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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
PFBC icon
2601
Preferred Bank
PFBC
$1.25B
$1.46M ﹤0.01%
23,117
+461
+2% +$30.7K
WTTR icon
2602
Select Water Solutions
WTTR
$2.24B
$1.46M ﹤0.01%
241,113
-7,880
-3% -$45.5K
TISI icon
2603
Team
TISI
$80.6M
$1.45M ﹤0.01%
21,615
+1,821
+9% +$166K
BANC icon
2604
Banc of California
BANC
$3.27B
$1.44M ﹤0.01%
82,319
-35,175
-30% -$628K
LESL icon
2605
Leslie's
LESL
$9.83M
$1.44M ﹤0.01%
2,620
+383
+17% +$210K
PUMP icon
2606
ProPetro Holding
PUMP
$1.31B
$1.44M ﹤0.01%
157,015
-40,764
-21% -$423K
VVX icon
2607
V2X
VVX
$2.82B
$1.43M ﹤0.01%
30,128
+1,111
+4% +$57.2K
INO icon
2608
Inovio Pharmaceuticals
INO
$84.7M
$1.43M ﹤0.01%
12,880
+1,559
+14% +$150K
IRTC icon
2609
iRhythm Holdings
IRTC
$3.86B
$1.43M ﹤0.01%
21,589
-790
-4% -$62.6K
CRAI icon
2610
CRA International
CRAI
$1.16B
$1.43M ﹤0.01%
16,711
+4,028
+32% +$328K
STXS icon
2611
Stereotaxis
STXS
$128M
$1.43M ﹤0.01%
+148,086
New +$1.17M
FWONA icon
2612
Liberty Media Series A
FWONA
$23.3B
$1.43M ﹤0.01%
34,940
+1,211
+4% +$46.9K
TRTX
2613
TPG RE Finance Trust
TRTX
$660M
$1.43M ﹤0.01%
105,958
-541
-0.5% -$6.93K
ANIK icon
2614
Anika Therapeutics
ANIK
$202M
$1.42M ﹤0.01%
32,877
+12,181
+59% +$519K
RLAY icon
2615
Relay Therapeutics
RLAY
$3.99B
$1.42M ﹤0.01%
38,742
+8,923
+30% +$294K
YEXT icon
2616
Yext
YEXT
$564M
$1.41M ﹤0.01%
98,845
+55,874
+130% +$778K
VGI
2617
Virtus Global Multi-Sector Income Fund
VGI
$81.8M
$1.41M ﹤0.01%
117,971
-18,826
-14% -$228K
VLGEA icon
2618
Village Super Market
VLGEA
$645M
$1.41M ﹤0.01%
59,907
+7,409
+14% +$181K
CNXN icon
2619
PC Connection
CNXN
$2.1B
$1.41M ﹤0.01%
30,408
-1,388
-4% -$65K
CMRC
2620
Commerce.com Inc Series 1
CMRC
$264M
$1.41M ﹤0.01%
21,656
+6,689
+45% +$379K
IJJ icon
2621
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.93B
$1.41M ﹤0.01%
13,347
-343
-3% -$36.6K
TLYS icon
2622
Tilly's
TLYS
$118M
$1.41M ﹤0.01%
87,965
+9,885
+13% +$133K
LAND
2623
Gladstone Land Corp
LAND
$366M
$1.4M ﹤0.01%
58,179
+1,465
+3% +$33.1K
LPG icon
2624
Dorian LPG
LPG
$1.9B
$1.4M ﹤0.01%
99,181
+3,672
+4% +$51.4K
MFGP
2625
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$1.4M ﹤0.01%
185,220
-2,480
-1% -$17.8K
103 104
105
106 107

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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.