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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
DASH icon
1076
DoorDash
DASH
$85.2B
$16M 0.01%
89,967
+46,303
+106% +$6.79M
THS
1077
DELISTED
Treehouse Foods
THS
$16M 0.01%
359,663
-13,207
-4% -$652K
ICL icon
1078
ICL Group
ICL
$6.76B
$15.9M 0.01%
2,319,678
+34,043
+1% +$232K
AAWW
1079
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$15.9M 0.01%
233,487
-4,621
-2% -$324K
LAMR icon
1080
Lamar Advertising Co
LAMR
$16.5B
$15.9M 0.01%
152,178
+2,479
+2% +$252K
WTM icon
1081
White Mountains Insurance
WTM
$5.46B
$15.9M 0.01%
13,834
-560
-4% -$654K
MC icon
1082
Moelis & Co
MC
$5.1B
$15.9M 0.01%
278,902
+15,658
+6% +$851K
SAIA icon
1083
Saia
SAIA
$10.9B
$15.8M 0.01%
75,660
+2,283
+3% +$518K
IWV icon
1084
iShares Russell 3000 ETF
IWV
$19.5B
$15.8M 0.01%
61,891
+23,556
+61% +$5.87M
HEI icon
1085
HEICO Corp
HEI
$50.8B
$15.8M 0.01%
113,107
-3,272
-3% -$451K
CBSH icon
1086
Commerce Bancshares
CBSH
$8.64B
$15.7M 0.01%
268,149
-1,163
-0.4% -$70.1K
CCJ icon
1087
Cameco
CCJ
$37.9B
$15.6M 0.01%
814,999
+11,605
+1% +$219K
CHH icon
1088
Choice Hotels
CHH
$5.22B
$15.6M 0.01%
131,360
+2,075
+2% +$241K
PAGS icon
1089
PagSeguro Digital
PAGS
$2.69B
$15.6M 0.01%
279,128
-95,074
-25% -$4.58M
DCI icon
1090
Donaldson
DCI
$11.1B
$15.6M 0.01%
245,574
-251
-0.1% -$15.5K
SPXC icon
1091
SPX Corp
SPXC
$10.2B
$15.6M 0.01%
255,277
+4,819
+2% +$293K
AIMC
1092
DELISTED
Altra Industrial Motion Corp
AIMC
$15.6M 0.01%
239,802
+8,256
+4% +$525K
PPC icon
1093
Pilgrim's Pride
PPC
$7.09B
$15.6M 0.01%
701,748
+20,902
+3% +$498K
WIW
1094
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
$15.5M 0.01%
1,181,779
+218,171
+23% +$2.78M
TTEC icon
1095
TTEC Holdings
TTEC
$119M
$15.5M 0.01%
149,884
+3,101
+2% +$322K
PB icon
1096
Prosperity Bancshares
PB
$8.82B
$15.4M 0.01%
214,713
+3,725
+2% +$278K
EXLS icon
1097
EXL Service
EXLS
$4.66B
$15.4M 0.01%
723,500
+65,395
+10% +$1.3M
MTG icon
1098
MGIC Investment
MTG
$6.47B
$15.4M 0.01%
1,129,862
+20,601
+2% +$296K
SSNC icon
1099
SS&C Technologies
SSNC
$18.8B
$15.3M 0.01%
212,183
+11,154
+6% +$816K
TOL icon
1100
Toll Brothers
TOL
$14.5B
$15.3M 0.01%
264,198
+13,429
+5% +$819K
42 43
44
45 46

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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.