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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
CIB icon
1526
Grupo Cibest SA
CIB
$21.1B
$8.19M ﹤0.01%
284,509
+19,745
+7% +$609K
ENS icon
1527
EnerSys
ENS
$6.69B
$8.19M ﹤0.01%
83,803
-3,869
-4% -$361K
VG
1528
DELISTED
Vonage Holdings Corporation
VG
$8.17M ﹤0.01%
567,157
+33,878
+6% +$463K
KWR icon
1529
Quaker Houghton
KWR
$2.67B
$8.17M ﹤0.01%
34,430
+3,193
+10% +$764K
CCMP
1530
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$8.16M ﹤0.01%
54,152
+168
+0.3% +$27.8K
ANAT
1531
DELISTED
American National Group, Inc. Common Stock
ANAT
$8.15M ﹤0.01%
54,862
+1,541
+3% +$206K
CHX
1532
DELISTED
ChampionX
CHX
$8.14M ﹤0.01%
317,215
+58,032
+22% +$1.41M
MMU
1533
Western Asset Managed Municipals Fund
MMU
$549M
$8.12M ﹤0.01%
599,377
+33,110
+6% +$443K
COLD icon
1534
Americold
COLD
$4.17B
$8.11M ﹤0.01%
214,368
+3,331
+2% +$129K
UA icon
1535
Under Armour Class C
UA
$2.97B
$8.11M ﹤0.01%
436,714
+9,674
+2% +$182K
FORM icon
1536
FormFactor
FORM
$6.88B
$8.11M ﹤0.01%
222,367
-4,635
-2% -$183K
DFIN icon
1537
Donnelley Financial Solutions
DFIN
$1.31B
$8.08M ﹤0.01%
244,821
+5,853
+2% +$174K
B
1538
DELISTED
Barnes Group Inc.
B
$8.05M ﹤0.01%
157,119
+10,569
+7% +$548K
CVI icon
1539
CVR Energy
CVI
$3.39B
$8.05M ﹤0.01%
448,276
+7,966
+2% +$165K
TRUP icon
1540
Trupanion
TRUP
$1.11B
$8.05M ﹤0.01%
69,902
+21,548
+45% +$1.87M
IRBT
1541
DELISTED
iRobot
IRBT
$8.04M ﹤0.01%
86,144
-6,965
-7% -$714K
LOPE icon
1542
Grand Canyon Education
LOPE
$3.99B
$8.03M ﹤0.01%
89,245
-5,512
-6% -$545K
ALRM icon
1543
Alarm.com
ALRM
$2.7B
$8.02M ﹤0.01%
94,735
+9,831
+12% +$840K
JPS
1544
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$8.02M ﹤0.01%
805,452
-326,623
-29% -$3.21M
TRNO icon
1545
Terreno Realty
TRNO
$7.72B
$8M ﹤0.01%
124,037
+7,645
+7% +$487K
PCTY icon
1546
Paylocity
PCTY
$7.43B
$7.97M ﹤0.01%
41,776
-4,384
-9% -$789K
RLI icon
1547
RLI Corp
RLI
$5.97B
$7.96M ﹤0.01%
152,240
-6,728
-4% -$366K
VLY icon
1548
Valley National Bancorp
VLY
$8.01B
$7.96M ﹤0.01%
592,565
+9,829
+2% +$137K
RVNC
1549
DELISTED
Revance Therapeutics, Inc.
RVNC
$7.96M ﹤0.01%
268,401
+7,748
+3% +$223K
HAE icon
1550
Haemonetics
HAE
$3.75B
$7.95M ﹤0.01%
119,343
+21,103
+21% +$1.49M
60 61
62
63 64

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MCM
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PSUF
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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.