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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
NVEE
3301
DELISTED
NV5 Global
NVEE
$273K ﹤0.01%
11,548
-32,104
-74% -$730K
SCOR icon
3302
Comscore
SCOR
$107M
$272K ﹤0.01%
2,719
+65
+2% +$5.09K
INBK icon
3303
First Internet Bancorp
INBK
$230M
$270K ﹤0.01%
8,716
+786
+10% +$26.7K
CO
3304
DELISTED
Global Cord Blood Corporation
CO
$265K ﹤0.01%
49,692
-12,225
-20% -$64K
FOR icon
3305
Forestar Group
FOR
$1.51B
$263K ﹤0.01%
12,558
+1,556
+14% +$36.4K
LVO icon
3306
LiveOne
LVO
$63.6M
$263K ﹤0.01%
5,562
+3,243
+140% +$141K
AWH
3307
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
$263K ﹤0.01%
3,122
-252
-7% -$21.6K
FAM
3308
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$262K ﹤0.01%
25,550
+949
+4% +$9.57K
IXN icon
3309
iShares Global Tech ETF
IXN
$8.07B
$261K ﹤0.01%
4,644
+264
+6% +$14.2K
ALNT icon
3310
Allient
ALNT
$1.39B
$260K ﹤0.01%
7,542
+478
+7% +$16.8K
OCUL icon
3311
Ocular Therapeutix
OCUL
$1.85B
$260K ﹤0.01%
18,341
+2,376
+15% +$36.1K
SCHM icon
3312
Schwab US Mid-Cap ETF
SCHM
$14.5B
$260K ﹤0.01%
9,960
-4,182
-30% -$108K
GHL
3313
DELISTED
Greenhill & Co., Inc.
GHL
$259K ﹤0.01%
16,655
+1,052
+7% +$17.5K
TEN
3314
Tsakos Energy Navigation Ltd
TEN
$1.19B
$256K ﹤0.01%
29,780
-15,480
-34% -$142K
BLBD icon
3315
Blue Bird Corp
BLBD
$2.27B
$255K ﹤0.01%
10,265
+336
+3% +$8.83K
FNDX icon
3316
Schwab Fundamental US Large Company Index ETF
FNDX
$26.8B
$255K ﹤0.01%
13,992
-2,790
-17% -$50.5K
LQD icon
3317
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
$255K ﹤0.01%
1,897
+93
+5% +$12.3K
KLRS
3318
Kalaris Therapeutics
KLRS
$81.8M
$255K ﹤0.01%
+561
New +$290K
LTRPA
3319
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$255K ﹤0.01%
62,590
+14,898
+31% +$72.3K
PAE
3320
DELISTED
PAE Incorporated Class A Common Stock
PAE
$255K ﹤0.01%
28,678
+15,569
+119% +$134K
MGF
3321
Aberdeen Government Markets Income Fund
MGF
$92.6M
$254K ﹤0.01%
+57,192
New +$250K
DFPHU
3322
DELISTED
DFP Healthcare Acquisitions Corp. Unit
DFPHU
$254K ﹤0.01%
24,482
-12,183
-33% -$125K
PLTK icon
3323
Playtika
PLTK
$1.52B
$253K ﹤0.01%
10,606
-621
-6% -$16.2K
CIVB icon
3324
Civista Bancshares
CIVB
$608M
$252K ﹤0.01%
11,402
+1,469
+15% +$34K
BEEM icon
3325
Beam Global
BEEM
$22.4M
$251K ﹤0.01%
+6,544
New +$216K
131 132
133
134 135

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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.