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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
RJET
2726
Republic Airways Holdings
RJET
$863M
$1.09M ﹤0.01%
7,780
+597
+8% +$96.2K
NCMI icon
2727
National CineMedia
NCMI
$371M
$1.09M ﹤0.01%
21,486
+4,249
+25% +$199K
CLVT icon
2728
Clarivate
CLVT
$1.53B
$1.09M ﹤0.01%
+39,430
New +$1.08M
RAFE icon
2729
PIMCO RAFI ESG US ETF
RAFE
$164M
$1.08M ﹤0.01%
35,265
+18,197
+107% +$554K
ACTG icon
2730
Acacia Research
ACTG
$447M
$1.08M ﹤0.01%
159,697
+3,183
+2% +$18.9K
AGEN
2731
Agenus
AGEN
$275M
$1.08M ﹤0.01%
10,020
+5,659
+130% +$424K
EFSC icon
2732
Enterprise Financial Services Corp
EFSC
$2.44B
$1.07M ﹤0.01%
23,167
+414
+2% +$20.3K
CHUY
2733
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.07M ﹤0.01%
28,826
+2,646
+10% +$113K
VGSH icon
2734
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.07M ﹤0.01%
17,472
– –
CARE icon
2735
Carter Bankshares
CARE
$768M
$1.07M ﹤0.01%
85,509
+84
+0.1% +$1.17K
EFC
2736
Ellington Financial
EFC
$1.7B
$1.07M ﹤0.01%
55,860
+9,061
+19% +$167K
PRPL icon
2737
Purple Innovation
PRPL
$35.7M
$1.07M ﹤0.01%
1,617
+155
+11% +$119K
TSC
2738
DELISTED
TriState Capital Holdings, Inc.
TSC
$1.07M ﹤0.01%
52,374
-297
-0.6% -$6.77K
LU icon
2739
Lufax Holding
LU
$1.33B
$1.07M ﹤0.01%
23,614
+12,305
+109% +$620K
FUBO icon
2740
FuboTV Inc
FUBO
$266M
$1.06M ﹤0.01%
+2,760
New +$788K
FSR
2741
DELISTED
Fisker Inc.
FSR
$1.06M ﹤0.01%
55,126
+4,635
+9% +$68.5K
LTCH
2742
DELISTED
Latch, Inc. Common Stock
LTCH
$1.06M ﹤0.01%
+86,497
New +$941K
VV icon
2743
Vanguard Large-Cap ETF
VV
$52B
$1.06M ﹤0.01%
5,278
+2,468
+88% +$482K
TVTX icon
2744
Travere Therapeutics
TVTX
$5.2B
$1.05M ﹤0.01%
72,291
-113,104
-61% -$2.23M
PCSB
2745
DELISTED
PCSB Financial Corporation
PCSB
$1.05M ﹤0.01%
57,685
+9,628
+20% +$172K
RBBN icon
2746
Ribbon Communications
RBBN
$361M
$1.05M ﹤0.01%
137,531
-5,991
-4% -$45.9K
JRS icon
2747
Nuveen Real Estate Income Fund
JRS
$256M
$1.04M ﹤0.01%
94,136
-7,494
-7% -$78.9K
ECHO
2748
EchoStar
ECHO
$24.9B
$1.04M ﹤0.01%
42,989
-6,246
-13% -$160K
MNKD icon
2749
MannKind Corp
MNKD
$1.21B
$1.04M ﹤0.01%
191,025
-75,008
-28% -$325K
SBOW
2750
DELISTED
SilverBow Resources, Inc.
SBOW
$1.04M ﹤0.01%
44,807
-7,974
-15% -$121K
108 109
110
111 112

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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.