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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
ABM icon
1226
ABM Industries
ABM
$2.88B
$12.3M 0.01%
277,721
+2,619
+1% +$131K
SBH icon
1227
Sally Beauty Holdings
SBH
$1.48B
$12.3M 0.01%
557,979
+61,475
+12% +$1.3M
FWONK icon
1228
Liberty Media Series C
FWONK
$25.4B
$12.3M 0.01%
263,696
+13,719
+5% +$603K
MSTR icon
1229
Strategy Inc
MSTR
$35.1B
$12.3M 0.01%
184,820
+6,680
+4% +$395K
SGI
1230
Somnigroup International
SGI
$15.2B
$12.3M 0.01%
312,571
-69,990
-18% -$2.68M
FLO icon
1231
Flowers Foods
FLO
$1.6B
$12.2M 0.01%
505,835
-78,848
-13% -$1.92M
CDK
1232
DELISTED
CDK Global, Inc.
CDK
$12.2M 0.01%
245,917
+12,660
+5% +$670K
SNX icon
1233
TD Synnex
SNX
$19.8B
$12.2M 0.01%
100,356
+4,051
+4% +$498K
CNMD icon
1234
CONMED
CNMD
$1.33B
$12.2M 0.01%
88,862
+8,279
+10% +$1.13M
FOXF icon
1235
Fox Factory Holding Corp
FOXF
$801M
$12.2M 0.01%
78,450
+22,162
+39% +$3.3M
GPI icon
1236
Group 1 Automotive
GPI
$4.17B
$12.2M 0.01%
79,077
-755
-0.9% -$121K
SHOO icon
1237
Steven Madden
SHOO
$3.22B
$12.2M 0.01%
278,985
+32,471
+13% +$1.34M
UPBD icon
1238
Upbound Group
UPBD
$1.26B
$12.2M 0.01%
229,804
-13,462
-6% -$782K
PR
1239
Permian Resources
PR
$16.5B
$12.2M 0.01%
1,795,833
-386,589
-18% -$2M
ESRT icon
1240
Empire State Realty Trust
ESRT
$976M
$12.2M 0.01%
1,013,213
-92,731
-8% -$1.09M
JJSF icon
1241
J&J Snack Foods
JJSF
$1.49B
$12.1M 0.01%
69,388
+5,569
+9% +$939K
KEX icon
1242
Kirby Corp
KEX
$7.77B
$12.1M 0.01%
199,378
+2,482
+1% +$160K
HQY icon
1243
HealthEquity
HQY
$8.46B
$12.1M 0.01%
150,107
+14,941
+11% +$1.14M
IJR icon
1244
iShares Core S&P Small-Cap ETF
IJR
$110B
$12.1M 0.01%
106,728
+24,661
+30% +$2.75M
OII icon
1245
Oceaneering
OII
$4.78B
$12M 0.01%
772,082
-191,523
-20% -$2.67M
ATKR icon
1246
Atkore
ATKR
$2.62B
$12M 0.01%
168,936
-14,401
-8% -$1.1M
AVNT icon
1247
Avient
AVNT
$3.41B
$12M 0.01%
243,843
+3,718
+2% +$188K
CAKE icon
1248
Cheesecake Factory
CAKE
$4.42B
$12M 0.01%
220,917
-15,072
-6% -$872K
EWC icon
1249
iShares MSCI Canada ETF
EWC
$6.18B
$12M 0.01%
320,891
+5,365
+2% +$196K
ACA icon
1250
Arcosa
ACA
$7.13B
$11.9M 0.01%
203,260
-9,633
-5% -$596K
48 49
50
51 52

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MCM
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PSUF
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IA
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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.