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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
GTX icon
3501
Garrett Motion
GTX
$5.9B
$84K ﹤0.01%
10,511
+44
+0.4% +$323
MMAT
3502
DELISTED
Meta Materials Inc. Common Stock
MMAT
$82K ﹤0.01%
+109
New +$60.8K
PAYS icon
3503
Paysign
PAYS
$486M
$80K ﹤0.01%
+25,074
New +$90.1K
III icon
3504
Information Services Group
III
$185M
$79K ﹤0.01%
13,494
+2,998
+29% +$15.5K
SD icon
3505
SandRidge Energy
SD
$510M
$79K ﹤0.01%
12,603
-1,045
-8% -$5.25K
JNCE
3506
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$79K ﹤0.01%
11,579
-208
-2% -$1.73K
SEEL
3507
DELISTED
Seelos Therapeutics, Inc. Common Stock
SEEL
$78K ﹤0.01%
+8
New +$131K
VHC icon
3508
VirnetX Holding Corp
VHC
$52.3M
$76K ﹤0.01%
887
-1,518
-63% -$143K
URG
3509
Ur-Energy
URG
$485M
$75K ﹤0.01%
+53,263
New +$72.8K
SCTL
3510
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$75K ﹤0.01%
32,318
-27,900
-46% -$70.8K
ISEE
3511
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$73K ﹤0.01%
11,507
-2,899
-20% -$18.7K
TNXP icon
3512
Tonix Pharmaceuticals
TNXP
$157M
– –
0
– –
PCTI
3513
DELISTED
PCTEL, Inc. Common Stock
PCTI
$72K ﹤0.01%
+11,004
New +$73.8K
SIEB icon
3514
Siebert Financial
SIEB
$68M
$71K ﹤0.01%
+14,762
New +$61.1K
DSKE
3515
DELISTED
Daseke, Inc. Common Stock
DSKE
$71K ﹤0.01%
10,939
-1,220
-10% -$8.86K
GORO icon
3516
Goldgroup Mining Inc.
GORO
$151M
$70K ﹤0.01%
27,069
-36,482
-57% -$101K
CDTX
3517
DELISTED
Cidara Therapeutics
CDTX
$69K ﹤0.01%
+1,700
New +$71.9K
ODT
3518
DELISTED
Odonate Therapeutics, Inc. Common Stock
ODT
$67K ﹤0.01%
+19,259
New +$66.1K
LCTX icon
3519
Lineage Cell Therapeutics
LCTX
$257M
$66K ﹤0.01%
23,229
+1,165
+5% +$3.01K
RESN
3520
DELISTED
Resonant Inc.
RESN
$63K ﹤0.01%
19,675
-1,133
-5% -$3.89K
FLNT
3521
Fluent
FLNT
$102M
$62K ﹤0.01%
3,550
+420
+13% +$8.29K
SMSI icon
3522
Smith Micro Software
SMSI
$14M
$62K ﹤0.01%
296
-65
-18% -$13.9K
VYGR icon
3523
Voyager Therapeutics
VYGR
$187M
$62K ﹤0.01%
+15,000
New +$68K
BIOR
3524
DELISTED
Biora Therapeutics, Inc. Common Stock
BIOR
$62K ﹤0.01%
+69
New +$52.8K
ORN icon
3525
Orion Group Holdings
ORN
$514M
$61K ﹤0.01%
10,611
-633
-6% -$3.69K
139 140
141
142 143

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MCM
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PSUF
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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.