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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
BMTC
2626
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.39M ﹤0.01%
33,013
+6,618
+25% +$303K
CNR
2627
DELISTED
Cornerstone Building Brands, Inc.
CNR
$1.39M ﹤0.01%
76,457
+3,432
+5% +$55.3K
KRNY icon
2628
Kearny Financial
KRNY
$607M
$1.39M ﹤0.01%
116,266
+151
+0.1% +$1.91K
FTS icon
2629
Fortis
FTS
$29.7B
$1.39M ﹤0.01%
31,390
+7,612
+32% +$343K
WKHS icon
2630
Workhorse Group
WKHS
$32.4M
$1.39M ﹤0.01%
28
+16
+133% +$593K
CCF
2631
DELISTED
Chase Corporation
CCF
$1.38M ﹤0.01%
13,489
+10,319
+326% +$1.14M
CG icon
2632
Carlyle Group
CG
$16.7B
$1.38M ﹤0.01%
29,713
+13,548
+84% +$576K
IIIV icon
2633
i3 Verticals
IIIV
$420M
$1.38M ﹤0.01%
45,663
+10,950
+32% +$347K
EEMS icon
2634
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$350M
$1.38M ﹤0.01%
21,991
-5,617
-20% -$339K
SMP icon
2635
Standard Motor Products
SMP
$897M
$1.37M ﹤0.01%
31,620
+7,605
+32% +$340K
SUSA icon
2636
iShares ESG Optimized MSCI USA ETF
SUSA
$4B
$1.37M ﹤0.01%
14,348
– –
KNBE
2637
DELISTED
KnowBe4, Inc. Class A Common Stock
KNBE
$1.37M ﹤0.01%
+43,811
New +$1M
SRNE
2638
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$1.37M ﹤0.01%
141,139
+8,251
+6% +$65.7K
HNGR
2639
DELISTED
Hanger Inc.
HNGR
$1.36M ﹤0.01%
53,930
+5,582
+12% +$139K
HAYN
2640
DELISTED
Haynes International, Inc.
HAYN
$1.36M ﹤0.01%
38,427
+2,819
+8% +$92.1K
BTT icon
2641
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$1.36M ﹤0.01%
51,701
-1,833
-3% -$47.4K
HBIO icon
2642
Harvard Bioscience
HBIO
$26.7M
$1.35M ﹤0.01%
16,213
+14,765
+1,020% +$1.04M
ALDX icon
2643
Aldeyra Therapeutics
ALDX
$95.3M
$1.35M ﹤0.01%
118,940
+92,171
+344% +$1.11M
LKFT
2644
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.84B
$1.34M ﹤0.01%
19,510
-9,289
-32% -$708K
MCS icon
2645
Marcus Corp
MCS
$766M
$1.34M ﹤0.01%
63,024
+2,190
+4% +$45.5K
NAPA
2646
DELISTED
The Duckhorn Portfolio, Inc.
NAPA
$1.34M ﹤0.01%
+60,584
New +$1.18M
MSP
2647
DELISTED
Datto Holding Corp.
MSP
$1.33M ﹤0.01%
+47,920
New +$1.23M
BCOV
2648
DELISTED
Brightcove, Inc.
BCOV
$1.33M ﹤0.01%
92,707
-28,071
-23% -$451K
NESR
2649
National Energy Services Reunited Corp
NESR
$2.58B
$1.32M ﹤0.01%
92,932
+10,624
+13% +$143K
ICFI icon
2650
ICF International
ICFI
$1.51B
$1.32M ﹤0.01%
15,050
-447
-3% -$40.9K
104 105
106
107 108

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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.