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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
VTWO icon
2701
Vanguard Russell 2000 ETF
VTWO
$17.5B
$1.16M ﹤0.01%
12,554
+3,058
+32% +$278K
BHR
2702
Braemar Hotels & Resorts
BHR
$160M
$1.16M ﹤0.01%
186,666
+35,369
+23% +$218K
CSAN icon
2703
Cosan
CSAN
$3.07B
$1.16M ﹤0.01%
60,732
-15,801
-21% -$277K
PDFS icon
2704
PDF Solutions
PDFS
$1.87B
$1.15M ﹤0.01%
63,480
+8,570
+16% +$154K
RRGB icon
2705
Red Robin
RRGB
$139M
$1.15M ﹤0.01%
34,640
+371
+1% +$12.7K
SP
2706
DELISTED
SP Plus Corporation
SP
$1.15M ﹤0.01%
37,451
+2,893
+8% +$94.7K
STEL
2707
DELISTED
Stellar Bancorp
STEL
$1.14M ﹤0.01%
41,850
-170
-0.4% -$5.12K
BMRC icon
2708
Bank of Marin Bancorp
BMRC
$471M
$1.14M ﹤0.01%
35,618
+18,615
+109% +$651K
FA icon
2709
First Advantage
FA
$3.58B
$1.14M ﹤0.01%
+57,069
New +$1.16M
ATRI
2710
DELISTED
Atrion Corp
ATRI
$1.14M ﹤0.01%
1,828
-1,198
-40% -$748K
CSTE icon
2711
Caesarstone
CSTE
$71.6M
$1.13M ﹤0.01%
76,478
+7,045
+10% +$106K
IMVT icon
2712
Immunovant
IMVT
$7.99B
$1.13M ﹤0.01%
106,532
+85,241
+400% +$1.19M
BALY icon
2713
Bally's
BALY
$720M
$1.13M ﹤0.01%
20,797
-25,022
-55% -$1.41M
EPM icon
2714
Evolution Petroleum
EPM
$131M
$1.13M ﹤0.01%
226,874
-28,302
-11% -$111K
SQSP
2715
DELISTED
Squarespace, Inc.
SQSP
$1.12M ﹤0.01%
+18,901
New +$1.08M
RTL
2716
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.12M ﹤0.01%
132,092
+46,054
+54% +$430K
TITN icon
2717
Titan Machinery
TITN
$458M
$1.11M ﹤0.01%
+35,981
New +$1.01M
AHCO icon
2718
AdaptHealth
AHCO
$1.53B
$1.11M ﹤0.01%
40,567
-46,156
-53% -$1.32M
IWY icon
2719
iShares Russell Top 200 Growth ETF
IWY
$15.6B
$1.11M ﹤0.01%
7,385
+503
+7% +$72K
AMTI
2720
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
$1.1M ﹤0.01%
24,140
+15,795
+189% +$747K
LAZR
2721
DELISTED
Luminar Technologies
LAZR
$1.1M ﹤0.01%
+3,333
New +$1.1M
MSGN
2722
DELISTED
MSG Networks Inc.
MSGN
$1.1M ﹤0.01%
75,265
+6,416
+9% +$99.8K
HRTG icon
2723
Heritage Insurance Holdings
HRTG
$905M
$1.09M ﹤0.01%
127,571
+98,651
+341% +$909K
SHLS icon
2724
Shoals Technologies Group
SHLS
$1.43B
$1.09M ﹤0.01%
+30,753
New +$928K
AFRM icon
2725
Affirm
AFRM
$24.2B
$1.09M ﹤0.01%
+16,193
New +$1.03M
107 108
109
110 111

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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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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.