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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
CRCT icon
2476
Cricut
CRCT
$991M
$1.87M ﹤0.01%
+43,880
New +$1.23M
EYE icon
2477
National Vision
EYE
$1.72B
$1.87M ﹤0.01%
36,521
+5,150
+16% +$253K
SPWR
2478
DELISTED
SunPower Corporation Common Stock
SPWR
$1.87M ﹤0.01%
63,886
+3,014
+5% +$77.8K
PRVB
2479
DELISTED
Provention Bio, Inc. Common Stock
PRVB
$1.87M ﹤0.01%
+221,474
New +$1.79M
ATEX icon
2480
Anterix
ATEX
$1.72B
$1.86M ﹤0.01%
31,055
+4,089
+15% +$205K
TACO
2481
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.85M ﹤0.01%
185,340
-4,546
-2% -$47.6K
CASS icon
2482
Cass Information Systems
CASS
$714M
$1.85M ﹤0.01%
45,429
-722
-2% -$32.5K
PENG
2483
Penguin Solutions Inc
PENG
$2.38B
$1.85M ﹤0.01%
77,506
+2,880
+4% +$69.4K
ENDP
2484
DELISTED
Endo International plc
ENDP
$1.84M ﹤0.01%
393,551
-30,661
-7% -$176K
SUZ icon
2485
Suzano
SUZ
$10.3B
$1.84M ﹤0.01%
152,642
+5,837
+4% +$71.5K
WLL
2486
DELISTED
Whiting Petroleum Corporation
WLL
$1.83M ﹤0.01%
33,613
+2,334
+7% +$100K
XRN
2487
Chiron Real Estate Inc
XRN
$539M
$1.83M ﹤0.01%
24,834
+595
+2% +$43.1K
BRY
2488
DELISTED
Berry Corp
BRY
$1.82M ﹤0.01%
271,631
+5,085
+2% +$32.2K
VKTX icon
2489
Viking Therapeutics
VKTX
$3.88B
$1.82M ﹤0.01%
304,302
+44,730
+17% +$266K
CNSL
2490
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.82M ﹤0.01%
207,053
+10,271
+5% +$82.6K
VWTR
2491
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$1.82M ﹤0.01%
136,719
+14,502
+12% +$149K
AZEK
2492
DELISTED
The AZEK Co
AZEK
$1.81M ﹤0.01%
42,721
+20,764
+95% +$930K
VTLE
2493
DELISTED
Vital Energy
VTLE
$1.81M ﹤0.01%
19,547
+2,259
+13% +$116K
CDMO
2494
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$1.81M ﹤0.01%
70,432
+27,537
+64% +$588K
AERI
2495
DELISTED
Aerie Pharmaceuticals
AERI
$1.8M ﹤0.01%
112,664
+788
+0.7% +$13.5K
PRVA icon
2496
Privia Health
PRVA
$3.09B
$1.8M ﹤0.01%
+40,573
New +$1.5M
DCPH
2497
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.8M ﹤0.01%
49,059
+8,625
+21% +$334K
AVIR icon
2498
Atea Pharmaceuticals
AVIR
$356M
$1.78M ﹤0.01%
+83,094
New +$2.5M
GSBC icon
2499
Great Southern Bancorp
GSBC
$886M
$1.78M ﹤0.01%
33,073
+4,724
+17% +$265K
DHF
2500
BNY Mellon High Yield Strategies Fund
DHF
$170M
$1.78M ﹤0.01%
488,353
-536,567
-52% -$1.71M
98 99
100
101 102

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MCM
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PSUF
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SCC
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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.