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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
STAA icon
1251
STAAR Surgical
STAA
$1.13B
$11.9M 0.01%
78,225
+27,407
+54% +$3.61M
SYNA icon
1252
Synaptics
SYNA
$4.33B
$11.9M 0.01%
76,587
-4,841
-6% -$654K
ROIC
1253
DELISTED
Retail Opportunity Investments Corp.
ROIC
$11.9M 0.01%
674,078
+7,924
+1% +$139K
SKYW icon
1254
Skywest
SKYW
$4.51B
$11.9M 0.01%
276,105
+8,870
+3% +$437K
ERIE icon
1255
Erie Indemnity
ERIE
$12.7B
$11.9M 0.01%
61,475
-7,378
-11% -$1.52M
BGS icon
1256
B&G Foods
BGS
$297M
$11.9M 0.01%
362,215
-38,417
-10% -$1.18M
KAMN
1257
DELISTED
Kaman Corp
KAMN
$11.9M 0.01%
235,497
+6,445
+3% +$343K
PEB icon
1258
Pebblebrook Hotel Trust
PEB
$2.2B
$11.8M 0.01%
502,721
+43,719
+10% +$1.03M
FRPT icon
1259
Freshpet
FRPT
$3.01B
$11.8M 0.01%
72,632
+1,624
+2% +$277K
FMBI
1260
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$11.8M 0.01%
596,166
+8,836
+2% +$186K
LSCC icon
1261
Lattice Semiconductor
LSCC
$16.4B
$11.8M 0.01%
210,412
+41,311
+24% +$2.12M
MYGN icon
1262
Myriad Genetics
MYGN
$502M
$11.8M 0.01%
386,142
+10,955
+3% +$317K
CNXC icon
1263
Concentrix
CNXC
$1.55B
$11.8M 0.01%
73,265
+6,613
+10% +$1.02M
CHDN icon
1264
Churchill Downs
CHDN
$6.22B
$11.8M 0.01%
118,778
+25,916
+28% +$2.66M
IART icon
1265
Integra LifeSciences
IART
$1.54B
$11.7M 0.01%
172,056
-36,356
-17% -$2.57M
INOV
1266
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$11.7M 0.01%
343,306
-19,548
-5% -$605K
TCOM icon
1267
Trip.com Group
TCOM
$28.5B
$11.7M 0.01%
328,898
+11,764
+4% +$448K
AIT icon
1268
Applied Industrial Technologies
AIT
$12.9B
$11.6M 0.01%
127,705
+23,116
+22% +$2.21M
BIG
1269
DELISTED
Big Lots, Inc.
BIG
$11.6M 0.01%
176,055
+9,876
+6% +$658K
AVLR
1270
DELISTED
Avalara, Inc.
AVLR
$11.6M 0.01%
71,782
+3,987
+6% +$556K
ALGT icon
1271
Allegiant Air
ALGT
$2.73B
$11.6M 0.01%
59,759
-6,203
-9% -$1.39M
NNN icon
1272
NNN REIT
NNN
$9.37B
$11.6M 0.01%
246,881
+12,096
+5% +$566K
SRCL
1273
DELISTED
Stericycle Inc
SRCL
$11.5M 0.01%
161,393
+12,227
+8% +$899K
SANM icon
1274
Sanmina
SANM
$9.24B
$11.5M 0.01%
296,284
-7,912
-3% -$326K
OPLN
1275
Openlane
OPLN
$4.27B
$11.5M 0.01%
657,647
+36,522
+6% +$619K
49 50
51
52 53

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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.