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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
DADA
3026
DELISTED
Dada Nexus
DADA
$567K ﹤0.01%
+19,535
New +$507K
MITK icon
3027
Mitek Systems
MITK
$758M
$565K ﹤0.01%
29,358
+5,598
+24% +$94.2K
ATRS
3028
DELISTED
Antares Pharma, Inc.
ATRS
$565K ﹤0.01%
129,473
+56,842
+78% +$232K
MBI icon
3029
MBIA
MBI
$278M
$564K ﹤0.01%
51,266
+2,078
+4% +$20.7K
QUOT
3030
DELISTED
Quotient Technology Inc
QUOT
$563K ﹤0.01%
52,079
+5,182
+11% +$69.2K
VERX icon
3031
Vertex
VERX
$2.14B
$562K ﹤0.01%
+25,631
New +$521K
XENT
3032
DELISTED
Intersect ENT, Inc
XENT
$562K ﹤0.01%
32,861
-3,012
-8% -$56.4K
DMTK
3033
DELISTED
DermTech, Inc. Common Stock
DMTK
$561K ﹤0.01%
13,500
+4,682
+53% +$192K
MGI
3034
DELISTED
MoneyGram International, Inc. New
MGI
$559K ﹤0.01%
55,468
+21,235
+62% +$179K
ZIP icon
3035
ZipRecruiter
ZIP
$348M
$557K ﹤0.01%
+22,309
New +$505K
RNLX
3036
DELISTED
Renalytix plc American Depositary Shares
RNLX
$557K ﹤0.01%
18,061
+509
+3% +$15.2K
TLIS
3037
DELISTED
Talis Biomedical Corporation Common Stock
TLIS
$557K ﹤0.01%
3,366
+591
+21% +$100K
ERF
3038
DELISTED
Enerplus Corporation
ERF
$557K ﹤0.01%
+77,455
New +$478K
CCNE icon
3039
CNB Financial Corp
CCNE
$1.05B
$555K ﹤0.01%
+24,332
New +$593K
FVD icon
3040
First Trust Value Line Dividend Fund
FVD
$8.46B
$555K ﹤0.01%
13,952
+915
+7% +$36.4K
INSE icon
3041
Inspired Entertainment
INSE
$188M
$553K ﹤0.01%
43,346
-99,647
-70% -$1M
LUNG icon
3042
Pulmonx
LUNG
$52.8M
$553K ﹤0.01%
12,529
+3,385
+37% +$147K
SLCT
3043
DELISTED
Select Bancorp, Inc.
SLCT
$552K ﹤0.01%
34,262
-8,566
-20% -$118K
CELL
3044
DELISTED
PhenomeX Inc. Common Stock
CELL
$551K ﹤0.01%
+12,300
New +$570K
CNOB icon
3045
Center Bancorp
CNOB
$1.66B
$550K ﹤0.01%
21,013
-1,482
-7% -$40K
PSN icon
3046
Parsons
PSN
$6.64B
$549K ﹤0.01%
13,940
-1,966
-12% -$80.8K
ARDX icon
3047
Ardelyx
ARDX
$1.25B
$545K ﹤0.01%
71,881
+19,883
+38% +$147K
RGS icon
3048
Regis Corp
RGS
$68.2M
$545K ﹤0.01%
2,914
+300
+11% +$64.1K
MX icon
3049
Magnachip Semiconductor
MX
$118M
$544K ﹤0.01%
22,810
+3,563
+19% +$87.4K
TSP
3050
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
$544K ﹤0.01%
+7,633
New +$328K
120 121
122
123 124

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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.