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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
FCPT icon
1851
Four Corners Property Trust
FCPT
$2.89B
$5.02M ﹤0.01%
181,945
+13,266
+8% +$375K
CDE icon
1852
Coeur Mining
CDE
$15.1B
$5M ﹤0.01%
563,580
+173,521
+44% +$1.67M
ALEX
1853
DELISTED
Alexander & Baldwin
ALEX
$5M ﹤0.01%
273,075
+15,970
+6% +$294K
CHCT
1854
Community Healthcare Trust
CHCT
$536M
$4.99M ﹤0.01%
105,172
-1,414
-1% -$69.2K
BECN
1855
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.98M ﹤0.01%
93,509
+3,090
+3% +$173K
BGR icon
1856
BlackRock Energy and Resources Trust
BGR
$410M
$4.96M ﹤0.01%
505,275
+221,359
+78% +$2.07M
USPH icon
1857
US Physical Therapy
USPH
$1.22B
$4.96M ﹤0.01%
42,760
+8,362
+24% +$961K
JOE icon
1858
St. Joe Company
JOE
$3.55B
$4.95M ﹤0.01%
111,048
+9,114
+9% +$411K
TNET icon
1859
TriNet
TNET
$3.23B
$4.95M ﹤0.01%
68,256
-3,950
-5% -$306K
NUVA
1860
DELISTED
NuVasive, Inc.
NUVA
$4.93M ﹤0.01%
72,815
+3,449
+5% +$235K
ENV
1861
DELISTED
ENVESTNET, INC.
ENV
$4.93M ﹤0.01%
64,987
+13,439
+26% +$989K
BCO icon
1862
Brink's
BCO
$5.01B
$4.92M ﹤0.01%
63,987
-490
-0.8% -$38.1K
SSP icon
1863
E.W. Scripps
SSP
$270M
$4.91M ﹤0.01%
240,715
+76,993
+47% +$1.61M
CRVL icon
1864
CorVel
CRVL
$3.18B
$4.9M ﹤0.01%
109,422
+6,330
+6% +$250K
UBA
1865
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$4.89M ﹤0.01%
252,366
+12,508
+5% +$231K
INDB icon
1866
Independent Bank
INDB
$4.04B
$4.88M ﹤0.01%
64,621
+5,192
+9% +$417K
HCCI
1867
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$4.88M ﹤0.01%
164,331
+2,957
+2% +$87.6K
PRG icon
1868
PROG Holdings
PRG
$1.71B
$4.88M ﹤0.01%
101,303
-7,788
-7% -$387K
IBKR icon
1869
Interactive Brokers
IBKR
$38.4B
$4.87M ﹤0.01%
296,464
-57,040
-16% -$987K
CORT icon
1870
Corcept Therapeutics
CORT
$9.98B
$4.86M ﹤0.01%
220,846
-15,918
-7% -$354K
PACB icon
1871
Pacific Biosciences
PACB
$435M
$4.85M ﹤0.01%
138,694
-27,186
-16% -$791K
ARD
1872
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$4.84M ﹤0.01%
197,549
+4,188
+2% +$108K
PRTA icon
1873
Prothena Corp
PRTA
$448M
$4.83M ﹤0.01%
93,877
+33,406
+55% +$1.04M
WSBC icon
1874
WesBanco
WSBC
$4.02B
$4.82M ﹤0.01%
135,258
+7,355
+6% +$276K
IRWD icon
1875
Ironwood Pharmaceuticals
IRWD
$586M
$4.81M ﹤0.01%
373,486
+191,055
+105% +$2.19M
73 74
75
76 77

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MCM
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PSUF
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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.