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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
HGEN
3276
DELISTED
HUMANIGEN, INC.
HGEN
$297K ﹤0.01%
17,070
-1,757
-9% -$32K
SPTL icon
3277
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$296K ﹤0.01%
7,174
+1,865
+35% +$74.6K
MYOV
3278
DELISTED
Myovant Sciences Ltd.
MYOV
$296K ﹤0.01%
+12,992
New +$273K
IBRX icon
3279
ImmunityBio
IBRX
$7.32B
$294K ﹤0.01%
20,623
+7,281
+55% +$120K
FLXN
3280
DELISTED
Flexion Therapeutics, Inc.
FLXN
$294K ﹤0.01%
35,774
+13,549
+61% +$115K
DLN icon
3281
WisdomTree US LargeCap Dividend Fund
DLN
$6.25B
$293K ﹤0.01%
4,878
-382
-7% -$22.8K
DSX icon
3282
Diana Shipping
DSX
$274M
$293K ﹤0.01%
80,304
– –
ARCE
3283
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$293K ﹤0.01%
9,546
-3,961
-29% -$113K
SB icon
3284
Safe Bulkers
SB
$766M
$287K ﹤0.01%
71,514
+52,339
+273% +$183K
ATER icon
3285
Aterian
ATER
$3.91M
$286K ﹤0.01%
+1,629
New +$381K
BOC icon
3286
Boston Omaha
BOC
$434M
$286K ﹤0.01%
9,028
+1,146
+15% +$33.3K
GNE icon
3287
Genie Energy
GNE
$378M
$286K ﹤0.01%
45,180
-7,687
-15% -$47.1K
PVBC
3288
DELISTED
Provident Bancorp
PVBC
$286K ﹤0.01%
+17,552
New +$283K
SBT
3289
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$285K ﹤0.01%
62,658
+181
+0.3% +$879
CRD.A icon
3290
Crawford & Co Class A
CRD.A
$545M
$284K ﹤0.01%
31,366
+18,919
+152% +$187K
MANU icon
3291
Manchester United
MANU
$3.96B
$284K ﹤0.01%
18,728
-29,909
-61% -$480K
FNLC icon
3292
First Bancorp
FNLC
$393M
$282K ﹤0.01%
9,564
-283
-3% -$8.45K
TREC
3293
DELISTED
Trecora Resources
TREC
$280K ﹤0.01%
33,691
+1,679
+5% +$13.5K
CTO
3294
CTO Realty Growth
CTO
$744M
$278K ﹤0.01%
15,570
+2,502
+19% +$44.3K
REET icon
3295
iShares Global REIT ETF
REET
$5.16B
$278K ﹤0.01%
10,027
-472
-4% -$12.9K
INSG icon
3296
Inseego
INSG
$114M
$277K ﹤0.01%
2,748
-428
-13% -$39.1K
RMBI icon
3297
Richmond Mutual Bancorp
RMBI
$247M
$277K ﹤0.01%
18,619
-8,354
-31% -$118K
BTAI icon
3298
BioXcel Therapeutics
BTAI
$26.8M
$275K ﹤0.01%
592
+1
+0.2% +$545
KIDS icon
3299
OrthoPediatrics
KIDS
$509M
$274K ﹤0.01%
+4,333
New +$249K
MTUM icon
3300
iShares MSCI USA Momentum Factor ETF
MTUM
$25.2B
$274K ﹤0.01%
+1,582
New +$268K
130 131
132
133 134

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.