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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
HDSN
2801
Hudson Technologies
HDSN
$259M
$934K ﹤0.01%
274,560
+46,183
+20% +$111K
NS
2802
DELISTED
NuStar Energy L.P.
NS
$929K ﹤0.01%
51,481
-3,870
-7% -$71.6K
KALA icon
2803
KALA BIO
KALA
$12.3M
$928K ﹤0.01%
70
+13
+23% +$204K
ETWO
2804
DELISTED
E2open Parent Holdings
ETWO
$925K ﹤0.01%
+80,962
New +$931K
GLDD
2805
DELISTED
Great Lakes Dredge & Dock
GLDD
$924K ﹤0.01%
63,244
+6,219
+11% +$91.9K
PAYA
2806
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$922K ﹤0.01%
83,647
-77,469
-48% -$825K
BPYU
2807
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$922K ﹤0.01%
48,833
+27,001
+124% +$494K
AGI icon
2808
Alamos Gold
AGI
$12.1B
$921K ﹤0.01%
120,418
-661
-0.5% -$5.64K
JHMM icon
2809
John Hancock Multifactor Mid Cap ETF
JHMM
$5.96B
$916K ﹤0.01%
17,662
-668
-4% -$34.3K
GTS
2810
DELISTED
Triple-S Management Corporation
GTS
$916K ﹤0.01%
41,119
-45,808
-53% -$1.14M
FLXS icon
2811
Flexsteel Industries
FLXS
$317M
$915K ﹤0.01%
22,658
-592
-3% -$25.8K
OEF icon
2812
iShares S&P 100 ETF
OEF
$19.8B
$915K ﹤0.01%
4,663
– –
KNSA icon
2813
Kiniksa Pharmaceuticals
KNSA
$6.11B
$914K ﹤0.01%
65,588
-6,555
-9% -$99.6K
RYAM icon
2814
Rayonier Advanced Materials
RYAM
$591M
$913K ﹤0.01%
136,515
-64,406
-32% -$525K
WMG icon
2815
Warner Music
WMG
$15B
$913K ﹤0.01%
25,324
+3,289
+15% +$118K
FNDF icon
2816
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
$907K ﹤0.01%
27,241
+9,165
+51% +$308K
LAUR icon
2817
Laureate Education
LAUR
$5.28B
$907K ﹤0.01%
62,524
-20,629
-25% -$292K
ATRA icon
2818
Atara Biotherapeutics
ATRA
$70.4M
$902K ﹤0.01%
2,321
-275
-11% -$98.1K
ZGNX
2819
DELISTED
Zogenix, Inc.
ZGNX
$901K ﹤0.01%
52,150
+5,677
+12% +$104K
FHLC icon
2820
Fidelity MSCI Health Care Index ETF
FHLC
$3.37B
$896K ﹤0.01%
14,051
+1,122
+9% +$69.1K
ACBI
2821
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$893K ﹤0.01%
+35,061
New +$927K
MCRB icon
2822
Seres Therapeutics
MCRB
$46.5M
$892K ﹤0.01%
1,870
+158
+9% +$66.7K
WTBA icon
2823
West Bancorporation
WTBA
$477M
$892K ﹤0.01%
32,146
+3,925
+14% +$105K
AGTI
2824
DELISTED
Agiliti Inc
AGTI
$888K ﹤0.01%
+40,609
New +$775K
TLND
2825
DELISTED
Talend S.A. American Depositary Shares
TLND
$885K ﹤0.01%
13,487
-303
-2% -$19.6K
111 112
113
114 115

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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.