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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
ARNA
1976
DELISTED
Arena Pharmaceuticals Inc
ARNA
$4.1M ﹤0.01%
60,059
-13,276
-18% -$865K
RWT
1977
Redwood Trust
RWT
$588M
$4.09M ﹤0.01%
339,032
+21,533
+7% +$240K
AMBA icon
1978
Ambarella
AMBA
$3.04B
$4.09M ﹤0.01%
38,320
-12,496
-25% -$1.24M
MRTN icon
1979
Marten Transport
MRTN
$1.22B
$4.08M ﹤0.01%
247,725
-48,454
-16% -$827K
GPMT
1980
Granite Point Mortgage Trust
GPMT
$63.7M
$4.08M ﹤0.01%
276,518
+6,062
+2% +$83.6K
EOD
1981
Allspring Global Dividend Opportunity Fund
EOD
$273M
$4.08M ﹤0.01%
705,621
-231,677
-25% -$1.3M
JRVR icon
1982
James River Group Holdings
JRVR
$219M
$4.08M ﹤0.01%
108,654
+22,662
+26% +$905K
AMWL icon
1983
American Well
AMWL
$180M
$4.06M ﹤0.01%
+16,131
New +$4.65M
RPT
1984
Rithm Property Trust
RPT
$94.4M
$4.06M ﹤0.01%
52,092
-2,697
-5% -$199K
GEO icon
1985
The GEO Group
GEO
$4B
$4.06M ﹤0.01%
569,608
+393,893
+224% +$2.48M
WB icon
1986
Weibo
WB
$1.97B
$4.05M ﹤0.01%
76,965
+328
+0.4% +$16.3K
LBRT icon
1987
Liberty Energy
LBRT
$2.79B
$4.05M ﹤0.01%
285,723
-242
-0.1% -$3.27K
VKQ icon
1988
Invesco Municipal Trust
VKQ
$541M
$4.04M ﹤0.01%
294,763
-242,326
-45% -$3.27M
CODX
1989
Co-Diagnostics
CODX
$5.56M
$4.04M ﹤0.01%
16,327
+12,128
+289% +$3.12M
SAFT icon
1990
Safety Insurance
SAFT
$1.51B
$4.04M ﹤0.01%
51,592
+4,041
+8% +$337K
PDM
1991
Piedmont Realty Trust
PDM
$1.24B
$4.04M ﹤0.01%
218,644
+11,508
+6% +$214K
NEWR
1992
DELISTED
New Relic, Inc.
NEWR
$4.04M ﹤0.01%
60,253
+16,141
+37% +$1.04M
AGYS icon
1993
Agilysys
AGYS
$3.21B
$4.03M ﹤0.01%
70,852
+7,612
+12% +$394K
BYM
1994
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$4.02M ﹤0.01%
256,381
-104,578
-29% -$1.63M
CPZ
1995
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$258M
$4.02M ﹤0.01%
193,419
+14,223
+8% +$294K
FARO
1996
DELISTED
Faro Technologies
FARO
$4.02M ﹤0.01%
51,680
-18,953
-27% -$1.49M
HZO icon
1997
MarineMax
HZO
$748M
$4.01M ﹤0.01%
82,352
-2,975
-3% -$155K
MHI
1998
DELISTED
Pioneer Municipal High Income Fund
MHI
$4.01M ﹤0.01%
308,737
-60,182
-16% -$764K
MNTV
1999
DELISTED
Momentive Global Inc. Common Stock
MNTV
$4M ﹤0.01%
189,997
-12,994
-6% -$252K
REX icon
2000
REX American Resources
REX
$1.39B
$4M ﹤0.01%
265,938
-5,802
-2% -$84.4K
78 79
80
81 82

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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.