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
ALLO icon
2651
Allogene Therapeutics
ALLO
$573M
$1.32M ﹤0.01%
50,633
+15,626
+45% +$446K
BY icon
2652
Byline Bancorp
BY
$1.78B
$1.32M ﹤0.01%
58,221
+31,382
+117% +$703K
ANAB icon
2653
AnaptysBio
ANAB
$1.54B
$1.32M ﹤0.01%
50,735
-3,203
-6% -$76.8K
FTEC icon
2654
Fidelity MSCI Information Technology Index ETF
FTEC
$19.4B
$1.31M ﹤0.01%
11,147
+460
+4% +$51.3K
PMX
2655
DELISTED
PIMCO Municipal Income Fund III
PMX
$1.3M ﹤0.01%
99,790
-3,817
-4% -$47.7K
OSG
2656
Octave Specialty Group
OSG
$261M
$1.3M ﹤0.01%
83,010
+8,417
+11% +$135K
AMRS
2657
DELISTED
Amyris Inc.
AMRS
$1.3M ﹤0.01%
79,400
-57,001
-42% -$850K
FLNA
2658
Filana Therapeutics
FLNA
$42.7M
$1.29M ﹤0.01%
15,095
-12,753
-46% -$683K
AXNX
2659
DELISTED
Axonics, Inc. Common Stock
AXNX
$1.28M ﹤0.01%
20,250
+1,770
+10% +$104K
CSV icon
2660
Carriage Services
CSV
$648M
$1.28M ﹤0.01%
34,558
-96
-0.3% -$3.58K
TMP icon
2661
Tompkins Financial
TMP
$1.45B
$1.28M ﹤0.01%
16,474
+822
+5% +$66.2K
EWT icon
2662
iShares MSCI Taiwan ETF
EWT
$9.59B
$1.28M ﹤0.01%
19,965
-395
-2% -$24.6K
SUMO
2663
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
$1.27M ﹤0.01%
61,736
+43,415
+237% +$839K
LOB icon
2664
Live Oak Bancshares
LOB
$1.99B
$1.27M ﹤0.01%
21,497
+1,240
+6% +$77.8K
DCP
2665
DELISTED
DCP Midstream, LP
DCP
$1.27M ﹤0.01%
41,261
-1,618
-4% -$41.8K
NBP
2666
NovaBridge Biosciences American Depositary Shares
NBP
$202M
$1.26M ﹤0.01%
+15,059
New +$993K
MQY icon
2667
BlackRock MuniYield Quality Fund
MQY
$811M
$1.26M ﹤0.01%
+75,428
New +$1.23M
MG icon
2668
Mistras Group
MG
$490M
$1.26M ﹤0.01%
128,231
-12,880
-9% -$139K
OPK icon
2669
Opko Health
OPK
$1.23B
$1.26M ﹤0.01%
311,111
-41,271
-12% -$162K
CMO
2670
DELISTED
Capstead Mortgage Corp.
CMO
$1.26M ﹤0.01%
204,767
+33,696
+20% +$217K
NVEC icon
2671
NVE Corp
NVEC
$564M
$1.25M ﹤0.01%
16,898
+435
+3% +$31K
INFN
2672
DELISTED
Infinera Corporation Common Stock
INFN
$1.25M ﹤0.01%
122,076
+15,004
+14% +$145K
MOFG
2673
DELISTED
MidWestOne Financial Group
MOFG
$1.24M ﹤0.01%
43,225
+4,298
+11% +$132K
EMBJ
2674
Embraer S.A. ADS
EMBJ
$12.3B
$1.24M ﹤0.01%
82,122
-22,881
-22% -$296K
HONE
2675
DELISTED
HarborOne Bancorp
HONE
$1.24M ﹤0.01%
86,594
+53,075
+158% +$766K
105 106
107
108 109

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.