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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
VPG icon
2926
Vishay Precision Group
VPG
$1.22B
$714K ﹤0.01%
20,983
+12,552
+149% +$417K
AXTI icon
2927
AXT Inc
AXTI
$2.8B
$712K ﹤0.01%
64,834
+4,635
+8% +$49.2K
URTH icon
2928
iShares MSCI World ETF
URTH
$7.93B
$710K ﹤0.01%
5,612
– –
CVAC
2929
DELISTED
CureVac
CVAC
$709K ﹤0.01%
9,652
+6,739
+231% +$674K
HEES
2930
DELISTED
H&E Equipment Services
HEES
$707K ﹤0.01%
21,252
+6,385
+43% +$234K
TCX icon
2931
Tucows
TCX
$101M
$706K ﹤0.01%
8,794
+1,411
+19% +$112K
TDAY
2932
USA Today Co
TDAY
$1.27B
$705K ﹤0.01%
128,470
+45,703
+55% +$233K
SBSW icon
2933
Sibanye-Stillwater
SBSW
$5.93B
$705K ﹤0.01%
42,160
+524
+1% +$9.72K
POWL icon
2934
Powell Industries
POWL
$7.32B
$703K ﹤0.01%
68,178
+3,672
+6% +$42.2K
NKLA
2935
DELISTED
Nikola Corporation Common Stock
NKLA
$703K ﹤0.01%
+1,297
New +$540K
OCFC icon
2936
OceanFirst Financial
OCFC
$1.74B
$701K ﹤0.01%
33,624
-225
-0.7% -$5.04K
SPWH icon
2937
Sportsman's Warehouse
SPWH
$45.7M
$700K ﹤0.01%
39,395
+4,390
+13% +$77.6K
FF icon
2938
Future Fuel
FF
$202M
$695K ﹤0.01%
72,417
-6,681
-8% -$80.8K
RPAY icon
2939
Repay Holdings
RPAY
$344M
$693K ﹤0.01%
28,816
+5,034
+21% +$118K
ECVT icon
2940
Ecovyst
ECVT
$1.35B
$692K ﹤0.01%
45,051
-9,450
-17% -$149K
IJK icon
2941
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$690K ﹤0.01%
8,524
+428
+5% +$34.4K
LE icon
2942
Lands' End
LE
$389M
$690K ﹤0.01%
16,810
+7
+0% +$191
BCBP icon
2943
BCB Bancorp
BCBP
$186M
$689K ﹤0.01%
51,228
+568
+1% +$7.84K
BELFB
2944
Bel Fuse Inc Class B
BELFB
$3.57B
$688K ﹤0.01%
47,745
+16,486
+53% +$271K
CLS icon
2945
Celestica
CLS
$40.3B
$686K ﹤0.01%
87,396
+19,063
+28% +$159K
SPNS
2946
DELISTED
Sapiens International
SPNS
$686K ﹤0.01%
26,126
-67,027
-72% -$1.98M
MRLN
2947
DELISTED
Marlin Business Services Corp
MRLN
$684K ﹤0.01%
30,073
-875
-3% -$18.3K
TCRT icon
2948
Alaunos Therapeutics
TCRT
$4.64M
$683K ﹤0.01%
1,724
+873
+103% +$408K
VLRS
2949
Controladora Vuela Compania de Aviacion
VLRS
$910M
$682K ﹤0.01%
35,498
+5,827
+20% +$99.1K
WHG icon
2950
Westwood Holdings Group
WHG
$187M
$681K ﹤0.01%
31,282
-3,600
-10% -$68.4K
116 117
118
119 120

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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.