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
COLL icon
2151
Collegium Pharmaceutical
COLL
$1.18B
$3.22M ﹤0.01%
136,078
+4,100
+3% +$94.7K
OTTR icon
2152
Otter Tail
OTTR
$3.81B
$3.21M ﹤0.01%
65,821
+4,178
+7% +$200K
DRNA
2153
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$3.21M ﹤0.01%
85,871
+42,159
+96% +$1.29M
PTGX icon
2154
Protagonist Therapeutics
PTGX
$8.55B
$3.2M ﹤0.01%
71,400
+31,201
+78% +$1.03M
KOP icon
2155
Koppers
KOP
$946M
$3.2M ﹤0.01%
98,969
+12,691
+15% +$428K
VCRA
2156
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$3.2M ﹤0.01%
80,328
+26,973
+51% +$985K
JELD icon
2157
JELD-WEN Holding
JELD
$110M
$3.2M ﹤0.01%
121,840
+4,828
+4% +$137K
CHCO icon
2158
City Holding Co
CHCO
$2.05B
$3.19M ﹤0.01%
42,351
+1,038
+3% +$82.1K
GSHD icon
2159
Goosehead Insurance
GSHD
$1.68B
$3.17M ﹤0.01%
24,898
+9,086
+57% +$926K
QADA
2160
DELISTED
QAD Inc.
QADA
$3.16M ﹤0.01%
36,314
+2,959
+9% +$216K
APO icon
2161
Apollo Global Management
APO
$69B
$3.16M ﹤0.01%
50,782
-74,897
-60% -$4.15M
CDLX icon
2162
Cardlytics
CDLX
$22.2M
$3.15M ﹤0.01%
2,480
-2,268
-48% -$2.56M
SBI
2163
Western Asset Intermediate Muni Fund
SBI
$107M
$3.14M ﹤0.01%
321,625
-11,197
-3% -$107K
AZZ icon
2164
AZZ Inc
AZZ
$4.24B
$3.13M ﹤0.01%
60,420
+4,910
+9% +$258K
ABR icon
2165
Arbor Realty Trust
ABR
$977M
$3.12M ﹤0.01%
175,278
+30,073
+21% +$529K
HTHT icon
2166
Huazhu Hotels Group
HTHT
$13.3B
$3.12M ﹤0.01%
59,126
+4,500
+8% +$254K
BNFT
2167
DELISTED
Benefitfocus, Inc.
BNFT
$3.12M ﹤0.01%
221,316
+82,747
+60% +$1.17M
NSL
2168
DELISTED
NUVEEN SENIOR INCM FD
NSL
$3.11M ﹤0.01%
526,709
+97,791
+23% +$557K
HCAT icon
2169
Health Catalyst
HCAT
$160M
$3.11M ﹤0.01%
56,033
+3,072
+6% +$164K
AOSL icon
2170
Alpha and Omega Semiconductor
AOSL
$829M
$3.1M ﹤0.01%
102,108
+24,912
+32% +$766K
CARS icon
2171
Cars.com
CARS
$722M
$3.1M ﹤0.01%
216,077
+11,587
+6% +$161K
ZUMZ icon
2172
Zumiez
ZUMZ
$330M
$3.09M ﹤0.01%
63,025
+5,658
+10% +$254K
CSR
2173
Centerspace
CSR
$952M
$3.08M ﹤0.01%
39,050
+2,439
+7% +$176K
FOLD
2174
DELISTED
Amicus Therapeutics
FOLD
$3.08M ﹤0.01%
319,401
+27,272
+9% +$266K
HLIT icon
2175
Harmonic Inc
HLIT
$1.15B
$3.07M ﹤0.01%
360,006
+45,778
+15% +$351K
85 86
87
88 89

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.