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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
BMA icon
2876
Banco Macro
BMA
$5.81B
$787K ﹤0.01%
+52,365
New +$781K
TELL
2877
DELISTED
Tellurian Inc.
TELL
$786K ﹤0.01%
169,006
+143,517
+563% +$440K
EBSB
2878
DELISTED
Meridian Bancorp, Inc.
EBSB
$784K ﹤0.01%
38,341
-539
-1% -$11.2K
GFL icon
2879
GFL Environmental
GFL
$14.1B
$783K ﹤0.01%
24,540
+324
+1% +$10.6K
CSPR
2880
DELISTED
Casper Sleep Inc.
CSPR
$783K ﹤0.01%
95,058
+3,148
+3% +$27.5K
NRIM icon
2881
Northrim BanCorp
NRIM
$600M
$781K ﹤0.01%
73,084
+7,356
+11% +$80K
ZEUS
2882
DELISTED
Olympic Steel
ZEUS
$780K ﹤0.01%
26,537
+2,761
+12% +$87K
FPI
2883
Farmland Partners
FPI
$417M
$776K ﹤0.01%
64,391
-1,870
-3% -$24K
FBIZ icon
2884
First Business Financial Services
FBIZ
$574M
$775K ﹤0.01%
28,645
+331
+1% +$8.73K
XP icon
2885
XP
XP
$8.68B
$775K ﹤0.01%
17,792
-3,678
-17% -$152K
BRMK
2886
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$775K ﹤0.01%
73,204
+31,456
+75% +$334K
FDMT icon
2887
4D Molecular Therapeutics
FDMT
$515M
$774K ﹤0.01%
32,158
+685
+2% +$21K
PMVP icon
2888
PMV Pharmaceuticals
PMVP
$58.7M
$774K ﹤0.01%
22,663
+1,694
+8% +$56.6K
FLIC
2889
DELISTED
First of Long Island Corp
FLIC
$770K ﹤0.01%
36,259
+6,049
+20% +$133K
BRG
2890
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$770K ﹤0.01%
75,752
-7,018
-8% -$67.9K
LILA icon
2891
Liberty Latin America Class A
LILA
$1.67B
$769K ﹤0.01%
81,634
+6,848
+9% +$65K
FSK icon
2892
FS KKR Capital
FSK
$3.08B
$765K ﹤0.01%
35,544
+3,003
+9% +$64.3K
GOCO
2893
DELISTED
GoHealth
GOCO
$765K ﹤0.01%
4,548
+3,316
+269% +$581K
AGRO icon
2894
Adecoagro
AGRO
$1.45B
$763K ﹤0.01%
76,020
+49,108
+182% +$488K
WARR.U
2895
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
$763K ﹤0.01%
75,811
+2,026
+3% +$20.3K
ASTH icon
2896
Astrana Health
ASTH
$1.88B
$761K ﹤0.01%
+12,116
New +$448K
CDXS icon
2897
Codexis
CDXS
$136M
$758K ﹤0.01%
33,454
+2,468
+8% +$53.5K
PAGP icon
2898
Plains GP Holdings
PAGP
$5.2B
$758K ﹤0.01%
63,502
+52
+0.1% +$554
BSY icon
2899
Bentley Systems
BSY
$10.9B
$757K ﹤0.01%
+11,683
New +$642K
ORRF icon
2900
Orrstown Financial Services
ORRF
$857M
$757K ﹤0.01%
32,795
+1,271
+4% +$30.7K
114 115
116
117 118

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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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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.