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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
KPTI icon
2501
Karyopharm Therapeutics
KPTI
$161M
$1.78M ﹤0.01%
11,498
+5,624
+96% +$816K
SRDX
2502
DELISTED
Surmodics
SRDX
$1.78M ﹤0.01%
32,795
+823
+3% +$45.2K
CARG icon
2503
CarGurus
CARG
$3.28B
$1.77M ﹤0.01%
67,670
+11,558
+21% +$300K
DXPE icon
2504
DXP Enterprises
DXPE
$2.49B
$1.77M ﹤0.01%
53,285
+3,233
+6% +$99.8K
CAMP
2505
DELISTED
CalAmp Corp.
CAMP
$1.77M ﹤0.01%
6,060
+554
+10% +$165K
ENIC icon
2506
Enel Chile
ENIC
$6.05B
$1.77M ﹤0.01%
599,566
-23,475
-4% -$79.3K
SYBT icon
2507
Stock Yards Bancorp
SYBT
$2.52B
$1.76M ﹤0.01%
34,500
-45
-0.1% -$2.33K
CSW
2508
CSW Industrials
CSW
$4.87B
$1.75M ﹤0.01%
14,796
-1,424
-9% -$182K
TVRD
2509
Tvardi Therapeutics
TVRD
$22.9M
$1.74M ﹤0.01%
3,387
+1,739
+106% +$1.1M
BIPC icon
2510
Brookfield Infrastructure
BIPC
$5.23B
$1.74M ﹤0.01%
34,574
+4,808
+16% +$232K
QIWI
2511
DELISTED
QIWI PLC
QIWI
$1.74M ﹤0.01%
163,009
+86,683
+114% +$936K
BOX icon
2512
Box
BOX
$4.36B
$1.74M ﹤0.01%
67,891
+4,423
+7% +$103K
DV icon
2513
DoubleVerify
DV
$1.73B
$1.73M ﹤0.01%
+40,923
New +$1.46M
IDT icon
2514
IDT Corp
IDT
$1.69B
$1.73M ﹤0.01%
46,885
+843
+2% +$24K
IRMD icon
2515
iRadimed
IRMD
$1.21B
$1.73M ﹤0.01%
58,928
+32,585
+124% +$898K
IVC
2516
DELISTED
Invacare Corporation
IVC
$1.73M ﹤0.01%
214,489
-20,953
-9% -$175K
OSBC icon
2517
Old Second Bancorp
OSBC
$1.28B
$1.73M ﹤0.01%
139,545
+9,875
+8% +$132K
SXC icon
2518
SunCoke Energy
SXC
$779M
$1.73M ﹤0.01%
242,002
+10,797
+5% +$76.9K
SCSC icon
2519
Scansource
SCSC
$1.16B
$1.72M ﹤0.01%
61,088
+794
+1% +$23.6K
ESTE
2520
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$1.71M ﹤0.01%
154,714
+2,556
+2% +$23.2K
PJT icon
2521
PJT Partners
PJT
$4.47B
$1.71M ﹤0.01%
23,985
-6,643
-22% -$474K
LRN icon
2522
Stride
LRN
$4.08B
$1.71M ﹤0.01%
53,130
+4,233
+9% +$126K
XIFR
2523
XPLR Infrastructure LP
XIFR
$1.11B
$1.7M ﹤0.01%
22,220
+1,339
+6% +$95.7K
AIV
2524
Aimco
AIV
$375M
$1.69M ﹤0.01%
252,521
-62,802
-20% -$432K
ARLO icon
2525
Arlo Technologies
ARLO
$1.55B
$1.69M ﹤0.01%
249,155
+68,604
+38% +$447K
99 100
101
102 103

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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.