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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
FIBK icon
2401
First Interstate BancSystem
FIBK
$3.68B
$2.13M ﹤0.01%
50,880
-4,044
-7% -$187K
NKTX icon
2402
Nkarta
NKTX
$151M
$2.12M ﹤0.01%
66,797
+25,730
+63% +$741K
ALBO
2403
DELISTED
Albireo Pharma Inc
ALBO
$2.12M ﹤0.01%
60,156
+9,879
+20% +$321K
AVTA
2404
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.11M ﹤0.01%
121,919
+22,615
+23% +$371K
GPRO icon
2405
GoPro
GPRO
$121M
$2.11M ﹤0.01%
180,766
+151,345
+514% +$1.71M
EGRX
2406
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$2.1M ﹤0.01%
49,145
+9,347
+23% +$386K
LKFN icon
2407
Lakeland Financial Corp
LKFN
$1.58B
$2.1M ﹤0.01%
34,039
+782
+2% +$50.1K
PAAS icon
2408
Pan American Silver
PAAS
$17.8B
$2.09M ﹤0.01%
73,296
-17,043
-19% -$549K
RBNC
2409
DELISTED
Reliant Bancorp, Inc. Common Stock
RBNC
$2.09M ﹤0.01%
75,405
+1,919
+3% +$55.1K
ESGR
2410
DELISTED
Enstar Group
ESGR
$2.09M ﹤0.01%
8,747
+125
+1% +$31.1K
AGNT
2411
AGNT Inc
AGNT
$623M
$2.08M ﹤0.01%
53,785
+13,740
+34% +$473K
FROG icon
2412
JFrog
FROG
$8.85B
$2.08M ﹤0.01%
45,788
+40,324
+738% +$1.82M
AY
2413
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.08M ﹤0.01%
55,934
-20,303
-27% -$753K
ANDE icon
2414
Andersons Inc
ANDE
$2.41B
$2.08M ﹤0.01%
68,088
+4,595
+7% +$139K
FBNC icon
2415
First Bancorp
FBNC
$2.64B
$2.07M ﹤0.01%
50,650
+8,384
+20% +$362K
MBWM icon
2416
Mercantile Bank Corp
MBWM
$1.05B
$2.07M ﹤0.01%
68,621
+8,616
+14% +$275K
ARTNA icon
2417
Artesian Resources
ARTNA
$363M
$2.07M ﹤0.01%
56,253
-11,482
-17% -$458K
SGMO
2418
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$2.06M ﹤0.01%
172,458
-8,169
-5% -$92.5K
TBRG
2419
DELISTED
TruBridge
TBRG
$2.06M ﹤0.01%
61,928
+1,907
+3% +$60.5K
NFBK
2420
DELISTED
Northfield Bancorp
NFBK
$2.06M ﹤0.01%
125,285
+8,879
+8% +$146K
FOSL icon
2421
Fossil Group
FOSL
$251M
$2.05M ﹤0.01%
143,852
+63,099
+78% +$831K
OSUR icon
2422
OraSure Technologies
OSUR
$271M
$2.05M ﹤0.01%
201,867
+38,405
+23% +$374K
NG icon
2423
NovaGold Resources
NG
$2.52B
$2.04M ﹤0.01%
255,314
-14,890
-6% -$140K
AGS
2424
DELISTED
PlayAGS
AGS
$2.04M ﹤0.01%
206,467
-11,326
-5% -$104K
NP
2425
DELISTED
Neenah, Inc. Common Stock
NP
$2.04M ﹤0.01%
40,635
+4,868
+14% +$260K
95 96
97
98 99

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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.