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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
GDDY icon
1001
GoDaddy
GDDY
$13.6B
$18.4M 0.01%
211,169
+11,121
+6% +$929K
FR icon
1002
First Industrial Realty Trust
FR
$8.78B
$18.3M 0.01%
351,040
+19,671
+6% +$989K
AEG icon
1003
Aegon
AEG
$13.5B
$18.3M 0.01%
4,730,392
+86,432
+2% +$368K
MUR icon
1004
Murphy Oil
MUR
$5.28B
$18.3M 0.01%
787,166
-70,109
-8% -$1.43M
AGO icon
1005
Assured Guaranty
AGO
$3.77B
$18.3M 0.01%
385,858
+23,644
+7% +$1.11M
HRB icon
1006
H&R Block
HRB
$5.71B
$18.3M 0.01%
777,712
+4,305
+0.6% +$102K
VIAV icon
1007
Viavi Solutions
VIAV
$8.65B
$18.2M 0.01%
1,030,069
+82,437
+9% +$1.39M
IIM icon
1008
Invesco Value Municipal Income Trust
IIM
$590M
$18.1M 0.01%
1,099,381
-134,506
-11% -$2.17M
CRI icon
1009
Carter's
CRI
$1.45B
$18.1M 0.01%
175,710
+81,968
+87% +$8.35M
MSM icon
1010
MSC Industrial Direct
MSM
$6.96B
$18.1M 0.01%
201,725
+10,740
+6% +$982K
FMS icon
1011
Fresenius Medical Care
FMS
$13.3B
$18M 0.01%
434,051
+37,953
+10% +$1.52M
ASH icon
1012
Ashland
ASH
$3.1B
$18M 0.01%
206,141
-596
-0.3% -$53.7K
AVA icon
1013
Avista
AVA
$3.46B
$18M 0.01%
421,930
+30,200
+8% +$1.38M
SF
1014
Stifel
SF
$12.8B
$18M 0.01%
415,665
-11,012
-3% -$494K
FND icon
1015
Floor & Decor
FND
$6.15B
$18M 0.01%
169,928
+5,546
+3% +$576K
AZPN
1016
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$17.9M 0.01%
130,001
+23,843
+22% +$3.28M
OLED icon
1017
Universal Display
OLED
$3.86B
$17.9M 0.01%
80,363
+3,498
+5% +$766K
PDCO
1018
DELISTED
Patterson Companies, Inc.
PDCO
$17.9M 0.01%
587,750
-130,613
-18% -$4.4M
PNFP icon
1019
Pinnacle Financial Partners Inc
PNFP
$15.9B
$17.8M 0.01%
202,041
-10,944
-5% -$979K
BMRN icon
1020
BioMarin Pharmaceuticals
BMRN
$12B
$17.8M 0.01%
213,604
+3,347
+2% +$265K
AMC icon
1021
AMC Entertainment Holdings
AMC
$2.37B
$17.8M 0.01%
31,396
+13,430
+75% +$3.56M
TWNK
1022
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$17.8M 0.01%
1,096,513
+16,837
+2% +$262K
KNX icon
1023
Knight Transportation
KNX
$11.4B
$17.7M 0.01%
389,981
+17,415
+5% +$832K
NSIT icon
1024
Insight Enterprises
NSIT
$3.77B
$17.6M 0.01%
176,108
+14,136
+9% +$1.43M
UFS
1025
DELISTED
DOMTAR CORPORATION (New)
UFS
$17.5M 0.01%
319,035
-166,956
-34% -$8.08M
39 40
41
42 43

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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.