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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
PEN icon
1401
Penumbra
PEN
$12.6B
$9.93M 0.01%
36,231
+2,616
+8% +$714K
VISN
1402
Vistance Networks Inc
VISN
$2.67B
$9.93M 0.01%
465,844
+97,868
+27% +$1.82M
SSD icon
1403
Simpson Manufacturing
SSD
$8.16B
$9.92M 0.01%
89,845
-973
-1% -$107K
FN icon
1404
Fabrinet
FN
$16.1B
$9.9M 0.01%
103,321
+6,102
+6% +$546K
CPNG icon
1405
Coupang
CPNG
$27.7B
$9.9M 0.01%
+236,641
New +$9.69M
ZTO icon
1406
ZTO Express
ZTO
$18.2B
$9.88M 0.01%
325,634
-24,942
-7% -$770K
IWR icon
1407
iShares Russell Mid-Cap ETF
IWR
$56.5B
$9.83M 0.01%
124,050
+8,717
+8% +$676K
PFF icon
1408
iShares Preferred and Income Securities ETF
PFF
$13.2B
$9.82M 0.01%
+249,726
New +$9.67M
RPRX icon
1409
Royalty Pharma
RPRX
$26.6B
$9.82M 0.01%
239,517
+55,889
+30% +$2.38M
EXP icon
1410
Eagle Materials
EXP
$6.86B
$9.77M 0.01%
68,777
-3,777
-5% -$543K
VGM icon
1411
Invesco Trust Investment Grade Municipals
VGM
$552M
$9.77M 0.01%
696,993
-136,066
-16% -$1.89M
RHP icon
1412
Ryman Hospitality Properties
RHP
$8.58B
$9.77M 0.01%
123,679
-14,234
-10% -$1.1M
RMT
1413
Royce Micro-Cap Trust
RMT
$733M
$9.76M 0.01%
786,851
+68,819
+10% +$823K
NTRA icon
1414
Natera
NTRA
$36.1B
$9.75M 0.01%
85,886
-5,568
-6% -$570K
BVN icon
1415
Compañía de Minas Buenaventura
BVN
$7.72B
$9.73M 0.01%
1,075,275
-323
-0% -$3.39K
EIM
1416
Eaton Vance Municipal Bond Fund
EIM
$493M
$9.71M 0.01%
710,190
-168,876
-19% -$2.28M
AROC icon
1417
Archrock
AROC
$6.19B
$9.71M 0.01%
1,089,867
-34,409
-3% -$321K
INN
1418
Summit Hotel Properties
INN
$743M
$9.69M 0.01%
1,038,874
-10,027
-1% -$99.2K
BBD icon
1419
Banco Bradesco
BBD
$38.3B
$9.68M 0.01%
2,075,790
+94,596
+5% +$411K
AWR icon
1420
American States Water
AWR
$3.45B
$9.67M 0.01%
121,549
-28,352
-19% -$2.25M
PFPT
1421
DELISTED
Proofpoint, Inc.
PFPT
$9.67M 0.01%
55,650
-564
-1% -$91.5K
BL icon
1422
BlackLine
BL
$1.87B
$9.64M 0.01%
86,645
-1,255
-1% -$137K
TU icon
1423
Telus
TU
$16.7B
$9.64M 0.01%
429,779
+28,585
+7% +$620K
ITCI
1424
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$9.63M 0.01%
235,871
+119,017
+102% +$4.4M
BJ icon
1425
BJs Wholesale Club
BJ
$12.4B
$9.63M 0.01%
202,325
+8,181
+4% +$375K
55 56
57
58 59

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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.