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
U icon
1926
Unity
U
$14B
$4.44M ﹤0.01%
40,432
+26,318
+186% +$2.59M
EXTR icon
1927
Extreme Networks
EXTR
$3.8B
$4.43M ﹤0.01%
396,922
+32,281
+9% +$343K
TOWN icon
1928
Towne Bank
TOWN
$3.54B
$4.43M ﹤0.01%
145,567
+53,893
+59% +$1.69M
LBAI
1929
DELISTED
Lakeland Bancorp Inc
LBAI
$4.42M ﹤0.01%
253,145
+37,150
+17% +$674K
MCHB
1930
Mechanics Bancorp
MCHB
$3.65B
$4.42M ﹤0.01%
108,550
+500
+0.5% +$21.6K
DBI icon
1931
Designer Brands
DBI
$315M
$4.42M ﹤0.01%
266,973
+60,617
+29% +$1.07M
UTL icon
1932
Unitil
UTL
$989M
$4.42M ﹤0.01%
83,383
+7,340
+10% +$395K
VECO icon
1933
Veeco
VECO
$2.62B
$4.41M ﹤0.01%
183,410
+17,380
+10% +$398K
AAMI
1934
Acadian Asset Management
AAMI
$2.88B
$4.4M ﹤0.01%
187,679
+27,962
+18% +$636K
IVW icon
1935
iShares S&P 500 Growth ETF
IVW
$70.5B
$4.38M ﹤0.01%
60,269
-167,446
-74% -$11.6M
RARE icon
1936
Ultragenyx Pharmaceutical
RARE
$2.46B
$4.38M ﹤0.01%
45,958
-37,904
-45% -$3.95M
OPI
1937
DELISTED
Office Properties Income Trust
OPI
$4.38M ﹤0.01%
149,349
+15,477
+12% +$444K
BANF icon
1938
BancFirst
BANF
$3.81B
$4.38M ﹤0.01%
70,094
-445
-0.6% -$30.7K
BCH icon
1939
Banco de Chile
BCH
$20.6B
$4.37M ﹤0.01%
221,140
+211
+0.1% +$4.53K
PBR.A icon
1940
Petrobras Class A
PBR.A
$106B
$4.37M ﹤0.01%
369,643
+23,220
+7% +$228K
MSEX icon
1941
Middlesex Water
MSEX
$1.07B
$4.36M ﹤0.01%
53,370
-3,432
-6% -$284K
TARO
1942
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$4.36M ﹤0.01%
60,545
+12,700
+27% +$933K
PRIM icon
1943
Primoris Services
PRIM
$4.06B
$4.35M ﹤0.01%
147,827
-32,033
-18% -$1.03M
MPLX icon
1944
MPLX
MPLX
$58.6B
$4.34M ﹤0.01%
146,546
-16,812
-10% -$476K
HASI icon
1945
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$4.33M ﹤0.01%
77,163
+8,092
+12% +$421K
BEPC icon
1946
Brookfield Renewable
BEPC
$5.86B
$4.31M ﹤0.01%
102,717
-8,865
-8% -$377K
WBT
1947
DELISTED
Welbilt, Inc.
WBT
$4.31M ﹤0.01%
185,989
-20,600
-10% -$437K
ZG icon
1948
Zillow
ZG
$7.85B
$4.29M ﹤0.01%
34,986
+133
+0.4% +$16.4K
ANGO icon
1949
AngioDynamics
ANGO
$605M
$4.28M ﹤0.01%
157,707
+50,732
+47% +$1.24M
VOOG icon
1950
Vanguard S&P 500 Growth ETF
VOOG
$24.7B
$4.27M ﹤0.01%
97,710
-186
-0.2% -$7.74K
76 77
78
79 80

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.