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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
MQT
2226
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$2.85M ﹤0.01%
196,468
-67,812
-26% -$966K
RTLR
2227
DELISTED
Rattler Midstream LP Common Units
RTLR
$2.84M ﹤0.01%
260,324
-26,022
-9% -$287K
KTOS icon
2228
Kratos Defense & Security Solutions
KTOS
$8.23B
$2.84M ﹤0.01%
99,710
+2,599
+3% +$68.7K
HIO
2229
Western Asset High Income Opportunity Fund
HIO
$331M
$2.83M ﹤0.01%
536,747
-207,313
-28% -$1.07M
PRSU
2230
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$2.83M ﹤0.01%
56,780
+6,735
+13% +$298K
PEBO icon
2231
Peoples Bancorp
PEBO
$1.51B
$2.82M ﹤0.01%
95,302
+494
+0.5% +$16.1K
PETS icon
2232
PetMed Express
PETS
$42.3M
$2.82M ﹤0.01%
88,545
+6,978
+9% +$222K
AMJ
2233
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.82M ﹤0.01%
143,338
-15,543
-10% -$289K
ADTN icon
2234
Adtran
ADTN
$675M
$2.81M ﹤0.01%
136,332
+16,916
+14% +$327K
PRK icon
2235
Park National Corp
PRK
$3.84B
$2.81M ﹤0.01%
23,974
+1,527
+7% +$192K
NARI
2236
DELISTED
Inari Medical, Inc. Common Stock
NARI
$2.81M ﹤0.01%
30,179
+12,647
+72% +$1.23M
VEU icon
2237
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$2.81M ﹤0.01%
44,374
+38,630
+673% +$2.44M
TVTY
2238
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.81M ﹤0.01%
106,613
+2,936
+3% +$73.7K
IGIB icon
2239
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.79M ﹤0.01%
46,130
– –
PAA icon
2240
Plains All American Pipeline
PAA
$17.6B
$2.79M ﹤0.01%
245,740
-18,288
-7% -$188K
JOYY
2241
JOYY Inc
JOYY
$3.73B
$2.79M ﹤0.01%
42,322
-7,626
-15% -$647K
TCMD icon
2242
Tactile Systems Technology
TCMD
$618M
$2.79M ﹤0.01%
53,575
+10,077
+23% +$545K
HMHC
2243
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$2.78M ﹤0.01%
251,597
-38,076
-13% -$358K
HURN icon
2244
Huron Consulting
HURN
$2.76B
$2.77M ﹤0.01%
56,290
+5,531
+11% +$297K
HSTM icon
2245
HealthStream
HSTM
$863M
$2.77M ﹤0.01%
99,009
-6,461
-6% -$162K
CNH
2246
CNH Industrial
CNH
$13.3B
$2.76M ﹤0.01%
189,557
+27,758
+17% +$396K
REAL icon
2247
The RealReal
REAL
$1.41B
$2.76M ﹤0.01%
139,485
+4,241
+3% +$86.7K
BBBY
2248
Bed Bath & Beyond
BBBY
$479M
$2.75M ﹤0.01%
32,832
+5,246
+19% +$381K
CYRX icon
2249
CryoPort
CYRX
$753M
$2.75M ﹤0.01%
43,554
+2,400
+6% +$135K
LTC
2250
LTC Properties
LTC
$2.13B
$2.75M ﹤0.01%
71,550
-1,326
-2% -$54K
88 89
90
91 92

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AF
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MCM
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PSUF
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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.