0.01%
+14,481
New +$59K
QUAD icon
3530
Quad
QUAD
$430M
$55K ﹤0.01%
13,142
-1,390
-10% -$5.04K
MTVA
3531
MetaVia Inc
MTVA
$7.64M
$55K ﹤0.01%
+6
New +$52.3K
NBRV
3532
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$55K ﹤0.01%
1,643
+972
+145% +$36.2K
NYMX
3533
DELISTED
Nymox Pharmaceutical Corp
NYMX
$53K ﹤0.01%
33,665
-33,320
-50% -$61.8K
HOFV
3534
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$50K ﹤0.01%
+577
New +$49.9K
TK icon
3535
Teekay
TK
$975M
$50K ﹤0.01%
13,324
+2,155
+19% +$7.62K
CYCN icon
3536
Cyclerion Therapeutics
CYCN
$15.2M
$49K ﹤0.01%
630
-683
-52% -$42.8K
VATE icon
3537
INNOVATE Corp
VATE
$114M
$49K ﹤0.01%
1,239
-342
-22% -$13.8K
DHX icon
3538
DHI Group
DHX
$166M
$48K ﹤0.01%
14,340
-7,408
-34% -$23.5K
XXII
3539
22nd Century Group
XXII
$1.47M
– –
0
– –
REFR icon
3540
Research Frontiers
REFR
$16.1M
$44K ﹤0.01%
18,654
+5,265
+39% +$13.1K
CKPT
3541
DELISTED
Checkpoint Therapeutics
CKPT
$43K ﹤0.01%
1,470
-719
-33% -$19.9K
ABTC
3542
American Bitcoin Corp
ABTC
$418M
– –
0
– –
ACER
3543
DELISTED
Acer Therapeutics Inc
ACER
$40K ﹤0.01%
14,134
-2,380
-14% -$6.85K
CEMI
3544
DELISTED
Chembio diagnostics, Inc.
CEMI
$39K ﹤0.01%
13,298
-9,563
-42% -$33.3K
CPIX icon
3545
Cumberland Pharmaceuticals
CPIX
$99M
$38K ﹤0.01%
13,296
-2,322
-15% -$6.83K
VTGN icon
3546
VistaGen Therapeutics
VTGN
$9.29M
$38K ﹤0.01%
+402
New +$29.8K
PHAS
3547
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
$38K ﹤0.01%
+10,254
New +$34.1K
AMPE
3548
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$37K ﹤0.01%
+74
New +$39.7K
GNPX icon
3549
Genprex
GNPX
$3.94M
– –
0
– –
MBIO icon
3550
Mustang Bio
MBIO
$4.26M
$36K ﹤0.01%
14
-5
-26% -$12.3K
140 141
142
143 144

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MCM
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PSUF
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SCC
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BAM
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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.