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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
DTIL icon
2826
Precision BioSciences
DTIL
$185M
$883K ﹤0.01%
2,352
-368
-14% -$111K
SRG
2827
Seritage Growth Properties
SRG
$129M
$878K ﹤0.01%
47,714
+569
+1% +$10.1K
RAPT
2828
DELISTED
RAPT Therapeutics
RAPT
$876K ﹤0.01%
+3,446
New +$644K
CERE
2829
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$876K ﹤0.01%
+34,193
New +$489K
VIV icon
2830
Telefônica Brasil
VIV
$21B
$875K ﹤0.01%
102,936
-39,148
-28% -$329K
XERS icon
2831
Xeris Biopharma Holdings
XERS
$1.42B
$872K ﹤0.01%
214,286
+20,281
+10% +$77.4K
ZNH
2832
DELISTED
China Southern Airlines Company Limited
ZNH
$871K ﹤0.01%
28,022
+8,210
+41% +$283K
CAAP icon
2833
Corporacion America
CAAP
$4.26B
$865K ﹤0.01%
151,231
-136
-0.1% -$743
PRTS icon
2834
CarParts.com
PRTS
$42.4M
$864K ﹤0.01%
4,242
+375
+10% +$62.8K
AFIB
2835
DELISTED
Acutus Medical Inc
AFIB
$864K ﹤0.01%
+50,868
New +$744K
ITA icon
2836
iShares US Aerospace & Defense ETF
ITA
$14.5B
$861K ﹤0.01%
7,857
+1,872
+31% +$201K
MTLS
2837
Materialise
MTLS
$373M
$860K ﹤0.01%
35,682
-261
-0.7% -$7.32K
SFST icon
2838
Southern First Bancshares
SFST
$592M
$856K ﹤0.01%
16,733
+1,273
+8% +$65.8K
APTS
2839
DELISTED
Preferred Apartment Communities, Inc.
APTS
$856K ﹤0.01%
87,838
+3,307
+4% +$33.5K
SFE
2840
DELISTED
Safeguard Scientifics, Inc.
SFE
$855K ﹤0.01%
110,152
-36,594
-25% -$250K
XLB icon
2841
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$851K ﹤0.01%
20,682
-382,532
-95% -$16.1M
JOUT icon
2842
Johnson Outdoors
JOUT
$500M
$847K ﹤0.01%
7,003
+1,236
+21% +$166K
ACRE
2843
Ares Commercial Real Estate
ACRE
$256M
$846K ﹤0.01%
57,568
+3,882
+7% +$58.2K
EZPW icon
2844
Ezcorp Inc
EZPW
$1.85B
$846K ﹤0.01%
140,359
+21,641
+18% +$137K
FDT icon
2845
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.25B
$845K ﹤0.01%
13,490
+93
+0.7% +$5.9K
SILK
2846
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$845K ﹤0.01%
17,661
+5,263
+42% +$268K
BBSI icon
2847
Barrett Business Services
BBSI
$1.01B
$842K ﹤0.01%
46,388
+15,084
+48% +$276K
FNCL icon
2848
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$842K ﹤0.01%
16,076
-214
-1% -$11.2K
PCYO icon
2849
Pure Cycle
PCYO
$259M
$839K ﹤0.01%
60,691
+11,686
+24% +$167K
BLFS icon
2850
BioLife Solutions
BLFS
$1.56B
$838K ﹤0.01%
18,823
-231
-1% -$8.14K
112 113
114
115 116

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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.