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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
BBW icon
3251
Build-A-Bear
BBW
$428M
$317K ﹤0.01%
18,304
– –
CLFD icon
3252
Clearfield
CLFD
$436M
$317K ﹤0.01%
8,467
+777
+10% +$27.6K
CUE icon
3253
Cue Biopharma
CUE
$137M
$316K ﹤0.01%
905
+236
+35% +$91.5K
MIXT
3254
DELISTED
MIX TELEMATICS LIMITED
MIXT
$316K ﹤0.01%
19,057
+1,172
+7% +$16.5K
IPI icon
3255
Intrepid Potash
IPI
$461M
$315K ﹤0.01%
9,887
+1,983
+25% +$58.5K
RDHL
3256
Redhill Biopharma
RDHL
$4.26M
$315K ﹤0.01%
46
+3
+7% +$20.7K
AGX icon
3257
Argan
AGX
$7.61B
$314K ﹤0.01%
6,566
+909
+16% +$45.3K
FMN
3258
Federated Hermes Premier Municipal Income Fund
FMN
$86.8M
$314K ﹤0.01%
20,057
-21,175
-51% -$323K
SANA icon
3259
Sana Biotechnology
SANA
$913M
$314K ﹤0.01%
+15,986
New +$362K
BYSI icon
3260
BeyondSpring
BYSI
$48.1M
$313K ﹤0.01%
+29,962
New +$316K
CHPT icon
3261
ChargePoint
CHPT
$140M
$313K ﹤0.01%
+450
New +$238K
TGS icon
3262
Transportadora de Gas del Sur
TGS
$4.59B
$312K ﹤0.01%
67,281
– –
SPYM
3263
State Street SPDR Portfolio S&P 500 ETF
SPYM
$159B
$311K ﹤0.01%
6,182
-25
-0.4% -$1.23K
TBPH icon
3264
Theravance Biopharma
TBPH
$874M
$309K ﹤0.01%
21,300
+1,097
+5% +$20.6K
BCEL
3265
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$307K ﹤0.01%
36,016
+11,542
+47% +$118K
INMD icon
3266
InMode
INMD
$884M
$306K ﹤0.01%
6,474
-96
-1% -$4.08K
DSSI
3267
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$306K ﹤0.01%
30,771
+6,610
+27% +$68.6K
EVLO
3268
DELISTED
Evelo Biosciences, Inc. Common Stock
EVLO
$305K ﹤0.01%
1,111
-300
-21% -$75.7K
CECO icon
3269
Ceco Environmental
CECO
$4.31B
$304K ﹤0.01%
42,442
+12,824
+43% +$99.2K
ATOM icon
3270
Atomera
ATOM
$203M
$302K ﹤0.01%
+14,102
New +$290K
MDXG icon
3271
MiMedx Group
MDXG
$635M
$301K ﹤0.01%
+24,089
New +$261K
SRI icon
3272
Stoneridge
SRI
$210M
$300K ﹤0.01%
10,177
+702
+7% +$22.2K
GHM icon
3273
Graham Corp
GHM
$1.22B
$299K ﹤0.01%
21,765
-16,218
-43% -$230K
VBK icon
3274
Vanguard Small-Cap Growth ETF
VBK
$23.3B
$298K ﹤0.01%
1,030
-20
-2% -$5.59K
VAW icon
3275
Vanguard Materials ETF
VAW
$3.01B
$297K ﹤0.01%
1,641
+457
+39% +$84.4K
129 130
131
132 133

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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.