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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
OM icon
3001
Outset Medical
OM
$87.5M
$614K ﹤0.01%
+819
New +$626K
SCHB icon
3002
Schwab US Broad Market ETF
SCHB
$42.9B
$614K ﹤0.01%
35,304
-2,826
-7% -$47.8K
VIST icon
3003
Vista Energy
VIST
$7.16B
$614K ﹤0.01%
149,637
-8,616
-5% -$27.6K
IMOS
3004
ChipMOS TECHNOLOGIES
IMOS
$1.73B
$611K ﹤0.01%
17,991
+1,192
+7% +$39.3K
KURA icon
3005
Kura Oncology
KURA
$826M
$609K ﹤0.01%
29,217
-8,314
-22% -$206K
BSET icon
3006
Bassett Furniture
BSET
$171M
$599K ﹤0.01%
24,589
-299
-1% -$8.75K
HEDJ icon
3007
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$599K ﹤0.01%
15,702
-678
-4% -$25.6K
DNB
3008
DELISTED
Dun & Bradstreet
DNB
$598K ﹤0.01%
27,988
+3,244
+13% +$72.6K
MTW icon
3009
Manitowoc
MTW
$527M
$596K ﹤0.01%
24,317
+27
+0.1% +$643
OPBK icon
3010
OP Bancorp
OPBK
$241M
$596K ﹤0.01%
59,220
+35,629
+151% +$373K
EGIO
3011
DELISTED
Edgio, Inc. Common Stock
EGIO
$596K ﹤0.01%
4,733
+2,347
+98% +$310K
PRTK
3012
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$596K ﹤0.01%
87,443
-962
-1% -$7.78K
SI
3013
DELISTED
Silvergate Capital Corporation
SI
$596K ﹤0.01%
+5,258
New +$596K
FCEL icon
3014
FuelCell Energy
FCEL
$1.57B
$592K ﹤0.01%
2,216
+997
+82% +$291K
CWK icon
3015
Cushman & Wakefield Ltd
CWK
$3.2B
$589K ﹤0.01%
33,730
+6,027
+22% +$107K
CERS icon
3016
Cerus
CERS
$585M
$587K ﹤0.01%
99,341
+8,309
+9% +$48.7K
PCVX icon
3017
Vaxcyte
PCVX
$7.88B
$585K ﹤0.01%
+25,978
New +$532K
MERC icon
3018
Mercer International
MERC
$45.6M
$583K ﹤0.01%
45,737
-5,145
-10% -$76.2K
NRC icon
3019
NRC Health Common Stock
NRC
$503M
$578K ﹤0.01%
12,591
+1,036
+9% +$49.3K
NGM
3020
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$578K ﹤0.01%
29,312
-18,330
-38% -$429K
MTL
3021
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$578K ﹤0.01%
284,654
+162,753
+134% +$333K
GOTU icon
3022
Gaotu Techedu
GOTU
$384M
$577K ﹤0.01%
39,067
+21,064
+117% +$469K
UTMD icon
3023
Utah Medical Products
UTMD
$226M
$576K ﹤0.01%
6,779
– –
VBR icon
3024
Vanguard Small-Cap Value ETF
VBR
$37.7B
$575K ﹤0.01%
3,312
-57
-2% -$9.88K
NAGE
3025
Niagen Bioscience
NAGE
$262M
$571K ﹤0.01%
57,940
+3,973
+7% +$34.6K
119 120
121
122 123

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PSUF
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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.