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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
TREE icon
1826
LendingTree
TREE
$551M
$5.23M ﹤0.01%
24,682
+5,654
+30% +$1.19M
HT
1827
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$5.2M ﹤0.01%
483,298
+41,074
+9% +$454K
PTR
1828
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$5.2M ﹤0.01%
105,996
+20,052
+23% +$815K
PLNT icon
1829
Planet Fitness
PLNT
$4.45B
$5.2M ﹤0.01%
69,042
-13,572
-16% -$1.08M
BTG icon
1830
B2Gold
BTG
$4.98B
$5.18M ﹤0.01%
1,231,239
+20,459
+2% +$99.9K
WNS
1831
DELISTED
WNS Holdings
WNS
$5.16M ﹤0.01%
64,645
-5,595
-8% -$416K
RUSHA icon
1832
Rush Enterprises Class A
RUSHA
$6.34B
$5.16M ﹤0.01%
179,015
+752
+0.4% +$24.1K
SSB icon
1833
SouthState Bank Corp
SSB
$10.3B
$5.16M ﹤0.01%
63,064
-3,093
-5% -$263K
SMPL icon
1834
Simply Good Foods
SMPL
$907M
$5.16M ﹤0.01%
141,196
+27,773
+24% +$949K
APOG icon
1835
Apogee Enterprises
APOG
$833M
$5.15M ﹤0.01%
126,364
+7,838
+7% +$295K
BPMC
1836
DELISTED
Blueprint Medicines
BPMC
$5.14M ﹤0.01%
58,484
-6,491
-10% -$595K
TTMI icon
1837
TTM Technologies
TTMI
$10.6B
$5.14M ﹤0.01%
359,211
+6,830
+2% +$102K
BILI icon
1838
Bilibili
BILI
$7.75B
$5.14M ﹤0.01%
42,154
-15,095
-26% -$1.64M
ICHR icon
1839
Ichor Holdings
ICHR
$2.17B
$5.13M ﹤0.01%
95,322
+26,693
+39% +$1.47M
ECHO
1840
DELISTED
Echo Global Logistics, Inc.
ECHO
$5.13M ﹤0.01%
166,779
+11,716
+8% +$386K
TNDM icon
1841
Tandem Diabetes Care
TNDM
$1.27B
$5.13M ﹤0.01%
52,623
+18,377
+54% +$1.64M
HLIO icon
1842
Helios Technologies
HLIO
$2.47B
$5.12M ﹤0.01%
65,569
+12,010
+22% +$879K
CLDT
1843
Chatham Lodging
CLDT
$632M
$5.12M ﹤0.01%
397,454
+21,161
+6% +$282K
TGTX icon
1844
TG Therapeutics
TGTX
$8.19B
$5.11M ﹤0.01%
131,800
-15,078
-10% -$592K
SPHR icon
1845
Sphere Entertainment
SPHR
$5.02B
$5.1M ﹤0.01%
60,747
-500
-0.8% -$44.3K
BXMT icon
1846
Blackstone Mortgage Trust
BXMT
$2.77B
$5.1M ﹤0.01%
159,869
-23,599
-13% -$760K
AMX icon
1847
America Movil
AMX
$74.6B
$5.06M ﹤0.01%
337,458
+11,000
+3% +$164K
CIVI
1848
DELISTED
Civitas Resources
CIVI
$5.04M ﹤0.01%
107,142
-50,503
-32% -$2.05M
DNLI icon
1849
Denali Therapeutics
DNLI
$3.79B
$5.04M ﹤0.01%
64,209
+20,390
+47% +$1.26M
EVBG
1850
DELISTED
Everbridge, Inc. Common Stock
EVBG
$5.03M ﹤0.01%
36,987
+2,698
+8% +$337K
72 73
74
75 76

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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.