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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
MXL icon
1651
MaxLinear
MXL
$5.19B
$6.76M ﹤0.01%
159,053
+26,230
+20% +$978K
BANR icon
1652
Banner Corp
BANR
$2.39B
$6.74M ﹤0.01%
124,347
+8,735
+8% +$495K
GNL icon
1653
Global Net Lease
GNL
$1.87B
$6.72M ﹤0.01%
363,502
+16,219
+5% +$309K
PAG icon
1654
Penske Automotive Group
PAG
$14.6B
$6.71M ﹤0.01%
88,855
-36,065
-29% -$3.02M
PMT
1655
PennyMac Mortgage Investment
PMT
$848M
$6.71M ﹤0.01%
318,502
+22,570
+8% +$451K
LSXMA
1656
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.7M ﹤0.01%
195,698
-2,406
-1% -$78.8K
COTY icon
1657
Coty
COTY
$2.33B
$6.69M ﹤0.01%
716,021
+12,292
+2% +$112K
LMAT icon
1658
LeMaitre Vascular
LMAT
$2.36B
$6.68M ﹤0.01%
109,433
+36,618
+50% +$1.95M
MYRG icon
1659
MYR Group
MYRG
$5.01B
$6.68M ﹤0.01%
73,426
+5,359
+8% +$436K
MTSI icon
1660
MACOM Technology Solutions
MTSI
$17.9B
$6.66M ﹤0.01%
103,959
+1,253
+1% +$72.7K
CXP
1661
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.66M ﹤0.01%
382,788
-20,036
-5% -$361K
VBTX
1662
DELISTED
Veritex Holdings
VBTX
$6.63M ﹤0.01%
187,294
+8,837
+5% +$309K
VICR icon
1663
Vicor
VICR
$8.37B
$6.61M ﹤0.01%
62,543
+10,885
+21% +$969K
VIR icon
1664
Vir Biotechnology
VIR
$1.47B
$6.61M ﹤0.01%
139,857
+38,141
+37% +$1.73M
PFS icon
1665
Provident Financial Services
PFS
$3.15B
$6.61M ﹤0.01%
288,829
+10,698
+4% +$258K
GKOS icon
1666
Glaukos
GKOS
$9.31B
$6.61M ﹤0.01%
77,888
-16,839
-18% -$1.38M
PRA
1667
DELISTED
ProAssurance
PRA
$6.61M ﹤0.01%
290,399
+10,544
+4% +$265K
CNS icon
1668
Cohen & Steers
CNS
$4.22B
$6.6M ﹤0.01%
80,381
+2,082
+3% +$150K
MIN
1669
Aberdeen Intermediate Income Fund
MIN
$272M
$6.6M ﹤0.01%
1,763,982
+991,141
+128% +$3.66M
GDOT icon
1670
Green Dot
GDOT
$756M
$6.59M ﹤0.01%
140,671
+12,847
+10% +$573K
BSBR icon
1671
Santander
BSBR
$38.3B
$6.58M ﹤0.01%
838,340
+9,704
+1% +$72.1K
HA
1672
DELISTED
Hawaiian Holdings, Inc.
HA
$6.58M ﹤0.01%
270,136
+23,954
+10% +$618K
EDD
1673
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$373M
$6.56M ﹤0.01%
1,072,475
+98,524
+10% +$605K
PRKS icon
1674
United Parks & Resorts
PRKS
$2.17B
$6.56M ﹤0.01%
131,272
+10,825
+9% +$574K
IOSP icon
1675
Innospec
IOSP
$2.1B
$6.55M ﹤0.01%
72,314
+5,987
+9% +$594K
65 66
67
68 69

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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.