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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
JKS
2376
JinkoSolar
JKS
$790M
$2.21M ﹤0.01%
+39,426
New +$1.5M
DHT icon
2377
DHT Holdings
DHT
$3.02B
$2.2M ﹤0.01%
339,049
+32,191
+10% +$198K
OSW icon
2378
OneSpaWorld
OSW
$2.65B
$2.2M ﹤0.01%
227,033
+39,705
+21% +$434K
TILE icon
2379
Interface
TILE
$1.95B
$2.2M ﹤0.01%
143,784
+20,026
+16% +$288K
GO icon
2380
Grocery Outlet
GO
$905M
$2.19M ﹤0.01%
63,318
-15,440
-20% -$564K
PFC
2381
DELISTED
Premier Financial Corp. Common Stock
PFC
$2.19M ﹤0.01%
77,228
+3,556
+5% +$110K
IQ icon
2382
iQIYI
IQ
$1.21B
$2.19M ﹤0.01%
140,464
+72,764
+107% +$1.08M
MMI icon
2383
Marcus & Millichap
MMI
$1.22B
$2.18M ﹤0.01%
56,099
+1,499
+3% +$56.3K
LOVE icon
2384
LoveSac
LOVE
$244M
$2.18M ﹤0.01%
27,320
+4,982
+22% +$371K
HTBK
2385
DELISTED
Heritage Commerce
HTBK
$2.18M ﹤0.01%
195,560
+7,941
+4% +$94.4K
KYNB
2386
Kyntra Bio
KYNB
$28.1M
$2.18M ﹤0.01%
3,269
+1,079
+49% +$622K
FMNB icon
2387
Farmers National Banc Corp
FMNB
$946M
$2.17M ﹤0.01%
139,998
+11,289
+9% +$190K
MOV icon
2388
Movado Group
MOV
$842M
$2.17M ﹤0.01%
68,947
+21,468
+45% +$654K
VHT icon
2389
Vanguard Health Care ETF
VHT
$18.6B
$2.17M ﹤0.01%
8,763
+764
+10% +$183K
TEN
2390
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$2.16M ﹤0.01%
111,995
-92,120
-45% -$1.38M
NAV
2391
DELISTED
Navistar International
NAV
$2.16M ﹤0.01%
48,627
+763
+2% +$33.8K
TBIO
2392
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$2.16M ﹤0.01%
78,277
+1,387
+2% +$27.3K
XPEV icon
2393
XPeng
XPEV
$12.6B
$2.15M ﹤0.01%
48,525
+29,886
+160% +$1.02M
IVE icon
2394
iShares S&P 500 Value ETF
IVE
$49.5B
$2.15M ﹤0.01%
14,565
+700
+5% +$103K
RBCAA icon
2395
Republic Bancorp
RBCAA
$1.99B
$2.15M ﹤0.01%
46,526
+6,411
+16% +$293K
EMLP icon
2396
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$2.15M ﹤0.01%
87,705
-4,121
-4% -$99.9K
WW
2397
DELISTED
WW International
WW
$2.14M ﹤0.01%
59,274
+1,510
+3% +$51.8K
NVTA
2398
DELISTED
Invitae Corporation
NVTA
$2.14M ﹤0.01%
63,519
+19,832
+45% +$645K
WSBF icon
2399
Waterstone Financial
WSBF
$370M
$2.14M ﹤0.01%
108,690
+2,365
+2% +$47.5K
RDWR icon
2400
Radware
RDWR
$1.03B
$2.13M ﹤0.01%
69,225
+5,723
+9% +$165K
94 95
96
97 98

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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.