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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
ORGS
3601
DELISTED
Orgenesis Inc. Common Stock
ORGS
– –
-1,644
Closed -$94K
KKR.PRC
3602
DELISTED
KKR & Co. Inc. 6.00% Series C Mandatory Convertible Preferred Stock
KKR.PRC
– –
-4,023
Closed -$268K
MTEM
3603
DELISTED
Molecular Templates, Inc.
MTEM
– –
-771
Closed -$146K
BDXB
3604
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
– –
-10,034
Closed -$539K
SFT
3605
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
– –
-4,843
Closed -$403K
ASAP
3606
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
– –
-830
Closed -$49K
ATHX
3607
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-3,264
Closed -$147K
EVFM
3608
DELISTED
Evofem Biosciences, Inc. Common Stock
EVFM
– –
-2,300
Closed -$60K
GDP
3609
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
– –
-21,833
Closed -$207K
BOCH
3610
DELISTED
Bank of Commerce Holdings (CA)
BOCH
– –
-18,761
Closed -$239K
SWI
3611
DELISTED
SolarWinds Corporation Common Stock
SWI
– –
-97,614
Closed -$1.8M
WPF.U
3612
DELISTED
Foley Trasimene Acquisition Corp.
WPF.U
– –
-86,857
Closed -$929K
WTRE
3613
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
– –
-8,649
Closed -$299K
FSLF
3614
DELISTED
First Eagle Senior Loan Fund
FSLF
– –
-49,311
Closed -$707K
CATM
3615
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-84,639
Closed -$3.28M
STAY
3616
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-524,349
Closed -$10.4M
GLOG
3617
DELISTED
GASLOG LTD
GLOG
– –
-70,910
Closed -$409K
CTB
3618
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-192,311
Closed -$10.8M
TSIAU
3619
DELISTED
TS Innovation Acquisitions Corp. Unit
TSIAU
– –
-83,690
Closed -$966K
CLGX
3620
DELISTED
Corelogic, Inc.
CLGX
– –
-153,740
Closed -$12.2M
WIFI
3621
DELISTED
Boingo Wireless, Inc.
WIFI
– –
-76,154
Closed -$1.07M
CMD
3622
DELISTED
Cantel Medical Corporation
CMD
– –
-47,131
Closed -$3.76M
PTVCB
3623
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
– –
-13,315
Closed -$305K
CUB
3624
DELISTED
Cubic Corporation
CUB
– –
-67,409
Closed -$5.03M
FFG
3625
DELISTED
FBL Financial Group
FFG
– –
-40,284
Closed -$2.25M
143 144
145
146 147

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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.