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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
PIM
2976
Franklin Master Intermediate Income Trust
PIM
$149M
$652K ﹤0.01%
155,662
+1,380
+0.9% +$5.84K
APRN
2977
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$648K ﹤0.01%
12,616
+7,272
+136% +$462K
KRTX
2978
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$646K ﹤0.01%
5,665
-139
-2% -$16.2K
XLU icon
2979
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$645K ﹤0.01%
20,400
+2,298
+13% +$75.2K
BAK icon
2980
Braskem
BAK
$944M
$644K ﹤0.01%
27,027
+134
+0.5% +$2.67K
EEX
2981
DELISTED
Emerald Holding
EEX
$640K ﹤0.01%
118,686
+145
+0.1% +$778
ATSG
2982
DELISTED
Air Transport Services Group
ATSG
$640K ﹤0.01%
27,545
-5,757
-17% -$149K
CIO
2983
DELISTED
City Office REIT
CIO
$633K ﹤0.01%
50,897
+3,824
+8% +$44.3K
AMSC icon
2984
American Superconductor
AMSC
$1.39B
$632K ﹤0.01%
+36,365
New +$582K
HOLI
2985
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$630K ﹤0.01%
+42,256
New +$569K
ORIC icon
2986
Oric Pharmaceuticals
ORIC
$1.23B
$629K ﹤0.01%
35,581
-2,303
-6% -$50.5K
EGLE
2987
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$628K ﹤0.01%
13,273
+358
+3% +$16.2K
MPAA icon
2988
Motorcar Parts of America
MPAA
$267M
$627K ﹤0.01%
27,930
+7,109
+34% +$161K
OMAB icon
2989
Grupo Aeroportuario Centro Norte
OMAB
$5.23B
$627K ﹤0.01%
12,009
+380
+3% +$19.7K
RVSB icon
2990
Riverview Bancorp
RVSB
$109M
$627K ﹤0.01%
88,443
+96
+0.1% +$664
MYD
2991
DELISTED
BlackRock MuniYield Fund
MYD
$626K ﹤0.01%
41,443
+716
+2% +$10.7K
IDV icon
2992
iShares International Select Dividend ETF
IDV
$8.28B
$625K ﹤0.01%
+19,289
New +$636K
GTHX
2993
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$624K ﹤0.01%
28,429
+1,852
+7% +$41.1K
DENN
2994
DELISTED
Denny's
DENN
$621K ﹤0.01%
37,645
+2,683
+8% +$46.9K
EVER icon
2995
EverQuote
EVER
$960M
$620K ﹤0.01%
18,967
+6,346
+50% +$212K
TEAF
2996
DELISTED
Ecofin Sustainable & Social Impact Term Fund
TEAF
$619K ﹤0.01%
41,744
-12,339
-23% -$182K
LCI
2997
DELISTED
Lannett Company, Inc.
LCI
$619K ﹤0.01%
33,118
-7,863
-19% -$151K
OCGN icon
2998
Ocugen
OCGN
$420M
$617K ﹤0.01%
76,785
+46,397
+153% +$392K
VERI icon
2999
Veritone
VERI
$96.7M
$617K ﹤0.01%
31,318
+1,045
+3% +$22.7K
IHC
3000
DELISTED
Independence Holding Company
IHC
$616K ﹤0.01%
13,300
+386
+3% +$17.1K
118 119
120
121 122

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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.