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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
ESTA icon
3401
Establishment Labs
ESTA
$2.71B
$206K ﹤0.01%
+2,355
New +$175K
NPKI
3402
NPK International
NPKI
$1.19B
$206K ﹤0.01%
59,512
+27,252
+84% +$92.5K
SPMD icon
3403
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.4B
$204K ﹤0.01%
4,313
-272
-6% -$12.9K
UEC icon
3404
Uranium Energy
UEC
$4.9B
$204K ﹤0.01%
76,854
+50,194
+188% +$151K
DNMR
3405
DELISTED
Danimer Scientific, Inc.
DNMR
$203K ﹤0.01%
+203
New +$202K
LFVN icon
3406
LifeVantage
LFVN
$80.4M
$199K ﹤0.01%
27,015
-1,811
-6% -$14.8K
LDP icon
3407
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$198K ﹤0.01%
7,242
-25,387
-78% -$678K
QTTB icon
3408
Q32 Bio
QTTB
$452M
$198K ﹤0.01%
1,511
-864
-36% -$108K
LBC
3409
DELISTED
Luther Burbank Corporation Common Stock
LBC
$198K ﹤0.01%
+16,690
New +$197K
FARM
3410
DELISTED
Farmer Brothers
FARM
$195K ﹤0.01%
15,329
+490
+3% +$5.35K
PRTH icon
3411
Priority Technology Holdings
PRTH
$538M
$194K ﹤0.01%
25,435
+4,743
+23% +$34.1K
VERU icon
3412
Veru
VERU
$36.6M
$194K ﹤0.01%
2,406
+137
+6% +$12.1K
PSFE icon
3413
Paysafe
PSFE
$440M
$192K ﹤0.01%
+1,320
New +$198K
GSAT icon
3414
Globalstar
GSAT
$10.2B
$189K ﹤0.01%
+7,061
New +$139K
GTT
3415
DELISTED
GTT Communications, Inc.
GTT
$189K ﹤0.01%
77,617
+24,431
+46% +$47.4K
IMDX
3416
Insight Molecular Diagnostics
IMDX
$152M
$188K ﹤0.01%
1,638
+782
+91% +$76.4K
CHMA
3417
DELISTED
Chiasma, Inc. Common Stock
CHMA
$188K ﹤0.01%
39,770
+27,395
+221% +$103K
BFIN
3418
DELISTED
BankFinancial
BFIN
$187K ﹤0.01%
16,346
-142
-0.9% -$1.52K
NL icon
3419
NLI Holdings
NL
$283M
$186K ﹤0.01%
28,651
+1,947
+7% +$14.4K
GEVO icon
3420
Gevo
GEVO
$380M
$183K ﹤0.01%
+25,136
New +$184K
NGS icon
3421
Natural Gas Services Group
NGS
$469M
$183K ﹤0.01%
17,753
-2,336
-12% -$23.4K
CRESY
3422
Cresud
CRESY
$823M
$182K ﹤0.01%
+31,670
New +$189K
EOLS icon
3423
Evolus
EOLS
$407M
$181K ﹤0.01%
14,324
+3,422
+31% +$37.6K
CMRX
3424
DELISTED
Chimerix, Inc.
CMRX
$181K ﹤0.01%
22,684
+4,805
+27% +$40K
GALT icon
3425
Galectin Therapeutics
GALT
$223M
$179K ﹤0.01%
56,047
+21,640
+63% +$77K
135 136
137
138 139

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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.