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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
VMEO
1201
DELISTED
Vimeo
VMEO
$12.9M 0.01%
+263,561
New +$12.1M
SEDG icon
1202
SolarEdge
SEDG
$2.44B
$12.9M 0.01%
46,541
-6,230
-12% -$1.57M
SSTK icon
1203
Shutterstock
SSTK
$220M
$12.8M 0.01%
130,513
+4,078
+3% +$374K
BOH icon
1204
Bank of Hawaii
BOH
$3.17B
$12.8M 0.01%
152,022
-5,424
-3% -$486K
CVLT icon
1205
Commault Systems
CVLT
$4.97B
$12.8M 0.01%
163,419
+14,446
+10% +$1.05M
DAN icon
1206
Dana Inc
DAN
$2.95B
$12.8M 0.01%
537,517
-9,699
-2% -$251K
BGC icon
1207
BGC Group
BGC
$5.73B
$12.7M 0.01%
2,240,132
-38,483
-2% -$220K
RYAAY icon
1208
Ryanair
RYAAY
$31.1B
$12.7M 0.01%
292,860
-1,253
-0.4% -$56.6K
TRN icon
1209
Trinity Industries
TRN
$3.03B
$12.7M 0.01%
470,646
-42,899
-8% -$1.21M
BERY
1210
DELISTED
Berry Global Group, Inc.
BERY
$12.6M 0.01%
210,482
+9,413
+5% +$566K
CATY icon
1211
Cathay General Bancorp
CATY
$4.25B
$12.6M 0.01%
320,195
-1,750
-0.5% -$72K
MMSI icon
1212
Merit Medical Systems
MMSI
$4.67B
$12.6M 0.01%
194,810
-1,649
-0.8% -$102K
PRFT
1213
DELISTED
Perficient Inc
PRFT
$12.6M 0.01%
156,267
+30,301
+24% +$2.14M
HALO icon
1214
Halozyme
HALO
$9.9B
$12.5M 0.01%
275,573
-52,848
-16% -$2.34M
HEI.A icon
1215
HEICO Corp Class A
HEI.A
$36.8B
$12.5M 0.01%
100,474
+7,012
+8% +$887K
DDD icon
1216
3D Systems Corp
DDD
$412M
$12.5M 0.01%
311,845
+43,670
+16% +$1.15M
SIX
1217
DELISTED
Six Flags Entertainment Corp.
SIX
$12.4M 0.01%
287,427
+1,009
+0.4% +$45.5K
FUL icon
1218
H.B. Fuller
FUL
$3.07B
$12.4M 0.01%
195,451
+23,248
+14% +$1.56M
CPK icon
1219
Chesapeake Utilities
CPK
$3.31B
$12.4M 0.01%
103,304
+1,733
+2% +$205K
HHH icon
1220
Howard Hughes
HHH
$4B
$12.4M 0.01%
133,775
-810
-0.6% -$80.2K
JGH icon
1221
Nuveen Global High Income Fund
JGH
$351M
$12.4M 0.01%
766,157
+26,385
+4% +$418K
COHR icon
1222
Coherent
COHR
$47.6B
$12.4M 0.01%
170,848
-31,494
-16% -$2.22M
DEI icon
1223
Douglas Emmett
DEI
$2.01B
$12.4M 0.01%
367,720
+10,581
+3% +$359K
DIOD icon
1224
Diodes
DIOD
$3.69B
$12.4M 0.01%
154,962
-2,517
-2% -$193K
ONTO icon
1225
Onto Innovation
ONTO
$12B
$12.3M 0.01%
168,909
+38,170
+29% +$2.62M
47 48
49
50 51

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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.