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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
TEO icon
2901
Telecom Argentina
TEO
$5.86B
$755K ﹤0.01%
141,964
+39,315
+38% +$207K
CTRN icon
2902
Citi Trends
CTRN
$559M
$754K ﹤0.01%
8,661
+925
+12% +$85.1K
SHBI icon
2903
Shore Bancshares
SHBI
$817M
$753K ﹤0.01%
44,949
-10,808
-19% -$183K
SDGR icon
2904
Schrodinger
SDGR
$1.14B
$749K ﹤0.01%
9,912
+881
+10% +$63.9K
SPOK icon
2905
Spok Holdings
SPOK
$227M
$746K ﹤0.01%
77,496
-54,278
-41% -$580K
ALCO icon
2906
Alico
ALCO
$284M
$744K ﹤0.01%
20,908
+1,120
+6% +$35.4K
CGC
2907
Canopy Growth
CGC
$377M
$743K ﹤0.01%
3,072
+343
+13% +$87.8K
ATNX
2908
DELISTED
Athenex, Inc. Common Stock
ATNX
$743K ﹤0.01%
8,044
+4,722
+142% +$429K
ZNTL icon
2909
Zentalis Pharmaceuticals
ZNTL
$329M
$742K ﹤0.01%
13,938
+4,923
+55% +$264K
RLGT icon
2910
Radiant Logistics
RLGT
$411M
$740K ﹤0.01%
106,815
+25,129
+31% +$182K
FUV
2911
DELISTED
Arcimoto, Inc. Common Stock
FUV
$740K ﹤0.01%
+2,153
New +$497K
JAMF
2912
DELISTED
Jamf
JAMF
$736K ﹤0.01%
21,935
-2,295
-9% -$78.2K
VRS
2913
DELISTED
Verso Corporation
VRS
$736K ﹤0.01%
41,608
-6,196
-13% -$102K
OLMA icon
2914
Olema Pharmaceuticals
OLMA
$1.01B
$735K ﹤0.01%
26,261
-3,898
-13% -$111K
FDIS icon
2915
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.64B
$732K ﹤0.01%
9,027
+918
+11% +$72.7K
CNST
2916
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$731K ﹤0.01%
21,639
+5,704
+36% +$145K
NEX
2917
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$728K ﹤0.01%
152,949
+8,630
+6% +$37.9K
ITMR
2918
DELISTED
Itamar Medical Ltd. American Depository Shares
ITMR
$728K ﹤0.01%
30,901
+5,789
+23% +$129K
VDC icon
2919
Vanguard Consumer Staples ETF
VDC
$8.14B
$725K ﹤0.01%
3,973
+361
+10% +$66K
RMNI icon
2920
Rimini Street
RMNI
$453M
$719K ﹤0.01%
116,651
-10,632
-8% -$77.7K
RGCO icon
2921
RGC Resources
RGCO
$239M
$718K ﹤0.01%
28,462
-1,418
-5% -$32.1K
DGRO icon
2922
iShares Core Dividend Growth ETF
DGRO
$43.3B
$717K ﹤0.01%
14,234
+2,156
+18% +$108K
KBAL
2923
DELISTED
Kimball International
KBAL
$717K ﹤0.01%
54,534
+21,545
+65% +$294K
QUAL icon
2924
iShares MSCI USA Quality Factor ETF
QUAL
$46.2B
$716K ﹤0.01%
5,390
+1,091
+25% +$140K
SHLX
2925
DELISTED
Shell Midstream Partners, L.P.
SHLX
$716K ﹤0.01%
+48,477
New +$726K
115 116
117
118 119

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MCM
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PSUF
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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.