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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
SNBR
1551
DELISTED
Sleep Number
SNBR
$7.92M ﹤0.01%
72,024
-4,365
-6% -$497K
VIPS icon
1552
Vipshop
VIPS
$7.13B
$7.91M ﹤0.01%
393,745
-227,021
-37% -$5.71M
SUM
1553
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$7.89M ﹤0.01%
230,407
+53,114
+30% +$1.67M
WOR icon
1554
Worthington Enterprises
WOR
$2.82B
$7.88M ﹤0.01%
209,024
+230
+0.1% +$9.31K
FATE icon
1555
Fate Therapeutics
FATE
$270M
$7.87M ﹤0.01%
90,687
+5,910
+7% +$476K
SSL icon
1556
Sasol
SSL
$7.03B
$7.86M ﹤0.01%
512,958
-5,586
-1% -$91.1K
TRTN
1557
DELISTED
Triton International Limited
TRTN
$7.86M ﹤0.01%
150,244
-26,206
-15% -$1.39M
STBA icon
1558
S&T Bancorp
STBA
$1.92B
$7.86M ﹤0.01%
251,136
+9,401
+4% +$312K
DT icon
1559
Dynatrace
DT
$12.7B
$7.83M ﹤0.01%
133,987
+23,634
+21% +$1.23M
ASAN icon
1560
Asana
ASAN
$1.89B
$7.81M ﹤0.01%
125,887
+69,350
+123% +$2.68M
ITUB icon
1561
Itaú Unibanco
ITUB
$91.6B
$7.79M ﹤0.01%
1,781,394
+181,355
+11% +$731K
WWW icon
1562
Wolverine World Wide
WWW
$1.71B
$7.79M ﹤0.01%
231,510
+283
+0.1% +$10.7K
ACAD icon
1563
Acadia Pharmaceuticals
ACAD
$4.45B
$7.76M ﹤0.01%
318,306
+101,416
+47% +$2.29M
LBRDA icon
1564
Liberty Broadband Class A
LBRDA
$4.72B
$7.75M ﹤0.01%
46,097
-10,537
-19% -$1.65M
MNRO icon
1565
Monro
MNRO
$537M
$7.74M ﹤0.01%
121,827
+2,940
+2% +$194K
CAR icon
1566
Avis
CAR
$5.88B
$7.73M ﹤0.01%
99,215
+1,558
+2% +$129K
TCBI icon
1567
Texas Capital Bancshares
TCBI
$4.29B
$7.73M ﹤0.01%
121,716
-2,580
-2% -$174K
APPN icon
1568
Appian
APPN
$2.01B
$7.72M ﹤0.01%
56,077
+12,865
+30% +$1.46M
FBC
1569
DELISTED
Flagstar Bancorp, Inc. New
FBC
$7.71M ﹤0.01%
182,488
-51,010
-22% -$2.31M
SHAK icon
1570
Shake Shack
SHAK
$2.55B
$7.7M ﹤0.01%
71,936
-698
-1% -$70.4K
BHC icon
1571
Bausch Health
BHC
$1.69B
$7.7M ﹤0.01%
262,442
-253,126
-49% -$7.67M
CNA icon
1572
CNA Financial
CNA
$15B
$7.68M ﹤0.01%
168,746
-5,160
-3% -$242K
MZTI
1573
The Marzetti Company
MZTI
$3.02B
$7.67M ﹤0.01%
39,662
-274
-0.7% -$51.4K
PIPR icon
1574
Piper Sandler
PIPR
$5.24B
$7.67M ﹤0.01%
236,932
+9,140
+4% +$280K
KRG icon
1575
Kite Realty
KRG
$5.91B
$7.66M ﹤0.01%
347,895
+10,716
+3% +$225K
61 62
63
64 65

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AF
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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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ACI
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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.