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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
CWCO icon
3201
Consolidated Water Co
CWCO
$486M
$365K ﹤0.01%
31,106
-17,655
-36% -$218K
SIGA icon
3202
SIGA Technologies
SIGA
$219M
$364K ﹤0.01%
57,982
+6,462
+13% +$44.4K
VYM icon
3203
Vanguard High Dividend Yield ETF
VYM
$82B
$364K ﹤0.01%
3,479
+695
+25% +$73K
STIM icon
3204
Neuronetics
STIM
$126M
$362K ﹤0.01%
22,599
+1,861
+9% +$25.7K
CLDX icon
3205
Celldex Therapeutics
CLDX
$2.78B
$360K ﹤0.01%
10,754
-486
-4% -$13.3K
SCHA icon
3206
Schwab U.S Small- Cap ETF
SCHA
$22.1B
$360K ﹤0.01%
+13,828
New +$354K
VRAY
3207
DELISTED
ViewRay, Inc.
VRAY
$359K ﹤0.01%
54,442
+21,151
+64% +$113K
BKCC
3208
DELISTED
BlackRock Capital Investment Corporation
BKCC
$357K ﹤0.01%
90,804
+7,169
+9% +$28.3K
BDTX icon
3209
Black Diamond Therapeutics
BDTX
$98.6M
$355K ﹤0.01%
29,128
+17,837
+158% +$353K
NRIX icon
3210
Nurix Therapeutics
NRIX
$2.38B
$355K ﹤0.01%
13,382
+6,368
+91% +$187K
LMNR icon
3211
Limoneira
LMNR
$247M
$354K ﹤0.01%
20,160
+5,755
+40% +$105K
SENS icon
3212
Senseonics Holdings Inc
SENS
$260M
$354K ﹤0.01%
+4,613
New +$234K
FRBK
3213
DELISTED
Republic First Bancorp Inc
FRBK
$353K ﹤0.01%
88,503
+22,196
+33% +$89.2K
ALXO icon
3214
ALX Oncology
ALXO
$262M
$351K ﹤0.01%
6,422
+1,363
+27% +$81.6K
ARRY icon
3215
Array Technologies
ARRY
$788M
$351K ﹤0.01%
+22,476
New +$474K
IUSG icon
3216
iShares Core S&P US Growth ETF
IUSG
$30.9B
$351K ﹤0.01%
3,479
-1,268,711
-100% -$122M
RUSHB icon
3217
Rush Enterprises Class B
RUSHB
$6.01B
$349K ﹤0.01%
13,740
+4,767
+53% +$137K
LAZ icon
3218
Lazard
LAZ
$4.23B
$348K ﹤0.01%
7,696
-274
-3% -$12.6K
XBIT icon
3219
XBiotech
XBIT
$68.9M
$348K ﹤0.01%
20,995
-10,153
-33% -$172K
ASMB icon
3220
Assembly Biosciences
ASMB
$499M
$347K ﹤0.01%
7,445
+3,839
+106% +$190K
EVI icon
3221
EVI Industries
EVI
$206M
$347K ﹤0.01%
12,235
-737
-6% -$21.6K
MVIS icon
3222
Microvision
MVIS
$85M
$347K ﹤0.01%
+20,732
New +$340K
HFFG icon
3223
HF Foods Group
HFFG
$86.1M
$346K ﹤0.01%
65,318
+11,250
+21% +$70K
IESC icon
3224
IES Holdings
IESC
$10.8B
$345K ﹤0.01%
6,721
-221
-3% -$11.5K
ARCT icon
3225
Arcturus Therapeutics
ARCT
$160M
$344K ﹤0.01%
10,156
-1,181
-10% -$40K
127 128
129
130 131

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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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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.