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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
GRC icon
2576
Gorman-Rupp
GRC
$2.18B
$1.55M ﹤0.01%
45,042
+27,419
+156% +$954K
BATRK icon
2577
Atlanta Braves Holdings Series B
BATRK
$3.27B
$1.55M ﹤0.01%
55,741
+650
+1% +$17.8K
PAR icon
2578
PAR Technology
PAR
$707M
$1.54M ﹤0.01%
22,073
-11,041
-33% -$782K
RKT icon
2579
Rocket Companies
RKT
$39.6B
$1.54M ﹤0.01%
79,455
-14,759
-16% -$299K
UEIC icon
2580
Universal Electronics
UEIC
$58.1M
$1.54M ﹤0.01%
31,674
+2,169
+7% +$113K
WASH icon
2581
Washington Trust Bancorp
WASH
$754M
$1.53M ﹤0.01%
29,875
-2,217
-7% -$117K
CENT icon
2582
Central Garden & Pet Co
CENT
$2.78B
$1.53M ﹤0.01%
36,068
+4,595
+15% +$206K
ATNI icon
2583
ATN International
ATNI
$370M
$1.53M ﹤0.01%
33,544
+4,181
+14% +$199K
SBLK icon
2584
Star Bulk Carriers
SBLK
$3.12B
$1.52M ﹤0.01%
66,448
-4,996
-7% -$98.7K
JRO
2585
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$1.52M ﹤0.01%
+155,540
New +$1.48M
PNNT
2586
Pennant Park Investment Corp
PNNT
$221M
$1.52M ﹤0.01%
227,011
-22,378
-9% -$147K
RCKY icon
2587
Rocky Brands
RCKY
$322M
$1.51M ﹤0.01%
27,108
+9,248
+52% +$520K
JDD
2588
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$1.5M ﹤0.01%
144,141
-856
-0.6% -$8.7K
RIOT icon
2589
Riot Platforms
RIOT
$8.03B
$1.49M ﹤0.01%
39,516
+34,558
+697% +$1.24M
FRST icon
2590
Primis Financial Corp
FRST
$398M
$1.49M ﹤0.01%
97,439
-8,769
-8% -$132K
GAN
2591
DELISTED
GAN Ltd
GAN
$1.49M ﹤0.01%
90,427
+54,060
+149% +$953K
BSRR icon
2592
Sierra Bancorp
BSRR
$531M
$1.49M ﹤0.01%
58,356
+2,476
+4% +$66.9K
SLQT icon
2593
SelectQuote
SLQT
$132M
$1.49M ﹤0.01%
77,094
+24,189
+46% +$603K
RDUS
2594
DELISTED
Radius Health, Inc.
RDUS
$1.48M ﹤0.01%
81,236
-9,270
-10% -$184K
HHR
2595
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$1.48M ﹤0.01%
34,896
+13,336
+62% +$514K
IBB icon
2596
iShares Biotechnology ETF
IBB
$9.55B
$1.48M ﹤0.01%
9,021
+2,820
+45% +$434K
CMTL icon
2597
Comtech Telecommunications
CMTL
$51.5M
$1.48M ﹤0.01%
61,057
+63
+0.1% +$1.54K
PRO
2598
DELISTED
PROS Holdings
PRO
$1.47M ﹤0.01%
32,354
-1,967
-6% -$87K
STNG icon
2599
Scorpio Tankers
STNG
$3.94B
$1.47M ﹤0.01%
66,549
+2,333
+4% +$47.4K
CCO icon
2600
Clear Channel Outdoor Holdings
CCO
$1.23B
$1.47M ﹤0.01%
554,887
+21,344
+4% +$51.2K
102 103
104
105 106

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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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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.