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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
STR
2126
DELISTED
Sitio Royalties
STR
$3.38M ﹤0.01%
166,420
+5,226
+3% +$100K
HOME
2127
DELISTED
At Home Group Inc.
HOME
$3.38M ﹤0.01%
91,696
-50,453
-35% -$1.72M
TCBK icon
2128
TriCo Bancshares
TCBK
$1.85B
$3.36M ﹤0.01%
78,976
+21,423
+37% +$993K
CLNE icon
2129
Clean Energy Fuels
CLNE
$416M
$3.36M ﹤0.01%
331,070
-62,919
-16% -$649K
RUBY
2130
DELISTED
Rubius Therapeutics, Inc
RUBY
$3.35M ﹤0.01%
137,179
+46,511
+51% +$1.16M
ENVA icon
2131
Enova International
ENVA
$6.09B
$3.35M ﹤0.01%
97,878
+8,474
+9% +$298K
IYT icon
2132
iShares US Transportation ETF
IYT
$2.28B
$3.35M ﹤0.01%
+51,516
New +$3.44M
PFSI icon
2133
PennyMac Financial
PFSI
$4.47B
$3.34M ﹤0.01%
54,166
-41,667
-43% -$2.53M
CASH icon
2134
Pathward Financial
CASH
$1.88B
$3.34M ﹤0.01%
65,978
+6,357
+11% +$316K
SCHD icon
2135
Schwab US Dividend Equity ETF
SCHD
$104B
$3.34M ﹤0.01%
132,429
+6,099
+5% +$154K
KOS icon
2136
Kosmos Energy
KOS
$1.47B
$3.32M ﹤0.01%
959,016
+902,370
+1,593% +$2.8M
LGTY
2137
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$3.29M ﹤0.01%
149,966
+22,918
+18% +$483K
PAC icon
2138
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$3.27M ﹤0.01%
30,544
-881
-3% -$95.8K
MYE icon
2139
Myers Industries
MYE
$1.24B
$3.26M ﹤0.01%
155,248
+17,524
+13% +$375K
ECPG icon
2140
Encore Capital Group
ECPG
$2.01B
$3.26M ﹤0.01%
68,724
+7,363
+12% +$320K
PNTG icon
2141
Pennant Group
PNTG
$1.43B
$3.26M ﹤0.01%
79,626
-45,458
-36% -$1.77M
SHYF
2142
DELISTED
The Shyft Group
SHYF
$3.26M ﹤0.01%
87,038
-384
-0.4% -$14.5K
AMWD
2143
DELISTED
American Woodmark
AMWD
$3.25M ﹤0.01%
39,779
-8,588
-18% -$804K
CRMT icon
2144
America's Car Mart
CRMT
$25.9M
$3.25M ﹤0.01%
22,912
+2,909
+15% +$435K
PML
2145
PIMCO Municipal Income Fund II
PML
$487M
$3.25M ﹤0.01%
215,310
-16,219
-7% -$240K
MGNI icon
2146
Magnite
MGNI
$2.83B
$3.25M ﹤0.01%
95,894
-15,034
-14% -$509K
MODN
2147
DELISTED
MODEL N, INC.
MODN
$3.24M ﹤0.01%
94,578
+493
+0.5% +$18.1K
RA
2148
Brookfield Real Assets Income Fund
RA
$704M
$3.24M ﹤0.01%
147,957
-347,837
-70% -$7.58M
QNST icon
2149
QuinStreet
QNST
$927M
$3.22M ﹤0.01%
173,227
+13,468
+8% +$255K
CEVA icon
2150
CEVA Inc
CEVA
$831M
$3.22M ﹤0.01%
68,039
+4,496
+7% +$222K
84 85
86
87 88

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MCM
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PSUF
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IA
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SCC
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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.