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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
LQDT icon
2276
Liquidity Services
LQDT
$1.2B
$2.67M ﹤0.01%
104,888
+8,627
+9% +$190K
IBCP icon
2277
Independent Bank Corp
IBCP
$796M
$2.66M ﹤0.01%
122,558
+7,369
+6% +$170K
FISI icon
2278
Financial Institutions
FISI
$812M
$2.65M ﹤0.01%
88,469
+1,610
+2% +$50.3K
HFWA icon
2279
Heritage Financial
HFWA
$1.22B
$2.65M ﹤0.01%
105,973
+10,140
+11% +$282K
VRE
2280
DELISTED
Veris Residential
VRE
$2.65M ﹤0.01%
154,460
-2,393
-2% -$40.1K
CCBG icon
2281
Capital City Bank Group
CCBG
$897M
$2.65M ﹤0.01%
102,551
+81,802
+394% +$2.12M
NX icon
2282
Quanex
NX
$825M
$2.63M ﹤0.01%
105,909
+15,911
+18% +$424K
MAGN
2283
Magnera Corp
MAGN
$493M
$2.62M ﹤0.01%
14,418
+521
+4% +$103K
NNBR icon
2284
NN Inc
NNBR
$237M
$2.62M ﹤0.01%
356,156
+340,046
+2,111% +$2.55M
MGP
2285
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.62M ﹤0.01%
71,437
+11,048
+18% +$393K
VIVO
2286
DELISTED
Meridian Bioscience Inc
VIVO
$2.61M ﹤0.01%
117,748
-45,708
-28% -$970K
PACK icon
2287
Ranpak Holdings
PACK
$500M
$2.61M ﹤0.01%
104,326
+30,554
+41% +$641K
CCRN
2288
DELISTED
Cross Country Healthcare
CCRN
$2.6M ﹤0.01%
157,775
+104,485
+196% +$1.6M
CSTL icon
2289
Castle Biosciences
CSTL
$742M
$2.6M ﹤0.01%
35,396
+1,716
+5% +$113K
CTBI icon
2290
Community Trust Bancorp
CTBI
$1.42B
$2.59M ﹤0.01%
64,228
+12,125
+23% +$532K
LI icon
2291
Li Auto
LI
$14.4B
$2.59M ﹤0.01%
74,247
+62,585
+537% +$1.47M
INSM icon
2292
Insmed
INSM
$22.4B
$2.58M ﹤0.01%
90,797
-2,928
-3% -$86.9K
ECOM
2293
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$2.58M ﹤0.01%
105,049
-54,823
-34% -$1.32M
TFIN icon
2294
Triumph Financial Inc
TFIN
$1.81B
$2.57M ﹤0.01%
34,613
+9,366
+37% +$798K
EPOL icon
2295
iShares MSCI Poland ETF
EPOL
$680M
$2.57M ﹤0.01%
119,638
+53,708
+81% +$1.12M
HCI icon
2296
HCI Group
HCI
$2.34B
$2.56M ﹤0.01%
25,714
+4,056
+19% +$329K
HWKN icon
2297
Hawkins
HWKN
$2.9B
$2.55M ﹤0.01%
77,966
-3,374
-4% -$112K
GBT
2298
DELISTED
Global Blood Therapeutics, Inc.
GBT
$2.55M ﹤0.01%
72,901
+29,402
+68% +$1.15M
OBK icon
2299
Origin Bancorp
OBK
$1.7B
$2.55M ﹤0.01%
60,052
+1,146
+2% +$49.7K
WES icon
2300
Western Midstream Partners
WES
$19.4B
$2.54M ﹤0.01%
118,764
-10,263
-8% -$213K
90 91
92
93 94

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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.