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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
VCYT icon
2201
Veracyte
VCYT
$4.45B
$2.93M ﹤0.01%
73,231
-25,935
-26% -$1.11M
AMRC icon
2202
Ameresco
AMRC
$980M
$2.93M ﹤0.01%
46,647
+15,316
+49% +$824K
AORT icon
2203
Artivion
AORT
$1.34B
$2.92M ﹤0.01%
102,926
+12,119
+13% +$330K
AGM icon
2204
Federal Agricultural Mortgage
AGM
$2.32B
$2.92M ﹤0.01%
29,547
+2,337
+9% +$237K
ADPT icon
2205
Adaptive Biotechnologies
ADPT
$3.61B
$2.92M ﹤0.01%
71,471
-12,988
-15% -$505K
GRBK icon
2206
Green Brick Partners
GRBK
$3.09B
$2.92M ﹤0.01%
128,216
+1,228
+1% +$29.4K
KNL
2207
DELISTED
Knoll, Inc.
KNL
$2.92M ﹤0.01%
112,159
+8,405
+8% +$200K
MRC
2208
DELISTED
MRC Global
MRC
$2.91M ﹤0.01%
309,806
-11,922
-4% -$121K
SDY icon
2209
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$2.91M ﹤0.01%
23,766
+10,144
+74% +$1.25M
SNR
2210
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.9M ﹤0.01%
330,361
+9,363
+3% +$64.4K
HCC icon
2211
Warrior Met Coal
HCC
$4.17B
$2.89M ﹤0.01%
168,048
+39,759
+31% +$694K
BRFS
2212
DELISTED
BRF SA
BRFS
$2.88M ﹤0.01%
526,772
+22,254
+4% +$106K
ATHM icon
2213
Autohome
ATHM
$2.62B
$2.88M ﹤0.01%
45,035
+4,425
+11% +$364K
CWH icon
2214
Camping World
CWH
$384M
$2.88M ﹤0.01%
70,165
+56
+0.1% +$2.31K
WOW
2215
DELISTED
WideOpenWest
WOW
$2.88M ﹤0.01%
138,821
+111,703
+412% +$1.75M
UFI icon
2216
UNIFI
UFI
$114M
$2.87M ﹤0.01%
117,909
+2,474
+2% +$66K
DIA icon
2217
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.87M ﹤0.01%
8,312
-898
-10% -$307K
OUT icon
2218
Outfront Media
OUT
$5.75B
$2.87M ﹤0.01%
121,147
-22,792
-16% -$528K
KW
2219
DELISTED
Kennedy-Wilson Holdings
KW
$2.86M ﹤0.01%
143,722
-31,326
-18% -$633K
RGNX icon
2220
Regenxbio
RGNX
$616M
$2.86M ﹤0.01%
73,518
+17,063
+30% +$610K
ALTA
2221
DELISTED
Altabancorp
ALTA
$2.86M ﹤0.01%
65,938
+3,329
+5% +$145K
GOOD
2222
Gladstone Commercial Corp
GOOD
$623M
$2.85M ﹤0.01%
126,539
-2,857
-2% -$61.1K
NTCT icon
2223
NETSCOUT
NTCT
$2.83B
$2.85M ﹤0.01%
100,023
-26,462
-21% -$752K
BRKL
2224
DELISTED
Brookline Bancorp
BRKL
$2.85M ﹤0.01%
190,783
+24,645
+15% +$394K
ADUS icon
2225
Addus HomeCare
ADUS
$2.22B
$2.85M ﹤0.01%
32,660
-1,083
-3% -$105K
87 88
89
90 91

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AF
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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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ACI
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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.