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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
TX icon
2351
Ternium
TX
$9.48B
$2.32M ﹤0.01%
60,393
-30,214
-33% -$1.15M
MSBI icon
2352
Midland States Bancorp
MSBI
$700M
$2.32M ﹤0.01%
88,307
+1,680
+2% +$46.6K
QTRX icon
2353
Quanterix
QTRX
$162M
$2.31M ﹤0.01%
39,443
-3,638
-8% -$211K
CMPR icon
2354
Cimpress
CMPR
$2.38B
$2.31M ﹤0.01%
21,277
+1,169
+6% +$118K
IWP icon
2355
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
$2.31M ﹤0.01%
20,367
+8,359
+70% +$893K
DVY icon
2356
iShares Select Dividend ETF
DVY
$23.9B
$2.29M ﹤0.01%
19,675
+13,343
+211% +$1.59M
NCNO icon
2357
nCino
NCNO
$2.06B
$2.28M ﹤0.01%
38,064
+22,557
+145% +$1.42M
SNEX icon
2358
StoneX
SNEX
$8.75B
$2.28M ﹤0.01%
190,188
+10,788
+6% +$139K
FMTX
2359
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$2.28M ﹤0.01%
91,487
+38,137
+71% +$1.02M
OFIX icon
2360
Orthofix Medical
OFIX
$493M
$2.27M ﹤0.01%
56,673
+1,554
+3% +$65.7K
BJRI icon
2361
BJ's Restaurants
BJRI
$1.48B
$2.27M ﹤0.01%
46,240
+7,454
+19% +$412K
MGNX icon
2362
MacroGenics
MGNX
$238M
$2.27M ﹤0.01%
84,602
+688
+0.8% +$20.1K
SLCA
2363
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.26M ﹤0.01%
195,616
+16,615
+9% +$193K
SWTX
2364
DELISTED
SpringWorks Therapeutics
SWTX
$2.26M ﹤0.01%
27,425
-324
-1% -$24.6K
BZH icon
2365
Beazer Homes USA
BZH
$897M
$2.25M ﹤0.01%
116,785
+1,544
+1% +$33.9K
HTLF
2366
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.25M ﹤0.01%
47,887
-1,807
-4% -$90K
NSTG
2367
DELISTED
NanoString Technologies, Inc.
NSTG
$2.24M ﹤0.01%
34,599
+259
+0.8% +$16.4K
RMR icon
2368
The RMR Group
RMR
$335M
$2.24M ﹤0.01%
58,001
-1,920
-3% -$76.5K
DSGX icon
2369
Descartes Systems
DSGX
$6.72B
$2.24M ﹤0.01%
32,333
-930
-3% -$58.8K
ACH
2370
DELISTED
Alum Corp of China Ltd
ACH
$2.22M ﹤0.01%
150,280
-6,618
-4% -$89.5K
CNR
2371
Core Natural Resources Inc
CNR
$3.99B
$2.22M ﹤0.01%
120,297
+5,862
+5% +$78.8K
ORBC
2372
DELISTED
ORBCOMM, Inc.
ORBC
$2.22M ﹤0.01%
197,602
-20,624
-9% -$229K
MFM
2373
Aberdeen Municipal Income Fund
MFM
$222M
$2.22M ﹤0.01%
310,914
+29,917
+11% +$211K
EB
2374
DELISTED
Eventbrite
EB
$2.21M ﹤0.01%
116,477
+41,984
+56% +$890K
NBHC icon
2375
National Bank Holdings
NBHC
$1.89B
$2.21M ﹤0.01%
58,557
+2,470
+4% +$97.8K
93 94
95
96 97

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MCM
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PSUF
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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.