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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
TXNM
1451
TXNM Energy Inc
TXNM
$6.43B
$9.23M 0.01%
189,271
-29,190
-13% -$1.44M
RAVN
1452
DELISTED
Raven Industries Inc
RAVN
$9.21M 0.01%
159,220
+23,525
+17% +$1.02M
IGV icon
1453
iShares Expanded Tech-Software Sector ETF
IGV
$12.3B
$9.19M 0.01%
117,770
-27,335
-19% -$1.98M
FTI icon
1454
TechnipFMC
FTI
$28.9B
$9.17M 0.01%
1,013,748
-535,249
-35% -$4.52M
THRM icon
1455
Gentherm
THRM
$1.29B
$9.17M 0.01%
129,046
+3,312
+3% +$241K
EVTC icon
1456
Evertec
EVTC
$1.94B
$9.16M 0.01%
209,943
+39,286
+23% +$1.66M
CBU icon
1457
Community Bank
CBU
$3.4B
$9.14M 0.01%
120,849
-3,826
-3% -$301K
TBI
1458
Trueblue
TBI
$235M
$9.12M 0.01%
324,514
+91,445
+39% +$2.43M
WTS icon
1459
Watts Water Technologies
WTS
$11.6B
$9.11M 0.01%
62,420
+2,640
+4% +$349K
KALU icon
1460
Kaiser Aluminum
KALU
$2.65B
$9.1M 0.01%
73,652
+19,861
+37% +$2.48M
MGU
1461
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$9.08M 0.01%
393,319
+117
+0% +$2.74K
GVA icon
1462
Granite Construction
GVA
$5.31B
$9.05M 0.01%
217,951
+15,471
+8% +$614K
VRTS icon
1463
Virtus Investment Partners
VRTS
$1.14B
$9.04M 0.01%
32,536
+8,011
+33% +$2.17M
CRUS icon
1464
Cirrus Logic
CRUS
$6.87B
$9.04M 0.01%
106,148
-1,890
-2% -$152K
LGF.B
1465
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$9.02M 0.01%
492,773
+17,512
+4% +$268K
RDN icon
1466
Radian Group
RDN
$5.22B
$9.01M 0.01%
405,021
-2,164
-0.5% -$50.6K
DORM icon
1467
Dorman Products
DORM
$4.28B
$9M 0.01%
86,807
+9,913
+13% +$1.02M
YETI icon
1468
Yeti Holdings
YETI
$3.93B
$8.99M 0.01%
97,914
+6,108
+7% +$530K
RBA icon
1469
RB Global
RBA
$21.7B
$8.96M 0.01%
151,235
+22,573
+18% +$1.39M
TFSL icon
1470
TFS Financial
TFSL
$5.18B
$8.95M 0.01%
441,020
-29,505
-6% -$614K
SITE icon
1471
SiteOne Landscape Supply
SITE
$4.58B
$8.94M 0.01%
52,830
-13,413
-20% -$2.35M
HOMB icon
1472
Home BancShares
HOMB
$6.31B
$8.94M 0.01%
362,165
+6,238
+2% +$168K
TWOU
1473
DELISTED
2U Inc
TWOU
$8.9M 0.01%
7,117
+260
+4% +$300K
FCN icon
1474
FTI Consulting
FCN
$5.04B
$8.89M 0.01%
65,048
-5,656
-8% -$796K
MSA icon
1475
Mine Safety
MSA
$6.94B
$8.86M 0.01%
53,487
-708
-1% -$115K
57 58
59
60 61

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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.