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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
RES icon
2526
RPC Inc
RES
$1.14B
$1.69M ﹤0.01%
340,485
+38,999
+13% +$210K
BFK
2527
DELISTED
BlackRock Municipal Income Trust
BFK
$1.68M ﹤0.01%
108,939
-6,042
-5% -$91.3K
ROAD icon
2528
Construction Partners
ROAD
$6.03B
$1.68M ﹤0.01%
53,446
+6,959
+15% +$219K
IMAX icon
2529
IMAX
IMAX
$2.59B
$1.67M ﹤0.01%
77,700
+1,339
+2% +$28.9K
TPIC
2530
DELISTED
TPI Composites
TPIC
$1.67M ﹤0.01%
34,459
+8,085
+31% +$397K
HSII
2531
DELISTED
Heidrick & Struggles
HSII
$1.67M ﹤0.01%
37,411
+6,617
+21% +$277K
DVAX
2532
DELISTED
Dynavax Technologies
DVAX
$1.66M ﹤0.01%
168,955
-16,416
-9% -$149K
DAKT icon
2533
Daktronics
DAKT
$953M
$1.66M ﹤0.01%
252,366
+33,439
+15% +$218K
OPEN icon
2534
Opendoor
OPEN
$3.8B
$1.66M ﹤0.01%
+96,914
New +$1.67M
SCD
2535
LMP Capital and Income Fund
SCD
$353M
$1.66M ﹤0.01%
115,342
-3,590
-3% -$49.4K
GOLF icon
2536
Acushnet Holdings
GOLF
$6.05B
$1.66M ﹤0.01%
33,527
-7,900
-19% -$379K
DHIL
2537
DELISTED
Diamond Hill
DHIL
$1.65M ﹤0.01%
9,863
+859
+10% +$147K
ONEM
2538
DELISTED
1Life Healthcare
ONEM
$1.64M ﹤0.01%
49,545
+1,841
+4% +$69.5K
NNI icon
2539
Nelnet
NNI
$4.92B
$1.63M ﹤0.01%
21,719
-10,085
-32% -$758K
HEFA icon
2540
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
$1.63M ﹤0.01%
46,993
+293
+0.6% +$9.95K
HCKT icon
2541
Hackett Group
HCKT
$266M
$1.63M ﹤0.01%
90,261
-3,092
-3% -$53.8K
PSXP
2542
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$1.62M ﹤0.01%
41,146
-3,187
-7% -$118K
OOMA icon
2543
Ooma
OOMA
$608M
$1.62M ﹤0.01%
85,953
-662
-0.8% -$12K
TPTX
2544
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$1.62M ﹤0.01%
20,755
+4,814
+30% +$356K
SWBI icon
2545
Smith & Wesson
SWBI
$657M
$1.62M ﹤0.01%
46,594
+13,379
+40% +$280K
TIMB icon
2546
TIM SA
TIMB
$9.45B
$1.61M ﹤0.01%
140,091
+12,863
+10% +$149K
ALTR
2547
DELISTED
Altair Engineering Inc
ALTR
$1.61M ﹤0.01%
23,356
+1,150
+5% +$75.4K
OLO
2548
DELISTED
Olo Inc
OLO
$1.61M ﹤0.01%
+42,963
New +$1.36M
SLP icon
2549
Simulations Plus
SLP
$371M
$1.6M ﹤0.01%
29,229
+1,809
+7% +$104K
YMAB
2550
DELISTED
Y-mAbs Therapeutics
YMAB
$1.6M ﹤0.01%
47,474
+30,604
+181% +$982K
100 101
102
103 104

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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.