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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
TPCO
3626
DELISTED
Tribune Publishing Company Common Stock
TPCO
– –
-21,510
Closed -$387K
AEGN
3627
DELISTED
Aegion Corp
AEGN
– –
-36,432
Closed -$1.05M
FLIR
3628
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-391,629
Closed -$22.1M
AT
3629
DELISTED
Atlantic Power Corporation
AT
– –
-543,271
Closed -$1.57M
PRSP
3630
DELISTED
Perspecta Inc. Common Stock
PRSP
– –
-285,900
Closed -$8.3M
GWPH
3631
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-2,098
Closed -$455K
BXG
3632
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
– –
-35,338
Closed -$381K
WDR
3633
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-775,994
Closed -$19.4M
GLUU
3634
DELISTED
Glu Mobile Inc.
GLUU
– –
-302,224
Closed -$3.77M
RP
3635
DELISTED
RealPage, Inc.
RP
– –
-274,810
Closed -$24M
GNMK
3636
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-43,480
Closed -$1.04M
EGOV
3637
DELISTED
NIC Inc
EGOV
– –
-207,552
Closed -$7.04M
IPHI
3638
DELISTED
INPHI CORPORATION
IPHI
– –
-65,491
Closed -$11.7M
FPRX
3639
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-77,021
Closed -$2.9M
MEN
3640
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-104,939
Closed -$1.24M
VAR
3641
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-311,485
Closed -$55M
MIK
3642
DELISTED
Michaels Stores, Inc
MIK
– –
-295,259
Closed -$6.48M
PS
3643
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
– –
-159,026
Closed -$3.55M
PAND
3644
DELISTED
Pandion Therapeutics Inc. Common Stock
PAND
– –
-5,209
Closed -$313K
HMSY
3645
DELISTED
HMS Holdings Corp.
HMSY
– –
-193,617
Closed -$7.16M
LN
3646
DELISTED
LINE Corporation
LN
– –
-31,672
Closed -$1.65M
LK
3647
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
– –
-46,321
Closed -$403K
TCF
3648
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-625,567
Closed -$29.1M
TI.A
3649
DELISTED
Telecom Italia 10 Svg
TI.A
– –
-1,037,530
Closed -$5.96M
KYO
3650
DELISTED
Kyocera Adr
KYO
– –
-659,904
Closed -$42.3M
144 145
146
147 148

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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.