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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
BND icon
2551
Vanguard Total Bond Market
BND
$158B
$1.6M ﹤0.01%
18,596
-19,570
-51% -$1.67M
VOR icon
2552
Vor Biopharma
VOR
$1.08B
$1.6M ﹤0.01%
+4,282
New +$2.11M
ABCL icon
2553
PUT
AbCellera Biologics
ABCL
$1.62B
$1.59M ﹤0.01%
+11,000
New +$303K
MGRC icon
2554
McGrath RentCorp
MGRC
$2.95B
$1.59M ﹤0.01%
19,553
+4,100
+27% +$338K
EVN
2555
Eaton Vance Municipal Income Trust
EVN
$421M
$1.59M ﹤0.01%
113,360
-6,208
-5% -$86.5K
ABTX
2556
DELISTED
Allegiance Bancshares
ABTX
$1.59M ﹤0.01%
41,339
+3,063
+8% +$123K
AXGN icon
2557
Axogen
AXGN
$2.19B
$1.58M ﹤0.01%
73,357
+3,013
+4% +$60.9K
FSV icon
2558
FirstService
FSV
$6.58B
$1.58M ﹤0.01%
9,251
-479
-5% -$78.6K
IWB icon
2559
iShares Russell 1000 ETF
IWB
$47.9B
$1.58M ﹤0.01%
6,539
-6,752
-51% -$1.59M
RMAX icon
2560
RE/MAX Holdings
RMAX
$206M
$1.58M ﹤0.01%
47,493
+5,367
+13% +$193K
CLAR icon
2561
Clarus
CLAR
$128M
$1.58M ﹤0.01%
61,529
-13,291
-18% -$284K
LIND icon
2562
Lindblad Expeditions
LIND
$1.95B
$1.58M ﹤0.01%
98,765
-1,635
-2% -$27.6K
PRTY
2563
DELISTED
Party City Holdco Inc.
PRTY
$1.58M ﹤0.01%
169,140
+150,378
+802% +$1.23M
PLOW icon
2564
Douglas Dynamics
PLOW
$1.04B
$1.58M ﹤0.01%
38,760
-29
-0.1% -$1.27K
UPLD icon
2565
Upland Software
UPLD
$14.4M
$1.57M ﹤0.01%
3,824
-338
-8% -$149K
FIF
2566
DELISTED
FIRST TRUST ENERGY INFRASTRUCTURE FUND
FIF
$1.57M ﹤0.01%
115,429
+17,197
+18% +$225K
IMGN
2567
DELISTED
Immunogen Inc
IMGN
$1.57M ﹤0.01%
238,733
+6,849
+3% +$47.8K
DOYU
2568
DouYu International Holdings
DOYU
$140M
$1.57M ﹤0.01%
22,961
+15,540
+209% +$1.34M
SITM icon
2569
SiTime
SITM
$14.7B
$1.57M ﹤0.01%
12,402
+3,842
+45% +$393K
ARQ icon
2570
Arq
ARQ
$83.7M
$1.57M ﹤0.01%
211,858
-35,035
-14% -$216K
CHMI
2571
Cherry Hill Mortgage Investment Corp
CHMI
$81.9M
$1.57M ﹤0.01%
159,038
-18,659
-11% -$185K
CUTR
2572
DELISTED
Cutera, Inc.
CUTR
$1.56M ﹤0.01%
31,878
+2,107
+7% +$77.4K
UVE icon
2573
Universal Insurance Holdings
UVE
$1.23B
$1.56M ﹤0.01%
112,493
+29,189
+35% +$410K
VO icon
2574
Vanguard Mid-Cap ETF
VO
$107B
$1.56M ﹤0.01%
26,260
+3,464
+15% +$201K
RILY icon
2575
BRC Group Holdings
RILY
$270M
$1.55M ﹤0.01%
20,601
+11,083
+116% +$776K
101 102
103
104 105

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.