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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
AMPH icon
2176
Amphastar Pharmaceuticals
AMPH
$907M
$3.06M ﹤0.01%
152,030
+41,544
+38% +$783K
EBIX
2177
DELISTED
Ebix Inc
EBIX
$3.05M ﹤0.01%
89,948
+12,232
+16% +$379K
WAFD icon
2178
WaFd
WAFD
$2.71B
$3.04M ﹤0.01%
95,752
-6,365
-6% -$207K
PTCT icon
2179
PTC Therapeutics
PTCT
$6.18B
$3.04M ﹤0.01%
71,948
+8,177
+13% +$350K
AHRT
2180
AH Realty Trust
AHRT
$536M
$3.04M ﹤0.01%
228,392
+10,750
+5% +$144K
DEN
2181
DELISTED
Denbury Inc.
DEN
$3.02M ﹤0.01%
+39,276
New +$2.39M
HTO
2182
H2O America
HTO
$2.67B
$3.01M ﹤0.01%
47,605
+5,085
+12% +$329K
MBIN icon
2183
Merchants Bancorp
MBIN
$2.49B
$3.01M ﹤0.01%
115,145
-315
-0.3% -$8.73K
RUTH
2184
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.01M ﹤0.01%
130,806
+5,079
+4% +$124K
TGI
2185
DELISTED
Triumph Group
TGI
$3M ﹤0.01%
144,765
+24,072
+20% +$443K
XLC icon
2186
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$3M ﹤0.01%
37,028
+3,549
+11% +$276K
NHC icon
2187
National Healthcare
NHC
$3.57B
$3M ﹤0.01%
42,860
-4,767
-10% -$346K
VSAT icon
2188
Viasat
VSAT
$9.67B
$2.99M ﹤0.01%
60,045
+1,956
+3% +$97.2K
FFIC
2189
DELISTED
Flushing Financial
FFIC
$2.99M ﹤0.01%
139,472
+4,670
+3% +$106K
FORR icon
2190
Forrester Research
FORR
$199M
$2.98M ﹤0.01%
65,165
+2,428
+4% +$105K
WTI icon
2191
W&T Offshore
WTI
$525M
$2.98M ﹤0.01%
613,805
+349,024
+132% +$1.35M
LNN icon
2192
Lindsay Corp
LNN
$1.14B
$2.97M ﹤0.01%
17,983
-7,852
-30% -$1.29M
DX
2193
Dynex Capital
DX
$3.17B
$2.97M ﹤0.01%
159,185
-8,638
-5% -$169K
HBNC icon
2194
Horizon Bancorp
HBNC
$1.06B
$2.96M ﹤0.01%
169,508
+37,218
+28% +$679K
MAV
2195
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$2.95M ﹤0.01%
239,414
-240,718
-50% -$2.92M
NBTB icon
2196
NBT Bancorp
NBTB
$2.82B
$2.95M ﹤0.01%
82,071
+5,075
+7% +$196K
BRBR icon
2197
BellRing Brands
BRBR
$1.55B
$2.95M ﹤0.01%
94,124
+78,573
+505% +$2.14M
SAVE
2198
DELISTED
Spirit Airlines, Inc.
SAVE
$2.94M ﹤0.01%
96,532
+1,171
+1% +$41.1K
VRTV
2199
DELISTED
VERITIV CORPORATION
VRTV
$2.94M ﹤0.01%
47,835
+4,402
+10% +$230K
LASR icon
2200
nLIGHT
LASR
$3.33B
$2.93M ﹤0.01%
80,763
-4,536
-5% -$135K
86 87
88
89 90

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MCM
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PSUF
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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.