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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
TRIP icon
1476
TripAdvisor
TRIP
$1.74B
$8.82M ﹤0.01%
218,995
-21,106
-9% -$953K
CUZ icon
1477
Cousins Properties
CUZ
$5.22B
$8.8M ﹤0.01%
239,171
-46,013
-16% -$1.69M
GIL icon
1478
Gildan
GIL
$9.58B
$8.8M ﹤0.01%
238,234
+20,721
+10% +$724K
IONS icon
1479
Ionis Pharmaceuticals
IONS
$9.14B
$8.78M ﹤0.01%
220,212
-1,589
-0.7% -$62.2K
FFBC icon
1480
First Financial Bancorp
FFBC
$3.55B
$8.78M ﹤0.01%
371,697
+15,537
+4% +$386K
QDEL icon
1481
QuidelOrtho
QDEL
$1.14B
$8.77M ﹤0.01%
68,445
+17,384
+34% +$2.05M
STAG icon
1482
STAG Industrial
STAG
$7.79B
$8.77M ﹤0.01%
234,286
+28,729
+14% +$1.05M
MDRX
1483
DELISTED
Veradigm Inc. Common Stock
MDRX
$8.77M ﹤0.01%
473,626
+9,512
+2% +$160K
WING icon
1484
Wingstop
WING
$3.67B
$8.74M ﹤0.01%
55,462
+6,644
+14% +$957K
VRA icon
1485
Vera Bradley
VRA
$104M
$8.74M ﹤0.01%
705,381
+538,246
+322% +$6.15M
LPSN icon
1486
LivePerson
LPSN
$22.9M
$8.71M ﹤0.01%
9,182
+1,327
+17% +$1.12M
SKT icon
1487
Tanger
SKT
$4.84B
$8.71M ﹤0.01%
461,798
+9,761
+2% +$171K
RETA
1488
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$8.7M ﹤0.01%
61,482
+8,346
+16% +$942K
ALV icon
1489
Autoliv
ALV
$9.09B
$8.68M ﹤0.01%
88,753
+7,028
+9% +$708K
UPWK icon
1490
Upwork
UPWK
$1.21B
$8.65M ﹤0.01%
148,486
-17,624
-11% -$828K
SWX icon
1491
Southwest Gas
SWX
$6.7B
$8.65M ﹤0.01%
130,687
+3,418
+3% +$233K
NCZ
1492
Virtus Convertible & Income Fund II
NCZ
$285M
$8.63M ﹤0.01%
403,072
+91,251
+29% +$1.87M
PLAB icon
1493
Photronics
PLAB
$1.72B
$8.62M ﹤0.01%
652,375
+297,757
+84% +$3.89M
XLY icon
1494
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$8.61M ﹤0.01%
96,384
+65,204
+209% +$5.68M
MANT
1495
DELISTED
Mantech International Corp
MANT
$8.57M ﹤0.01%
99,068
-4,075
-4% -$352K
CAE icon
1496
CAE Inc. Common Shares
CAE
$8.48B
$8.57M ﹤0.01%
278,224
+9,226
+3% +$282K
ABNB icon
1497
Airbnb
ABNB
$90.9B
$8.57M ﹤0.01%
55,944
+27,502
+97% +$4.31M
CPA icon
1498
Copa Holdings
CPA
$5.71B
$8.55M ﹤0.01%
113,537
-6,660
-6% -$536K
HIW icon
1499
Highwoods Properties
HIW
$3.71B
$8.55M ﹤0.01%
189,346
+26,877
+17% +$1.21M
CYBR
1500
DELISTED
CyberArk
CYBR
$8.55M ﹤0.01%
65,626
+5,432
+9% +$724K
58 59
60
61 62

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MCM
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PSUF
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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.