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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
GCP
2251
DELISTED
GCP Applied Technologies Inc.
GCP
$2.75M ﹤0.01%
118,087
+9,305
+9% +$231K
SPNT icon
2252
SiriusPoint
SPNT
$3.03B
$2.74M ﹤0.01%
272,413
+5,578
+2% +$58.4K
BNR
2253
Burning Rock Biotech
BNR
$93M
$2.74M ﹤0.01%
9,306
+8,255
+785% +$2.44M
OSPN icon
2254
OneSpan
OSPN
$584M
$2.74M ﹤0.01%
107,229
+12,967
+14% +$339K
TPL icon
2255
Texas Pacific Land
TPL
$26.9B
$2.74M ﹤0.01%
15,399
+6,390
+71% +$1.11M
ASO icon
2256
Academy Sports + Outdoors
ASO
$3.04B
$2.74M ﹤0.01%
+66,339
New +$2.32M
MTUS icon
2257
Metallus
MTUS
$833M
$2.73M ﹤0.01%
192,925
-2,904
-1% -$39.2K
CHEF icon
2258
Chefs' Warehouse
CHEF
$4.31B
$2.72M ﹤0.01%
85,487
+6,373
+8% +$204K
ENTA icon
2259
Enanta Pharmaceuticals
ENTA
$362M
$2.72M ﹤0.01%
61,786
-44,756
-42% -$2.19M
DQ
2260
Daqo New Energy
DQ
$810M
$2.72M ﹤0.01%
41,774
-14,163
-25% -$1.02M
HAFC icon
2261
Hanmi Financial
HAFC
$935M
$2.71M ﹤0.01%
142,425
+7,209
+5% +$148K
OPRX icon
2262
OptimizeRx
OPRX
$120M
$2.71M ﹤0.01%
43,847
+6,264
+17% +$319K
WIA
2263
Western Asset Inflation-Linked Income Fund
WIA
$185M
$2.71M ﹤0.01%
193,825
+5,658
+3% +$76.3K
RCKT icon
2264
Rocket Pharmaceuticals
RCKT
$343M
$2.71M ﹤0.01%
61,197
-39,885
-39% -$1.73M
BEAM icon
2265
Beam Therapeutics
BEAM
$2.68B
$2.71M ﹤0.01%
21,049
+3,985
+23% +$318K
GRWG icon
2266
GrowGeneration
GRWG
$84.7M
$2.7M ﹤0.01%
56,194
+6,772
+14% +$297K
PLUS icon
2267
ePlus
PLUS
$2.43B
$2.7M ﹤0.01%
62,312
+1,178
+2% +$56.3K
MBUU icon
2268
Malibu Boats
MBUU
$548M
$2.7M ﹤0.01%
36,820
+362
+1% +$28.8K
NOVA
2269
DELISTED
Sunnova Energy
NOVA
$2.7M ﹤0.01%
71,695
+13,847
+24% +$460K
SPTM icon
2270
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.3B
$2.7M ﹤0.01%
50,894
-129
-0.3% -$6.67K
RFP
2271
DELISTED
Resolute Forest Products Inc.
RFP
$2.68M ﹤0.01%
219,873
-47,360
-18% -$664K
CSTM icon
2272
Constellium
CSTM
$3.76B
$2.68M ﹤0.01%
141,363
+48,820
+53% +$841K
RC
2273
Ready Capital
RC
$260M
$2.68M ﹤0.01%
168,829
+5,706
+3% +$84.5K
KRO icon
2274
KRONOS Worldwide
KRO
$712M
$2.67M ﹤0.01%
186,823
+1,802
+1% +$29.3K
PRDO icon
2275
Perdoceo Education
PRDO
$2.17B
$2.67M ﹤0.01%
217,903
+79,140
+57% +$967K
89 90
91
92 93

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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.