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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
TOON icon
3551
Kartoon Studios
TOON
$34.3M
$35K ﹤0.01%
+1,878
New +$32.8K
INFI
3552
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$31K ﹤0.01%
+10,234
New +$32.4K
VTVT icon
3553
vTv Therapeutics
VTVT
$121M
$28K ﹤0.01%
311
-344
-53% -$34.8K
AGFS
3554
DELISTED
AgroFresh Solutions Inc
AGFS
$28K ﹤0.01%
+13,416
New +$28.9K
ATXI
3555
DELISTED
Avenue Therapeutics, Inc. Common Stock
ATXI
$26K ﹤0.01%
9
-14
-61% -$69.1K
MBII
3556
DELISTED
Marrone Bio Innovations, Inc.
MBII
$26K ﹤0.01%
+15,810
New +$26.4K
AGRX
3557
DELISTED
Agile Therapeutics
AGRX
$17K ﹤0.01%
+6
New +$19.8K
GAB.RT
3558
DELISTED
The Gabelli Equity Trust Inc. Rights (expiring July 14, 2021)
GAB.RT
$2K ﹤0.01%
+20,240
New +$2.35K
ACRS icon
3559
Aclaris Therapeutics
ACRS
$730M
– –
-84,276
Closed -$2.12M
AOM icon
3560
iShares Core Moderate Allocation ETF
AOM
$1.76B
– –
-42,440
Closed -$1.85M
ARQT icon
3561
Arcutis Biotherapeutics
ARQT
$3.42B
– –
-8,010
Closed -$232K
ASRT
3562
DELISTED
Assertio
ASRT
– –
-277
Closed -$11K
AYTU icon
3563
AYTU BioPharma
AYTU
$23.2M
– –
-1,003
Closed -$152K
BGH
3564
Barings Global Short Duration High Yield Fund
BGH
$281M
– –
-29,126
Closed -$468K
BLX icon
3565
Bladex Inc
BLX
$2.24B
– –
-288,586
Closed -$4.37M
CASI
3566
DELISTED
CASI Pharmaceuticals
CASI
– –
-2,567
Closed -$62K
CBUS icon
3567
Cibus
CBUS
$130M
– –
-388
Closed -$117K
CNTY icon
3568
Century Casinos
CNTY
$32.9M
– –
-27,520
Closed -$283K
DJCO icon
3569
Daily Journal
DJCO
$792M
– –
-690
Closed -$218K
ECH icon
3570
iShares MSCI Chile ETF
ECH
$1.01B
– –
-32,500
Closed -$1.11M
EIDO icon
3571
iShares MSCI Indonesia ETF
EIDO
$476M
– –
-228,495
Closed -$4.99M
GDX icon
3572
VanEck Gold Miners ETF
GDX
$23B
– –
-6,643
Closed -$216K
GE icon
3573
GE Aerospace
GE
$367B
– –
-5,433,475
Closed -$356M
CBIO
3574
Crescent Biopharma
CBIO
$602M
– –
-420
Closed -$127K
GNTY
3575
DELISTED
Guaranty Bancshares
GNTY
– –
-6,096
Closed -$224K
141 142
143
144 145

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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.