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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
UIS icon
2076
Unisys
UIS
$252M
$3.62M ﹤0.01%
143,081
+16,669
+13% +$421K
HPP
2077
Hudson Pacific Properties
HPP
$758M
$3.62M ﹤0.01%
18,580
+3,494
+23% +$691K
AVXL icon
2078
Anavex Life Sciences
AVXL
$231M
$3.62M ﹤0.01%
158,184
+126,195
+394% +$1.87M
PLMR icon
2079
Palomar
PLMR
$3.79B
$3.61M ﹤0.01%
47,868
+19,668
+70% +$1.42M
FM
2080
DELISTED
iShares Frontier and Select EM ETF
FM
$3.6M ﹤0.01%
108,560
-3,747
-3% -$119K
NTUS
2081
DELISTED
Natus Medical Inc
NTUS
$3.6M ﹤0.01%
138,655
+11,537
+9% +$314K
CADE
2082
DELISTED
Cadence Bank
CADE
$3.59M ﹤0.01%
126,766
-7,224
-5% -$219K
TR icon
2083
Tootsie Roll Industries
TR
$2.97B
$3.59M ﹤0.01%
122,660
+20,160
+20% +$568K
XLF icon
2084
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$3.59M ﹤0.01%
97,768
+40,873
+72% +$1.5M
ALG icon
2085
Alamo Group
ALG
$1.91B
$3.58M ﹤0.01%
23,473
+2,397
+11% +$372K
ELME
2086
Elme Communities
ELME
$145M
$3.58M ﹤0.01%
155,714
+29,211
+23% +$687K
FCBC icon
2087
First Community Bankshares
FCBC
$899M
$3.58M ﹤0.01%
119,962
+6,883
+6% +$208K
RDNT icon
2088
RadNet
RDNT
$4.98B
$3.58M ﹤0.01%
106,219
+48,840
+85% +$1.29M
CBB
2089
DELISTED
Cincinnati Bell Inc.
CBB
$3.58M ﹤0.01%
232,057
+25,705
+12% +$396K
CIG icon
2090
CEMIG Preferred Shares
CIG
$6.06B
$3.56M ﹤0.01%
2,530,491
-42,898
-2% -$59.2K
PRAA icon
2091
PRA Group
PRAA
$672M
$3.56M ﹤0.01%
92,595
-23,812
-20% -$915K
WABC icon
2092
Westamerica Bancorp
WABC
$1.39B
$3.56M ﹤0.01%
61,260
+8,672
+16% +$541K
WIRE
2093
DELISTED
Encore Wire Corp
WIRE
$3.55M ﹤0.01%
46,897
+3,078
+7% +$237K
UGP icon
2094
Ultrapar
UGP
$6.66B
$3.55M ﹤0.01%
944,753
+46,081
+5% +$178K
EPAY
2095
DELISTED
Bottomline Technologies Inc
EPAY
$3.55M ﹤0.01%
95,696
-49,572
-34% -$2.04M
GLNG icon
2096
Golar LNG
GLNG
$4.82B
$3.55M ﹤0.01%
267,696
+30,837
+13% +$367K
LIVN icon
2097
LivaNova
LIVN
$4.47B
$3.54M ﹤0.01%
42,147
+5,414
+15% +$446K
SONO icon
2098
Sonos
SONO
$2.09B
$3.54M ﹤0.01%
100,615
-20,395
-17% -$763K
TALO icon
2099
Talos Energy
TALO
$2.38B
$3.54M ﹤0.01%
226,611
-2,720
-1% -$37.6K
SPDW icon
2100
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.3B
$3.54M ﹤0.01%
96,282
-6,362
-6% -$236K
82 83
84
85 86

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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.