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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
WRLD icon
2326
World Acceptance Corp
WRLD
$876M
$2.4M ﹤0.01%
14,945
+1,868
+14% +$274K
CVSA
2327
Covista Inc
CVSA
$4.55B
$2.39M ﹤0.01%
67,161
-23,779
-26% -$892K
APEN
2328
DELISTED
Apollo Endosurgery, Inc.
APEN
$2.39M ﹤0.01%
+295,594
New +$2.03M
HUYA
2329
Huya Inc
HUYA
$563M
$2.39M ﹤0.01%
135,201
+85,217
+170% +$1.43M
DMC
2330
Del Monte Corp
DMC
$1.4B
$2.38M ﹤0.01%
72,481
+8,400
+13% +$271K
ARCH
2331
DELISTED
Arch Resources, Inc.
ARCH
$2.38M ﹤0.01%
41,760
-13,531
-24% -$707K
AROW icon
2332
Arrow Financial
AROW
$662M
$2.38M ﹤0.01%
72,295
+12,148
+20% +$399K
REYN icon
2333
Reynolds Consumer Products
REYN
$5.43B
$2.38M ﹤0.01%
78,307
+3,095
+4% +$93.9K
ENIA
2334
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$2.38M ﹤0.01%
329,197
-116,212
-26% -$855K
CRSP icon
2335
CRISPR Therapeutics
CRSP
$4.71B
$2.37M ﹤0.01%
+14,647
New +$1.78M
ARVN icon
2336
Arvinas
ARVN
$531M
$2.37M ﹤0.01%
30,764
-15,456
-33% -$1.07M
CAC icon
2337
Camden National
CAC
$991M
$2.37M ﹤0.01%
49,583
+1,991
+4% +$94.6K
CIR
2338
DELISTED
CIRCOR International, Inc
CIR
$2.37M ﹤0.01%
72,581
-1,466
-2% -$51.9K
FBK icon
2339
FB Financial Corp
FBK
$2.98B
$2.36M ﹤0.01%
63,249
+20,725
+49% +$860K
ORA icon
2340
Ormat Technologies
ORA
$5.79B
$2.36M ﹤0.01%
33,903
-20,359
-38% -$1.45M
FIRY
2341
Firy Inc
FIRY
$153M
$2.36M ﹤0.01%
+5,427
New +$1.94M
AD
2342
Array Digital Infrastructure
AD
$3.05B
$2.35M ﹤0.01%
64,867
+5,681
+10% +$211K
CPLG
2343
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$2.35M ﹤0.01%
219,990
-4,543
-2% -$45.6K
FRO icon
2344
Frontline
FRO
$8.71B
$2.35M ﹤0.01%
260,582
+19,126
+8% +$154K
PAVM icon
2345
PAVmed
PAVM
$35.9M
$2.35M ﹤0.01%
814
+714
+714% +$1.69M
AVYA
2346
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$2.34M ﹤0.01%
87,134
-61,983
-42% -$1.74M
LILAK icon
2347
Liberty Latin America Class C
LILAK
$1.69B
$2.34M ﹤0.01%
182,340
+7,962
+5% +$102K
TWI icon
2348
Titan International
TWI
$496M
$2.33M ﹤0.01%
275,334
+177,790
+182% +$1.73M
TRST
2349
Trustco Bank Corp NY
TRST
$970M
$2.33M ﹤0.01%
67,746
-8,614
-11% -$319K
AUB icon
2350
Atlantic Union Bankshares
AUB
$6.05B
$2.33M ﹤0.01%
64,202
+8,391
+15% +$329K
92 93
94
95 96

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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.