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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
DGICA icon
3076
Donegal Group Class A
DGICA
$712M
$511K ﹤0.01%
35,080
+18,144
+107% +$278K
LSPD icon
3077
Lightspeed Commerce
LSPD
$1.4B
$511K ﹤0.01%
+6,107
New +$429K
ARCO icon
3078
Arcos Dorados Holdings
ARCO
$1.76B
$510K ﹤0.01%
86,601
+40,111
+86% +$236K
KRYS icon
3079
Krystal Biotech
KRYS
$10.5B
$510K ﹤0.01%
7,501
+388
+5% +$27.1K
UPST icon
3080
Upstart Holdings
UPST
$2.63B
$510K ﹤0.01%
+4,082
New +$502K
CWBC
3081
Community West Bancshares
CWBC
$698M
$509K ﹤0.01%
25,240
-6,250
-20% -$125K
CIA icon
3082
Citizens
CIA
$255M
$507K ﹤0.01%
95,773
+59,462
+164% +$327K
BDSI
3083
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$502K ﹤0.01%
140,226
+67,799
+94% +$239K
ADVM
3084
DELISTED
Adverum Biotechnologies
ADVM
$501K ﹤0.01%
14,305
+10,017
+234% +$540K
ZEPP
3085
Zepp Health
ZEPP
$68.6M
$500K ﹤0.01%
10,657
+4,388
+70% +$183K
PASG icon
3086
Passage Bio
PASG
$14.4M
$499K ﹤0.01%
1,884
+617
+49% +$191K
DESP
3087
DELISTED
Despegar.com
DESP
$498K ﹤0.01%
+37,667
New +$507K
RYTM icon
3088
Rhythm Pharmaceuticals
RYTM
$7.36B
$494K ﹤0.01%
25,255
-17,300
-41% -$359K
ASC icon
3089
Ardmore Shipping
ASC
$670M
$493K ﹤0.01%
116,799
-21,267
-15% -$90.9K
QURE icon
3090
uniQure
QURE
$2.46B
$492K ﹤0.01%
15,962
-274
-2% -$9.18K
RVMD icon
3091
Revolution Medicines
RVMD
$38.7B
$491K ﹤0.01%
15,483
-2,723
-15% -$95K
VOOV icon
3092
Vanguard S&P 500 Value ETF
VOOV
$6.67B
$491K ﹤0.01%
3,442
– –
PCB icon
3093
PCB Bancorp
PCB
$406M
$490K ﹤0.01%
30,413
-760
-2% -$11.9K
MRSN
3094
DELISTED
Mersana Therapeutics
MRSN
$489K ﹤0.01%
1,439
-153
-10% -$57.9K
CNBKA
3095
DELISTED
Century Bancorp Inc/Mass
CNBKA
$488K ﹤0.01%
4,284
+166
+4% +$18.7K
QS icon
3096
QuantumScape Corp
QS
$3.15B
$486K ﹤0.01%
+16,603
New +$537K
TSEM icon
3097
Tower Semiconductor
TSEM
$22.9B
$486K ﹤0.01%
16,528
+3,221
+24% +$90.5K
ETON icon
3098
Eton Pharmaceutcials
ETON
$1.27B
$484K ﹤0.01%
78,542
-5,325
-6% -$39.4K
KNTK icon
3099
Kinetik
KNTK
$3.62B
$483K ﹤0.01%
+14,302
New +$452K
STRL icon
3100
Sterling Infrastructure
STRL
$16.5B
$483K ﹤0.01%
20,005
-335
-2% -$7.49K
122 123
124
125 126

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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.