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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
NTST
2951
NETSTREIT Corp
NTST
$2.13B
$680K ﹤0.01%
29,495
+18,397
+166% +$402K
AKUS
2952
DELISTED
Akouos Inc
AKUS
$680K ﹤0.01%
+54,152
New +$734K
MDGL icon
2953
Madrigal Pharmaceuticals
MDGL
$12.4B
$678K ﹤0.01%
6,965
-392
-5% -$46.4K
TG icon
2954
Tredegar Corp
TG
$263M
$677K ﹤0.01%
49,185
-5,625
-10% -$84.7K
FBRX icon
2955
Forte Biosciences
FBRX
$1.57B
$674K ﹤0.01%
+802
New +$723K
ALSK
2956
DELISTED
Alaska Communications Systems
ALSK
$674K ﹤0.01%
202,308
-30,914
-13% -$102K
EWA icon
2957
iShares MSCI Australia ETF
EWA
$1.39B
$673K ﹤0.01%
25,905
-1,034
-4% -$27.2K
IMXI icon
2958
International Money Express
IMXI
$398M
$672K ﹤0.01%
45,256
+8,177
+22% +$123K
PLSE icon
2959
Pulse Biosciences
PLSE
$2.45B
$671K ﹤0.01%
40,901
-6,013
-13% -$114K
VTOL icon
2960
Bristow Group
VTOL
$1.34B
$670K ﹤0.01%
26,175
-506
-2% -$13.7K
PHR icon
2961
Phreesia
PHR
$671M
$666K ﹤0.01%
10,868
+484
+5% +$25.2K
HTB
2962
HomeTrust Bancshares
HTB
$856M
$665K ﹤0.01%
23,844
+3,018
+14% +$82.8K
ASUR icon
2963
Asure Software
ASUR
$237M
$664K ﹤0.01%
74,913
+681
+0.9% +$5.58K
AXIA.PR
2964
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$664K ﹤0.01%
76,024
+2,043
+3% +$15.6K
IVH
2965
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$664K ﹤0.01%
47,256
-24,146
-34% -$333K
TSIBU
2966
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$664K ﹤0.01%
65,881
+1,976
+3% +$19.9K
TIGO icon
2967
Millicom
TIGO
$16B
$662K ﹤0.01%
16,731
+1,707
+11% +$71K
ICPT
2968
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$661K ﹤0.01%
33,100
+8,201
+33% +$163K
PZN
2969
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$661K ﹤0.01%
60,018
+425
+0.7% +$4.69K
PI icon
2970
Impinj
PI
$4.05B
$660K ﹤0.01%
12,802
-4,708
-27% -$242K
PGEN icon
2971
Precigen
PGEN
$1.97B
$659K ﹤0.01%
101,064
+49,089
+94% +$343K
NWPX icon
2972
NWPX Infrastructure Inc
NWPX
$1.22B
$656K ﹤0.01%
23,237
+1,613
+7% +$51.2K
AFYA icon
2973
Afya
AFYA
$1.32B
$654K ﹤0.01%
25,375
-3,543
-12% -$83.3K
FRGI
2974
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$653K ﹤0.01%
48,604
+1,979
+4% +$27K
MAXN
2975
DELISTED
Maxeon Solar Technologies
MAXN
$652K ﹤0.01%
304
+122
+67% +$229K
117 118
119
120 121

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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.