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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
VFH icon
3101
Vanguard Financials ETF
VFH
$13.6B
$482K ﹤0.01%
5,325
+833
+19% +$75.3K
GRTS
3102
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$482K ﹤0.01%
52,839
+882
+2% +$8.16K
AKBA icon
3103
Akebia Therapeutics
AKBA
$335M
$479K ﹤0.01%
126,469
-68,028
-35% -$229K
MTRX icon
3104
Matrix Service
MTRX
$327M
$479K ﹤0.01%
45,591
+2,705
+6% +$32.6K
EPZM
3105
DELISTED
Epizyme, Inc
EPZM
$479K ﹤0.01%
57,622
+18,332
+47% +$155K
NOG icon
3106
Northern Oil and Gas
NOG
$2.17B
$476K ﹤0.01%
+22,934
New +$374K
GOGO icon
3107
Gogo Inc
GOGO
$538M
$475K ﹤0.01%
41,731
-3,076
-7% -$35.6K
MCF
3108
DELISTED
Contango Oil & Gas Co.
MCF
$474K ﹤0.01%
109,687
+21,696
+25% +$91K
GWRS icon
3109
Global Water Resources
GWRS
$217M
$473K ﹤0.01%
27,708
+3,742
+16% +$63.4K
SCU
3110
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$473K ﹤0.01%
19,234
-1,117
-5% -$26.9K
KYMR icon
3111
Kymera Therapeutics
KYMR
$8.75B
$472K ﹤0.01%
9,732
+4,114
+73% +$179K
LORL
3112
DELISTED
Loral Space and Communications, Inc.
LORL
$471K ﹤0.01%
12,116
+668
+6% +$25.4K
PAM icon
3113
Pampa Energía
PAM
$4.52B
$468K ﹤0.01%
30,863
+3,110
+11% +$47K
KVHI icon
3114
KVH Industries
KVHI
$177M
$467K ﹤0.01%
37,976
+3,310
+10% +$44.8K
VOE icon
3115
Vanguard Mid-Cap Value ETF
VOE
$24B
$466K ﹤0.01%
+3,319
New +$469K
KDMN
3116
DELISTED
Kadmon Holdings, Inc.
KDMN
$466K ﹤0.01%
120,448
+2,834
+2% +$11K
XLRE icon
3117
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.78B
$465K ﹤0.01%
10,497
+568
+6% +$24.4K
PSNL icon
3118
Personalis
PSNL
$1.26B
$464K ﹤0.01%
18,323
-147
-0.8% -$3.36K
HBT icon
3119
HBT Financial
HBT
$1.31B
$463K ﹤0.01%
+26,592
New +$472K
OMER icon
3120
Omeros
OMER
$794M
$463K ﹤0.01%
31,177
+1,340
+4% +$22.5K
KRRO icon
3121
Korro Bio
KRRO
$152M
$460K ﹤0.01%
923
+703
+320% +$343K
VXRT
3122
DELISTED
Vaxart
VXRT
$460K ﹤0.01%
61,438
-4,243
-6% -$29.6K
IUSV icon
3123
iShares Core S&P US Value ETF
IUSV
$27.5B
$458K ﹤0.01%
6,368
-122,658
-95% -$8.82M
CORR
3124
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$458K ﹤0.01%
69,160
-35,601
-34% -$228K
STEM icon
3125
Stem
STEM
$47.3M
$455K ﹤0.01%
+632
New +$344K
123 124
125
126 127

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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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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.