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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
WTFC icon
1151
Wintrust Financial
WTFC
$10.9B
$14.2M 0.01%
187,776
-946
-0.5% -$73.9K
JBTM
1152
JBT Marel
JBTM
$7.59B
$14.2M 0.01%
99,249
+7,038
+8% +$982K
PRGO icon
1153
Perrigo
PRGO
$1.43B
$14.1M 0.01%
308,447
+53,895
+21% +$2.39M
LGF.A
1154
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$14.1M 0.01%
681,319
-336,263
-33% -$5.88M
BLMN icon
1155
Bloomin' Brands
BLMN
$736M
$14.1M 0.01%
518,656
-25,066
-5% -$709K
SIRI icon
1156
SiriusXM
SIRI
$10.7B
$14.1M 0.01%
215,123
+2,770
+1% +$174K
NUS icon
1157
Nu Skin
NUS
$255M
$14M 0.01%
247,325
-14,654
-6% -$834K
VVR icon
1158
Invesco Senior Income Trust
VVR
$454M
$14M 0.01%
3,141,178
-60,980
-2% -$260K
HLI icon
1159
Houlihan Lokey
HLI
$10.2B
$13.9M 0.01%
170,522
+6,210
+4% +$450K
MEDP icon
1160
Medpace
MEDP
$15.9B
$13.9M 0.01%
78,732
-3,751
-5% -$647K
VTA
1161
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$13.9M 0.01%
1,170,741
-309,238
-21% -$3.59M
FNV icon
1162
Franco-Nevada
FNV
$40.6B
$13.9M 0.01%
95,687
+132
+0.1% +$19.1K
MTH icon
1163
Meritage Homes
MTH
$4.89B
$13.8M 0.01%
293,884
+9,120
+3% +$460K
CONE
1164
DELISTED
CyrusOne Inc Common Stock
CONE
$13.8M 0.01%
193,278
+11,083
+6% +$807K
DKNG icon
1165
DraftKings
DKNG
$12.2B
$13.8M 0.01%
264,407
+6,946
+3% +$366K
CUBE icon
1166
CubeSmart
CUBE
$9.62B
$13.7M 0.01%
296,568
-852
-0.3% -$36.7K
DBX icon
1167
Dropbox
DBX
$7.48B
$13.7M 0.01%
452,961
+31,513
+7% +$861K
ABG icon
1168
Asbury Automotive
ABG
$4.49B
$13.6M 0.01%
79,484
-8,313
-9% -$1.6M
BCX icon
1169
BlackRock Resources & Commodities Strategy Trust
BCX
$891M
$13.6M 0.01%
1,445,642
+233,958
+19% +$2.25M
SRPT icon
1170
Sarepta Therapeutics
SRPT
$1.63B
$13.6M 0.01%
174,974
+64,464
+58% +$4.89M
MATX icon
1171
Matsons
MATX
$6.15B
$13.6M 0.01%
212,014
+1,831
+0.9% +$120K
GLOB icon
1172
Globant
GLOB
$1.52B
$13.5M 0.01%
61,778
+12,668
+26% +$2.78M
SAFM
1173
DELISTED
Sanderson Farms Inc
SAFM
$13.5M 0.01%
71,934
+11,982
+20% +$2.02M
AEIS icon
1174
Advanced Energy
AEIS
$10.9B
$13.5M 0.01%
119,881
+5,320
+5% +$564K
SPSC icon
1175
SPS Commerce
SPSC
$2.51B
$13.5M 0.01%
134,993
-5,577
-4% -$551K
45 46
47
48 49

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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.