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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
ATRO icon
3326
Astronics
ATRO
$3.47B
$250K ﹤0.01%
17,108
+3,736
+28% +$54.2K
OPCH icon
3327
Option Care Health
OPCH
$3.42B
$250K ﹤0.01%
11,426
-45,737
-80% -$882K
TAST
3328
DELISTED
Carrols Restaurant Group, Inc.
TAST
$250K ﹤0.01%
41,594
-1,608
-4% -$9.49K
AKRO
3329
DELISTED
Akero Therapeutics
AKRO
$249K ﹤0.01%
10,044
+1,272
+15% +$35.7K
CTMX icon
3330
CytomX Therapeutics
CTMX
$708M
$248K ﹤0.01%
39,199
-20,621
-34% -$161K
TLT icon
3331
iShares 20+ Year Treasury Bond ETF
TLT
$42.8B
$248K ﹤0.01%
1,718
+145
+9% +$20.2K
CRSR icon
3332
Corsair Gaming
CRSR
$1.13B
$247K ﹤0.01%
7,406
+504
+7% +$16.6K
CBD
3333
DELISTED
Companhia Brasileira de Distribuicao
CBD
$247K ﹤0.01%
31,758
-880
-3% -$6.3K
BNT
3334
Brookfield Wealth Solutions
BNT
$11.7B
$246K ﹤0.01%
+7,106
New +$270K
BVH
3335
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$246K ﹤0.01%
+13,666
New +$268K
AMR icon
3336
Alpha Metallurgical Resources
AMR
$1.85B
$245K ﹤0.01%
9,549
-3,104
-25% -$53.3K
SLDB icon
3337
Solid Biosciences
SLDB
$777M
$245K ﹤0.01%
4,461
-211
-5% -$13.9K
ATXS
3338
DELISTED
Astria Therapeutics
ATXS
$243K ﹤0.01%
19,178
-9,379
-33% -$122K
VRN
3339
DELISTED
Veren
VRN
$243K ﹤0.01%
53,674
+6,072
+13% +$25.5K
QCRH icon
3340
QCR Holdings
QCRH
$1.65B
$242K ﹤0.01%
5,026
+492
+11% +$23.5K
TRC icon
3341
Tejon Ranch
TRC
$476M
$242K ﹤0.01%
15,898
+2,304
+17% +$35.8K
NETI
3342
DELISTED
Eneti Inc.
NETI
$242K ﹤0.01%
12,971
-496
-4% -$9.92K
IXUS icon
3343
iShares Core MSCI Total International Stock ETF
IXUS
$57.7B
$241K ﹤0.01%
+3,292
New +$241K
KLXE icon
3344
KLX Energy Services
KLXE
$43.7M
$240K ﹤0.01%
+25,117
New +$285K
UWMC icon
3345
UWM Holdings
UWMC
$624M
$240K ﹤0.01%
+28,432
New +$238K
ADMA icon
3346
ADMA Biologics
ADMA
$1.97B
$237K ﹤0.01%
147,855
+113,797
+334% +$200K
GERN icon
3347
Geron
GERN
$949M
$237K ﹤0.01%
167,920
+72,571
+76% +$106K
TPB icon
3348
Turning Point Brands
TPB
$1.52B
$237K ﹤0.01%
5,180
-9,223
-64% -$426K
KZR
3349
DELISTED
Kezar Life Sciences
KZR
$235K ﹤0.01%
4,336
+38
+0.9% +$2.16K
ALT icon
3350
Altimmune
ALT
$576M
$234K ﹤0.01%
23,781
+5,719
+32% +$78.2K
132 133
134
135 136

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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.