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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
LPRO
2101
Open Lending Corp
LPRO
$372M
$3.53M ﹤0.01%
81,992
+14,890
+22% +$572K
CVCO icon
2102
Cavco Industries
CVCO
$4.36B
$3.53M ﹤0.01%
15,884
+2,278
+17% +$496K
LDL
2103
DELISTED
Lydall, Inc.
LDL
$3.53M ﹤0.01%
58,294
+656
+1% +$25.2K
NHI icon
2104
National Health Investors
NHI
$3.79B
$3.52M ﹤0.01%
52,466
-2,733
-5% -$191K
CXW icon
2105
CoreCivic
CXW
$2.94B
$3.51M ﹤0.01%
335,665
+50,226
+18% +$451K
NXGN
2106
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$3.51M ﹤0.01%
211,543
+38,099
+22% +$683K
BBIO icon
2107
BridgeBio Pharma
BBIO
$16.4B
$3.49M ﹤0.01%
57,297
+4,443
+8% +$254K
CAI
2108
DELISTED
CAI International, Inc.
CAI
$3.48M ﹤0.01%
62,234
+15,497
+33% +$688K
GPRE icon
2109
Green Plains
GPRE
$1.15B
$3.48M ﹤0.01%
103,579
+11,991
+13% +$358K
MCBC
2110
DELISTED
Macatawa Bank Corp
MCBC
$3.48M ﹤0.01%
397,833
+105,137
+36% +$1M
BCRX icon
2111
BioCryst Pharmaceuticals
BCRX
$2.42B
$3.48M ﹤0.01%
220,014
+118,825
+117% +$1.61M
TKC icon
2112
Turkcell
TKC
$4.7B
$3.48M ﹤0.01%
744,548
+16,314
+2% +$76.6K
XLV icon
2113
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$3.48M ﹤0.01%
27,587
+4,111
+18% +$504K
ECOL
2114
DELISTED
US Ecology, Inc.
ECOL
$3.45M ﹤0.01%
91,898
+1,829
+2% +$73.8K
NOAH
2115
Noah Holdings
NOAH
$590M
$3.43M ﹤0.01%
72,721
+6,161
+9% +$272K
MMP
2116
DELISTED
Magellan Midstream Partners, L.P.
MMP
$3.42M ﹤0.01%
70,030
-1,509
-2% -$73.1K
XLI icon
2117
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$3.42M ﹤0.01%
33,387
-153,891
-82% -$15.8M
CMP icon
2118
Compass Minerals
CMP
$1.23B
$3.41M ﹤0.01%
57,599
+3,834
+7% +$254K
FVRR icon
2119
Fiverr
FVRR
$331M
$3.41M ﹤0.01%
14,076
+3,472
+33% +$720K
CYTK icon
2120
Cytokinetics
CYTK
$10.6B
$3.41M ﹤0.01%
172,383
+5,778
+3% +$136K
FOUR icon
2121
Shift4
FOUR
$4.45B
$3.41M ﹤0.01%
36,367
+28,199
+345% +$2.66M
NVG icon
2122
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
$3.41M ﹤0.01%
190,766
-8,130
-4% -$141K
NZF icon
2123
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$3.4M ﹤0.01%
197,807
-9,485
-5% -$159K
VNOM icon
2124
Viper Energy
VNOM
$8.43B
$3.4M ﹤0.01%
180,297
+112,340
+165% +$2.01M
HCM icon
2125
HUTCHMED
HCM
$1.96B
$3.39M ﹤0.01%
86,218
+22,476
+35% +$649K
83 84
85
86 87

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MCM
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PSUF
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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.