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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
BW icon
3451
Babcock & Wilcox
BW
$1.32B
$147K ﹤0.01%
18,662
+2,547
+16% +$21K
APT icon
3452
Alpha Pro Tech
APT
$51.1M
$146K ﹤0.01%
17,043
-3,160
-16% -$27.6K
UBX
3453
DELISTED
Unity Biotechnology
UBX
$146K ﹤0.01%
3,140
-1,387
-31% -$66.8K
EXPR
3454
DELISTED
Express, Inc.
EXPR
$146K ﹤0.01%
+1,126
New +$95K
HARP
3455
DELISTED
Harpoon Therapeutics, Inc. Common Stock
HARP
$146K ﹤0.01%
+1,051
New +$201K
GOSS icon
3456
Gossamer Bio
GOSS
$96.6M
$144K ﹤0.01%
17,762
-10,469
-37% -$90.8K
BTRS
3457
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$144K ﹤0.01%
+11,447
New +$165K
TTI icon
3458
TETRA Technologies
TTI
$1.06B
$143K ﹤0.01%
32,871
+8,029
+32% +$26.5K
GNOG
3459
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$142K ﹤0.01%
+11,149
New +$151K
CRK icon
3460
Comstock Resources
CRK
$3.61B
$136K ﹤0.01%
20,335
-71
-0.3% -$409
IMMR icon
3461
Immersion
IMMR
$255M
$135K ﹤0.01%
15,376
-8,304
-35% -$71.2K
DRRX
3462
DELISTED
DURECT Corp
DRRX
$133K ﹤0.01%
8,164
+457
+6% +$7.97K
DM
3463
DELISTED
Desktop Metal, Inc.
DM
$132K ﹤0.01%
+1,144
New +$150K
TH icon
3464
Target Hospitality
TH
$1.48B
$124K ﹤0.01%
33,408
+16,766
+101% +$55.5K
GEOS icon
3465
Geospace Technologies
GEOS
$87.6M
$123K ﹤0.01%
15,257
-6,476
-30% -$53.3K
TECX
3466
Tectonic Therapeutic
TECX
$559M
$119K ﹤0.01%
1,118
+51
+5% +$6.05K
GOEV
3467
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$119K ﹤0.01%
+26
New +$105K
STSA
3468
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
$119K ﹤0.01%
16,921
-116
-0.7% -$625
RRD
3469
DELISTED
RR Donnelley & Sons Co.
RRD
$118K ﹤0.01%
18,819
+3,632
+24% +$19.8K
NPTN
3470
DELISTED
NEOPHOTONICS CORP
NPTN
$117K ﹤0.01%
11,469
-2,186
-16% -$23.1K
PXLW icon
3471
Pixelworks
PXLW
$37.5M
$114K ﹤0.01%
+2,787
New +$109K
CRBP icon
3472
Corbus Pharmaceuticals
CRBP
$167M
$113K ﹤0.01%
2,061
+1,152
+127% +$63.9K
CTSO icon
3473
Cytosorbents Corp
CTSO
$23.4M
$110K ﹤0.01%
14,521
-1,295
-8% -$10.9K
LQDA icon
3474
Liquidia Corp
LQDA
$7.7B
$109K ﹤0.01%
38,201
-9,029
-19% -$25K
LNAI
3475
Lunai Bioworks
LNAI
$10.2M
$108K ﹤0.01%
272
+42
+18% +$13.7K
137 138
139
140 141

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AF
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MCM
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PSUF
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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.