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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
GRPN icon
2301
Groupon
GRPN
$1.08B
$2.54M ﹤0.01%
58,899
-15,958
-21% -$751K
VNET
2302
VNET Group
VNET
$1.81B
$2.54M ﹤0.01%
110,710
+12,290
+12% +$313K
AFMD
2303
DELISTED
Affimed
AFMD
$2.54M ﹤0.01%
29,858
+9,357
+46% +$854K
BE icon
2304
Bloom Energy
BE
$48B
$2.54M ﹤0.01%
94,386
+19,644
+26% +$476K
NXG
2305
NXG NextGen Infrastructure Income Fund
NXG
$311M
$2.52M ﹤0.01%
52,176
+46,274
+784% +$2.1M
BOOM icon
2306
DMC Global
BOOM
$111M
$2.52M ﹤0.01%
44,873
+6,369
+17% +$350K
CMBM
2307
DELISTED
Cambium Networks
CMBM
$2.52M ﹤0.01%
52,160
+9,880
+23% +$528K
AUDC icon
2308
AudioCodes
AUDC
$243M
$2.51M ﹤0.01%
75,834
+917
+1% +$29.3K
TRS icon
2309
TriMas Corp
TRS
$1.42B
$2.5M ﹤0.01%
82,589
+1,722
+2% +$54.6K
MLAB icon
2310
Mesa Laboratories
MLAB
$551M
$2.5M ﹤0.01%
9,215
+1,652
+22% +$419K
HPF
2311
John Hancock Preferred Income Fund II
HPF
$342M
$2.5M ﹤0.01%
115,494
-36,021
-24% -$763K
HRTX icon
2312
Heron Therapeutics
HRTX
$96.4M
$2.49M ﹤0.01%
160,332
+29,643
+23% +$472K
CONN
2313
DELISTED
Conn's Inc.
CONN
$2.48M ﹤0.01%
97,435
+3,974
+4% +$91.8K
FLGT icon
2314
Fulgent Genetics
FLGT
$564M
$2.48M ﹤0.01%
26,873
+7,043
+36% +$562K
PAHC icon
2315
Phibro Animal Health
PAHC
$1.5B
$2.48M ﹤0.01%
85,760
+735
+0.9% +$19.9K
CHRD icon
2316
Chord Energy
CHRD
$7.61B
$2.46M ﹤0.01%
+24,506
New +$2.02M
YORW icon
2317
York Water
YORW
$509M
$2.46M ﹤0.01%
54,301
+3,262
+6% +$162K
UHT
2318
Universal Health Realty Income Trust
UHT
$625M
$2.45M ﹤0.01%
39,847
+1,053
+3% +$71.2K
PKE icon
2319
Park Aerospace
PKE
$730M
$2.44M ﹤0.01%
163,705
+5,578
+4% +$80.4K
ETD icon
2320
Ethan Allen Interiors
ETD
$608M
$2.43M ﹤0.01%
87,984
+14,105
+19% +$407K
IWO icon
2321
iShares Russell 2000 Growth ETF
IWO
$14.2B
$2.43M ﹤0.01%
7,789
+340
+5% +$102K
TRMK icon
2322
Trustmark
TRMK
$2.76B
$2.42M ﹤0.01%
78,670
-3,838
-5% -$127K
DSM
2323
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$2.41M ﹤0.01%
292,947
-89,569
-23% -$725K
DCOM icon
2324
Dime Commercial Bancshares
DCOM
$1.79B
$2.41M ﹤0.01%
71,657
+10,893
+18% +$366K
SBSI icon
2325
Southside Bancshares
SBSI
$967M
$2.4M ﹤0.01%
62,832
+7,328
+13% +$299K
91 92
93
94 95

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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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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.