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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
TRHC
2426
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2.04M ﹤0.01%
40,693
+11,115
+38% +$497K
EHTH icon
2427
eHealth
EHTH
$42.5M
$2.03M ﹤0.01%
34,785
+2,875
+9% +$189K
CHRS icon
2428
Coherus Oncology
CHRS
$221M
$2.03M ﹤0.01%
146,603
+61,246
+72% +$867K
YPF icon
2429
YPF
YPF
$19.8B
$2.03M ﹤0.01%
433,265
-30,753
-7% -$138K
PPD
2430
DELISTED
PPD, Inc. Common Stock
PPD
$2.03M ﹤0.01%
43,985
+3,208
+8% +$145K
KOD icon
2431
Kodiak Sciences
KOD
$2.58B
$2.02M ﹤0.01%
21,773
+1,120
+5% +$107K
SCS
2432
DELISTED
Steelcase
SCS
$2.02M ﹤0.01%
133,827
-56,697
-30% -$817K
BZUN
2433
Baozun
BZUN
$181M
$2.01M ﹤0.01%
56,826
+22,422
+65% +$790K
SKIN icon
2434
SkinHealth Systems
SKIN
$85.7M
$2.01M ﹤0.01%
+119,879
New +$1.64M
HLX icon
2435
Helix Energy Solutions
HLX
$1.35B
$2M ﹤0.01%
350,584
+49,983
+17% +$263K
DCO icon
2436
Ducommun
DCO
$2.63B
$2M ﹤0.01%
36,613
+2,135
+6% +$121K
AXIA
2437
AXIA Energia
AXIA
$23.2B
$2M ﹤0.01%
291,195
+67,391
+30% +$411K
UTZ icon
2438
Utz Brands
UTZ
$1.25B
$1.99M ﹤0.01%
91,427
-24,190
-21% -$604K
IWS icon
2439
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$1.99M ﹤0.01%
17,309
+5,254
+44% +$602K
ESGD icon
2440
iShares ESG Aware MSCI EAFE ETF
ESGD
$11.8B
$1.99M ﹤0.01%
25,117
-8
-0% -$637
FPE icon
2441
First Trust Preferred Securities and Income ETF
FPE
$6.31B
$1.98M ﹤0.01%
96,208
+1,511
+2% +$30.8K
APPF icon
2442
AppFolio
APPF
$6.65B
$1.98M ﹤0.01%
14,012
+2,641
+23% +$367K
TBBK icon
2443
The Bancorp
TBBK
$2.83B
$1.98M ﹤0.01%
85,895
+20,758
+32% +$487K
BKD icon
2444
Brookdale Senior Living
BKD
$3.59B
$1.98M ﹤0.01%
250,000
+2,535
+1% +$18.2K
HTLD icon
2445
Heartland Express
HTLD
$1.01B
$1.98M ﹤0.01%
115,309
-132,814
-54% -$2.45M
CMCO icon
2446
Columbus McKinnon
CMCO
$432M
$1.97M ﹤0.01%
40,919
-5,965
-13% -$306K
ASIX icon
2447
AdvanSix
ASIX
$543M
$1.97M ﹤0.01%
66,082
+10,429
+19% +$313K
ARR
2448
Armour Residential REIT
ARR
$2.32B
$1.97M ﹤0.01%
34,534
+5,986
+21% +$359K
MCRI icon
2449
Monarch Casino & Resort
MCRI
$2.21B
$1.96M ﹤0.01%
29,648
+679
+2% +$46.9K
REVG
2450
DELISTED
REV Group
REVG
$1.96M ﹤0.01%
125,010
+30,463
+32% +$552K
96 97
98
99 100

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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.