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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
NAT icon
2776
Nordic American Tanker
NAT
$1.35B
$995K ﹤0.01%
303,409
+54,894
+22% +$186K
URGN icon
2777
UroGen Pharma
URGN
$1.99B
$995K ﹤0.01%
65,179
+50,489
+344% +$913K
GGAL icon
2778
Galicia Financial Group
GGAL
$7.9B
$994K ﹤0.01%
115,269
+74,293
+181% +$625K
TW icon
2779
Tradeweb Markets
TW
$22.2B
$993K ﹤0.01%
11,742
-867
-7% -$70.8K
VOX icon
2780
Vanguard Communication Services ETF
VOX
$5.69B
$988K ﹤0.01%
6,868
+91
+1% +$12.5K
VIS icon
2781
Vanguard Industrials ETF
VIS
$8.22B
$986K ﹤0.01%
5,020
+540
+12% +$106K
ACIC icon
2782
American Coastal Insurance
ACIC
$526M
$984K ﹤0.01%
172,569
+44,753
+35% +$274K
BV icon
2783
BrightView Holdings
BV
$1.3B
$984K ﹤0.01%
61,039
-881
-1% -$15.5K
CWEN.A
2784
DELISTED
Clearway Energy Class A
CWEN.A
$982K ﹤0.01%
38,925
-41,744
-52% -$1.07M
CCCC icon
2785
C4 Therapeutics
CCCC
$393M
$970K ﹤0.01%
25,645
+3,525
+16% +$126K
HMY icon
2786
Harmony Gold Mining
HMY
$9.7B
$969K ﹤0.01%
259,790
+77,537
+43% +$368K
ESPR
2787
DELISTED
Esperion Therapeutics
ESPR
$967K ﹤0.01%
45,703
-11,640
-20% -$280K
SENEA icon
2788
Seneca Foods Class A
SENEA
$1.15B
$965K ﹤0.01%
18,895
+7,672
+68% +$370K
AXSM icon
2789
Axsome Therapeutics
AXSM
$12.1B
$962K ﹤0.01%
14,257
+1,663
+13% +$99.8K
OPY icon
2790
Oppenheimer Holdings
OPY
$1.2B
$962K ﹤0.01%
18,922
+1,418
+8% +$68.4K
INBX
2791
DELISTED
Inhibrx, Inc. Common Stock
INBX
$957K ﹤0.01%
34,777
+817
+2% +$17K
CPRX
2792
DELISTED
Catalyst Pharmaceutical
CPRX
$953K ﹤0.01%
165,722
-41,533
-20% -$214K
QFIN icon
2793
Qfin Holdings
QFIN
$1.66B
$950K ﹤0.01%
+22,709
New +$692K
UUUU icon
2794
Energy Fuels
UUUU
$2.83B
$947K ﹤0.01%
156,596
+25,844
+20% +$159K
PKOH icon
2795
Park-Ohio Holdings
PKOH
$564M
$946K ﹤0.01%
29,439
+1,015
+4% +$35.7K
CHS
2796
DELISTED
Chicos FAS, Inc.
CHS
$945K ﹤0.01%
143,659
+91,156
+174% +$393K
CSIQ icon
2797
Canadian Solar
CSIQ
$927M
$940K ﹤0.01%
20,962
-3,109
-13% -$127K
GNK icon
2798
Genco Shipping & Trading
GNK
$1.11B
$939K ﹤0.01%
49,730
+3,985
+9% +$61.6K
CBAY
2799
DELISTED
Cymabay Therapeutics
CBAY
$937K ﹤0.01%
214,940
-88,939
-29% -$394K
TCRR
2800
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$935K ﹤0.01%
56,990
+790
+1% +$16K
110 111
112
113 114

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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.