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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
ASB icon
1101
Associated Banc-Corp
ASB
$5.86B
$15.3M 0.01%
745,239
-62,036
-8% -$1.37M
NGVT icon
1102
Ingevity
NGVT
$2.59B
$15.3M 0.01%
187,537
+9,375
+5% +$754K
GRFS
1103
Grifois
GRFS
$5.44B
$15.3M 0.01%
879,324
+138,540
+19% +$2.48M
REXR icon
1104
Rexford Industrial Realty
REXR
$8.64B
$15.2M 0.01%
267,641
+9,186
+4% +$511K
AZTA icon
1105
Azenta
AZTA
$1.33B
$15.2M 0.01%
159,723
+7,005
+5% +$679K
OLLI icon
1106
Ollie's Bargain Outlet
OLLI
$4.17B
$15.2M 0.01%
180,745
-46,568
-20% -$4.05M
COLM icon
1107
Columbia Sportswear
COLM
$3.3B
$15.2M 0.01%
154,550
+1,633
+1% +$171K
EPR icon
1108
EPR Properties
EPR
$4.92B
$15.2M 0.01%
288,397
+5,917
+2% +$294K
COLB icon
1109
Columbia Banking Systems
COLB
$8.84B
$15.2M 0.01%
393,931
-11,756
-3% -$499K
SJR
1110
DELISTED
Shaw Communications Inc.
SJR
$15.2M 0.01%
525,179
-15,288
-3% -$441K
VUG icon
1111
Vanguard Growth ETF
VUG
$216B
$15.2M 0.01%
317,424
+214,176
+207% +$9.73M
UAA icon
1112
Under Armour
UAA
$3.04B
$15.2M 0.01%
717,204
-2,520
-0.4% -$56.2K
BCPC
1113
Balchem Corp
BCPC
$5.33B
$15.2M 0.01%
115,489
+3,716
+3% +$478K
BLDR icon
1114
Builders FirstSource
BLDR
$7.93B
$15.2M 0.01%
355,210
-96,617
-21% -$4.48M
PENN icon
1115
PENN Entertainment
PENN
$2.82B
$15.1M 0.01%
197,994
+14,959
+8% +$1.29M
HWC icon
1116
Hancock Whitney
HWC
$6.19B
$15.1M 0.01%
339,730
-11,780
-3% -$548K
NVT icon
1117
nVent Electric
NVT
$22.9B
$15.1M 0.01%
482,717
+35,539
+8% +$1.1M
BAP icon
1118
Credicorp
BAP
$30.9B
$15.1M 0.01%
124,402
-6,852
-5% -$896K
RNR icon
1119
RenaissanceRe
RNR
$13.9B
$15M 0.01%
101,122
-1,223
-1% -$194K
AYI icon
1120
Acuity Brands
AYI
$10.3B
$15M 0.01%
80,293
+7,241
+10% +$1.32M
MGY icon
1121
Magnolia Oil & Gas
MGY
$5.55B
$15M 0.01%
960,592
+122,323
+15% +$1.57M
SFM icon
1122
Sprouts Farmers Market
SFM
$7.31B
$15M 0.01%
604,047
+27,074
+5% +$722K
NMRK icon
1123
Newmark Group
NMRK
$2.88B
$15M 0.01%
1,245,527
+22,387
+2% +$268K
DOOR
1124
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$15M 0.01%
133,779
+1,655
+1% +$200K
CLF icon
1125
Cleveland-Cliffs
CLF
$6.84B
$14.9M 0.01%
688,951
+97,970
+17% +$1.93M
43 44
45
46 47

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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.