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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
DRE
576
DELISTED
Duke Realty Corp.
DRE
$48.1M 0.03%
1,016,690
+38,169
+4% +$1.76M
CRL icon
577
Charles River Laboratories
CRL
$10.8B
$47.8M 0.03%
129,330
+12,320
+11% +$4.11M
LKQ icon
578
LKQ Corp
LKQ
$6.68B
$47.7M 0.03%
969,723
+57,147
+6% +$2.73M
LNG icon
579
Cheniere Energy
LNG
$54.1B
$47.7M 0.03%
549,982
+17,006
+3% +$1.38M
FOXA icon
580
Fox Class A
FOXA
$23.8B
$47.6M 0.03%
1,282,661
+81,281
+7% +$3.05M
BIO icon
581
Bio-Rad Laboratories Class A
BIO
$8.52B
$47.5M 0.03%
73,797
+3,785
+5% +$2.3M
CPRI icon
582
Capri Holdings
CPRI
$1.82B
$47.5M 0.03%
831,085
+100,113
+14% +$5.45M
K
583
DELISTED
Kellanova
K
$47.5M 0.03%
786,354
-6,290
-0.8% -$382K
WSM icon
584
Williams-Sonoma
WSM
$27.4B
$47.4M 0.03%
593,244
+41,678
+8% +$3.55M
EG icon
585
Everest Group
EG
$15.4B
$47.3M 0.03%
187,627
+6,793
+4% +$1.77M
CAJ
586
DELISTED
Canon, Inc.
CAJ
$46.7M 0.03%
2,065,466
+184,395
+10% +$4.34M
HDB icon
587
HDFC Bank
HDB
$119B
$46.7M 0.03%
1,277,940
-74,096
-5% -$2.71M
NI icon
588
NiSource
NI
$22B
$46.6M 0.03%
1,900,919
+147,236
+8% +$3.74M
TKR icon
589
Timken Company
TKR
$9.75B
$46.5M 0.03%
576,563
-1,185
-0.2% -$100K
FIVN icon
590
FIVE9
FIVN
$1.96B
$46.4M 0.03%
252,901
+57,011
+29% +$9.83M
HAS icon
591
Hasbro
HAS
$12.8B
$46.2M 0.03%
489,248
+27,946
+6% +$2.69M
PHG icon
592
Philips
PHG
$24.3B
$46.2M 0.03%
1,125,582
-17,879
-2% -$827K
AOS icon
593
A.O. Smith
AOS
$8.58B
$46.2M 0.03%
640,612
+20,109
+3% +$1.39M
L icon
594
Loews
L
$24.4B
$46.1M 0.03%
843,483
+6,616
+0.8% +$370K
RNG icon
595
RingCentral
RNG
$4.46B
$46M 0.03%
158,357
-8,534
-5% -$2.44M
PARR icon
596
Par Pacific Holdings
PARR
$3.94B
$45.7M 0.03%
2,716,711
+13,066
+0.5% +$196K
XPO icon
597
XPO
XPO
$24.4B
$45.7M 0.03%
944,404
+42,717
+5% +$2.09M
GNRC icon
598
Generac Holdings
GNRC
$11.6B
$45.7M 0.03%
110,001
+27,420
+33% +$9.2M
STE icon
599
Steris
STE
$21.3B
$45.6M 0.03%
221,075
+19,902
+10% +$4.01M
ARW icon
600
Arrow Electronics
ARW
$11B
$45.5M 0.03%
399,690
+4,021
+1% +$471K
22 23
24
25 26

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MCM
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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.