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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
RIGL icon
2751
Rigel Pharmaceuticals
RIGL
$712M
$1.04M ﹤0.01%
23,928
+1,188
+5% +$44.9K
LL
2752
DELISTED
LL Flooring Holdings, Inc.
LL
$1.04M ﹤0.01%
49,145
-5,839
-11% -$137K
OPRA
2753
Opera Ltd
OPRA
$1.71B
$1.03M ﹤0.01%
100,968
+888
+0.9% +$9.42K
VET icon
2754
Vermilion Energy
VET
$1.59B
$1.03M ﹤0.01%
118,158
+2,733
+2% +$21.4K
APEI icon
2755
American Public Education
APEI
$917M
$1.03M ﹤0.01%
36,459
+2,953
+9% +$89.2K
DSPG
2756
DELISTED
DSP Group Inc
DSPG
$1.03M ﹤0.01%
69,802
+15,677
+29% +$234K
ALGM icon
2757
Allegro MicroSystems
ALGM
$8.29B
$1.03M ﹤0.01%
37,268
-1,059
-3% -$27.6K
AVAH icon
2758
Aveanna Healthcare
AVAH
$2.15B
$1.03M ﹤0.01%
+83,401
New +$989K
AUY
2759
DELISTED
Yamana Gold, Inc.
AUY
$1.03M ﹤0.01%
244,241
+102,764
+73% +$498K
IIIN icon
2760
Insteel Industries
IIIN
$631M
$1.03M ﹤0.01%
32,050
+5,043
+19% +$174K
FDN icon
2761
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$1.03M ﹤0.01%
4,203
+706
+20% +$161K
PING
2762
DELISTED
Ping Identity Holding Corp.
PING
$1.02M ﹤0.01%
44,674
+4,711
+12% +$111K
GLD icon
2763
SPDR Gold Trust
GLD
$131B
$1.02M ﹤0.01%
6,169
+1,605
+35% +$273K
AMRX icon
2764
Amneal Pharmaceuticals
AMRX
$5.99B
$1.02M ﹤0.01%
199,239
-134,259
-40% -$763K
ONT
2765
Onterris Inc
ONT
$740M
$1.02M ﹤0.01%
18,990
+3,555
+23% +$187K
FNDE icon
2766
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.51B
$1.02M ﹤0.01%
31,536
+6,414
+26% +$204K
OCDX
2767
DELISTED
Ortho Clinical Diagnostics Holdings plc Ordinary Shares
OCDX
$1.02M ﹤0.01%
+47,497
New +$966K
ANIP icon
2768
ANI Pharmaceuticals
ANIP
$1.84B
$1.01M ﹤0.01%
28,909
+9,924
+52% +$338K
NPK icon
2769
National Presto Industries
NPK
$884M
$1.01M ﹤0.01%
9,956
+491
+5% +$50.6K
ORC
2770
Orchid Island Capital
ORC
$1.31B
$1.01M ﹤0.01%
38,818
+8,303
+27% +$231K
MARA icon
2771
Marathon Digital Holdings
MARA
$4.34B
$1.01M ﹤0.01%
+32,070
New +$1.02M
GBDC icon
2772
Golub Capital BDC
GBDC
$3.38B
$1M ﹤0.01%
65,203
– –
HY icon
2773
Hyster-Yale Materials Handling
HY
$615M
$1M ﹤0.01%
13,742
-1,754
-11% -$136K
TLS icon
2774
Telos
TLS
$344M
$1M ﹤0.01%
29,479
+310
+1% +$10.4K
WPF
2775
DELISTED
Foley Trasimene Acquisition Corp.
WPF
$1M ﹤0.01%
+102,309
New +$1.04M
109 110
111
112 113

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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.