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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
IPAR icon
1901
Interparfums
IPAR
$4.07B
$4.56M ﹤0.01%
63,395
+9,478
+18% +$699K
TROX icon
1902
Tronox
TROX
$967M
$4.54M ﹤0.01%
202,840
+25,739
+15% +$565K
XNCR icon
1903
Xencor
XNCR
$1.45B
$4.54M ﹤0.01%
131,586
+24,225
+23% +$960K
IMKTA icon
1904
Ingles Markets
IMKTA
$1.72B
$4.54M ﹤0.01%
77,829
-2,777
-3% -$172K
MUE
1905
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.54M ﹤0.01%
323,684
-18,836
-5% -$258K
SFIX
1906
Stitch Fix
SFIX
$567M
$4.52M ﹤0.01%
74,907
+13,803
+23% +$707K
NKTR icon
1907
Nektar Therapeutics
NKTR
$2.39B
$4.52M ﹤0.01%
17,543
-872
-5% -$241K
RPT
1908
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$4.51M ﹤0.01%
347,812
+185,091
+114% +$2.35M
GDO
1909
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.7M
$4.5M ﹤0.01%
242,195
-1,640
-0.7% -$29.6K
QLYS icon
1910
Qualys
QLYS
$4.76B
$4.5M ﹤0.01%
44,684
+2,420
+6% +$246K
ZUO
1911
DELISTED
Zuora, Inc.
ZUO
$4.5M ﹤0.01%
260,749
+18,434
+8% +$295K
SASR
1912
DELISTED
Sandy Spring Bancorp Inc
SASR
$4.5M ﹤0.01%
101,899
+16,551
+19% +$750K
GDEN
1913
DELISTED
Golden Entertainment
GDEN
$4.49M ﹤0.01%
100,263
+29,939
+43% +$1.14M
MDLA
1914
DELISTED
Medallia, Inc.
MDLA
$4.49M ﹤0.01%
133,070
+10,690
+9% +$307K
BHE icon
1915
Benchmark Electronics
BHE
$2.66B
$4.49M ﹤0.01%
157,721
-11,767
-7% -$355K
KFRC icon
1916
Kforce
KFRC
$1.05B
$4.49M ﹤0.01%
71,335
-497
-0.7% -$29.4K
BHVN
1917
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$4.49M ﹤0.01%
46,203
+28,171
+156% +$2.29M
RBLX icon
1918
Roblox
RBLX
$35.9B
$4.48M ﹤0.01%
+49,786
New +$4M
USRT icon
1919
iShares Core US REIT ETF
USRT
$4.71B
$4.47M ﹤0.01%
76,695
-26,834
-26% -$1.52M
KN icon
1920
Knowles
KN
$2.96B
$4.47M ﹤0.01%
226,612
-311
-0.1% -$6.34K
XPEL icon
1921
XPEL
XPEL
$1.22B
$4.47M ﹤0.01%
53,316
+21,641
+68% +$1.6M
ATRC icon
1922
AtriCure
ATRC
$2.08B
$4.46M ﹤0.01%
56,284
+24,100
+75% +$1.75M
PDD icon
1923
PUT
Pinduoduo
PDD
$126B
$4.45M ﹤0.01%
+2,500
New +$325K
CTT
1924
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$4.45M ﹤0.01%
380,499
-4,489
-1% -$52.2K
PPTY
1925
US Diversified Real Estate ETF
PPTY
$26.4M
$4.44M ﹤0.01%
128,562
-908
-0.7% -$30.7K
75 76
77
78 79

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MCM
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PSUF
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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.