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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
WMC
2851
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$832K ﹤0.01%
25,599
+46
+0.2% +$1.52K
BWB icon
2852
Bridgewater Bancshares
BWB
$585M
$831K ﹤0.01%
51,426
-1,740
-3% -$29.1K
OSH
2853
DELISTED
Oak Street Health, Inc.
OSH
$831K ﹤0.01%
14,189
+1,133
+9% +$67.4K
LOCO icon
2854
El Pollo Loco
LOCO
$497M
$827K ﹤0.01%
45,237
+4,623
+11% +$79.1K
AI icon
2855
C3.ai
AI
$1.38B
$826K ﹤0.01%
+13,209
New +$821K
ALLK
2856
DELISTED
Allakos
ALLK
$824K ﹤0.01%
9,657
-35
-0.4% -$3.5K
APG icon
2857
APi Group
APG
$17B
$822K ﹤0.01%
59,036
+2,327
+4% +$33K
CATO icon
2858
Cato Corp
CATO
$67.3M
$822K ﹤0.01%
48,752
+650
+1% +$9.62K
FFWM
2859
DELISTED
First Foundation Inc
FFWM
$822K ﹤0.01%
36,527
+818
+2% +$19.6K
RSP icon
2860
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$822K ﹤0.01%
5,453
+1,016
+23% +$151K
RCUS icon
2861
Arcus Biosciences
RCUS
$3.4B
$818K ﹤0.01%
29,772
-4,873
-14% -$139K
HOFT icon
2862
Hooker Furnishings Corp
HOFT
$150M
$817K ﹤0.01%
23,585
-31
-0.1% -$1.16K
STFC
2863
DELISTED
State Auto Financial Corp
STFC
$817K ﹤0.01%
47,727
+3,165
+7% +$59.2K
FRBA icon
2864
First Bank
FRBA
$473M
$816K ﹤0.01%
60,262
+13,202
+28% +$171K
MCFE
2865
DELISTED
McAfee Corp. Class A Common Stock
MCFE
$815K ﹤0.01%
29,089
+12,842
+79% +$329K
ALEC icon
2866
Alector
ALEC
$169M
$813K ﹤0.01%
39,034
+6,351
+19% +$120K
THD icon
2867
iShares MSCI Thailand ETF
THD
$364M
$805K ﹤0.01%
10,331
-769
-7% -$61.8K
MLR icon
2868
Miller Industries
MLR
$584M
$804K ﹤0.01%
20,376
+217
+1% +$9.25K
DCT
2869
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
$803K ﹤0.01%
18,457
+7,699
+72% +$313K
DGII icon
2870
Digi International
DGII
$2.53B
$801K ﹤0.01%
39,851
+586
+1% +$11K
RMM
2871
RiverNorth Managed Duration Municipal Income Fund
RMM
$284M
$800K ﹤0.01%
39,441
-86,517
-69% -$1.72M
HMTV
2872
DELISTED
Hemisphere Media Group, Inc.
HMTV
$799K ﹤0.01%
67,742
+18,397
+37% +$228K
JTA
2873
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$792K ﹤0.01%
67,786
-1,728
-2% -$19.6K
PETQ
2874
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$790K ﹤0.01%
20,462
+2,125
+12% +$84.8K
KLDO
2875
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$788K ﹤0.01%
+105,910
New +$751K
113 114
115
116 117

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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.