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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
VDE icon
3226
Vanguard Energy ETF
VDE
$9.87B
$344K ﹤0.01%
4,536
+46
+1% +$3.33K
GBIO
3227
DELISTED
Generation Bio
GBIO
$343K ﹤0.01%
1,276
+239
+23% +$71.5K
AAXJ icon
3228
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.66B
$341K ﹤0.01%
3,612
+6
+0.2% +$561
MORF
3229
DELISTED
Morphic Holding, Inc. Common Stock
MORF
$340K ﹤0.01%
5,928
+451
+8% +$24.8K
SSYS icon
3230
Stratasys
SSYS
$700M
$339K ﹤0.01%
+13,090
New +$298K
EMWP
3231
DELISTED
Eros Media World PLC
EMWP
$339K ﹤0.01%
11,062
+5,759
+109% +$157K
MHD icon
3232
BlackRock MuniHoldings Fund
MHD
$599M
$338K ﹤0.01%
+20,118
New +$333K
AKO.B icon
3233
Embotelladora Andina Series B
AKO.B
$4.65B
$337K ﹤0.01%
23,274
-432
-2% -$6.22K
EFAV icon
3234
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.26B
$337K ﹤0.01%
+4,467
New +$337K
CRIS icon
3235
Curis
CRIS
$9.14M
$336K ﹤0.01%
104
+34
+49% +$154K
FRPH icon
3236
FRP Holdings
FRPH
$451M
$334K ﹤0.01%
12,004
+424
+4% +$11.7K
KALV
3237
DELISTED
KalVista Pharmaceuticals
KALV
$333K ﹤0.01%
13,918
-36,326
-72% -$950K
IVOO icon
3238
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.74B
$332K ﹤0.01%
3,650
-110
-3% -$10.1K
OTRK
3239
DELISTED
Ontrak
OTRK
$332K ﹤0.01%
+114
New +$329K
KSM
3240
DELISTED
DWS Strategic Municipal Income Trust
KSM
$330K ﹤0.01%
26,233
-989
-4% -$12K
CEA
3241
DELISTED
China Eastern Airlines
CEA
$330K ﹤0.01%
15,626
-9,134
-37% -$205K
ATOS icon
3242
Atossa Therapeutics
ATOS
$23.5M
$329K ﹤0.01%
+3,475
New +$184K
ZIXI
3243
DELISTED
Zix Corporation
ZIXI
$325K ﹤0.01%
46,140
+5,924
+15% +$42.9K
GTYH
3244
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$325K ﹤0.01%
45,747
+7,477
+20% +$45.4K
API
3245
Agora
API
$337M
$323K ﹤0.01%
7,703
-16,389
-68% -$758K
SCPL
3246
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
$323K ﹤0.01%
19,051
+3,857
+25% +$66.4K
CLPR
3247
Clipper Realty
CLPR
$46.4M
$322K ﹤0.01%
43,764
+5,602
+15% +$45.4K
EBC icon
3248
Eastern Bankshares
EBC
$5.29B
$320K ﹤0.01%
+15,542
New +$329K
NATR icon
3249
Nature's Sunshine
NATR
$362M
$318K ﹤0.01%
18,323
+3,575
+24% +$70.6K
RBB icon
3250
RBB Bancorp
RBB
$451M
$318K ﹤0.01%
+13,137
New +$294K
128 129
130
131 132

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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.