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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
MSGS icon
1626
Madison Square Garden
MSGS
$9.47B
$7.01M ﹤0.01%
40,603
-2,402
-6% -$434K
HUBG icon
1627
HUB Group
HUBG
$2.88B
$6.98M ﹤0.01%
211,690
+22,892
+12% +$780K
GBX icon
1628
The Greenbrier Companies
GBX
$1.59B
$6.98M ﹤0.01%
160,161
+4,120
+3% +$190K
XHR
1629
Xenia Hotels & Resorts
XHR
$2.02B
$6.97M ﹤0.01%
372,255
+40,152
+12% +$774K
MLI icon
1630
Mueller Industries
MLI
$14.5B
$6.97M ﹤0.01%
643,340
+60,640
+10% +$686K
MTX icon
1631
Minerals Technologies
MTX
$2.29B
$6.96M ﹤0.01%
88,518
+1,245
+1% +$101K
CRNC icon
1632
Cerence
CRNC
$362M
$6.96M ﹤0.01%
65,246
+9,203
+16% +$906K
IOVA icon
1633
Iovance Biotherapeutics
IOVA
$2.03B
$6.95M ﹤0.01%
266,999
+77,965
+41% +$2.03M
HTH icon
1634
Hilltop Holdings
HTH
$2.27B
$6.93M ﹤0.01%
190,511
-24,068
-11% -$859K
NWN icon
1635
Northwest Natural Holdings
NWN
$2.17B
$6.92M ﹤0.01%
131,819
+30,369
+30% +$1.64M
RYN icon
1636
Rayonier
RYN
$6.58B
$6.9M ﹤0.01%
211,545
-11,730
-5% -$385K
IBP icon
1637
Installed Building Products
IBP
$6.23B
$6.89M ﹤0.01%
56,292
-2,428
-4% -$296K
CUBI icon
1638
Customers Bancorp
CUBI
$2.68B
$6.87M ﹤0.01%
176,250
+46,885
+36% +$1.69M
CHNG
1639
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$6.87M ﹤0.01%
297,984
-356,317
-54% -$8.2M
IBTX
1640
DELISTED
Independent Bank Group, Inc.
IBTX
$6.86M ﹤0.01%
92,723
+5,926
+7% +$449K
XLP icon
1641
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$6.84M ﹤0.01%
97,772
+4,549
+5% +$318K
TTGT icon
1642
TechTarget
TTGT
$309M
$6.83M ﹤0.01%
88,195
+6,242
+8% +$448K
CPE
1643
DELISTED
Callon Petroleum Company
CPE
$6.82M ﹤0.01%
118,259
+51,973
+78% +$2.19M
CLDR
1644
DELISTED
Cloudera, Inc.
CLDR
$6.82M ﹤0.01%
429,739
+24,354
+6% +$331K
KMPR icon
1645
Kemper
KMPR
$1.79B
$6.81M ﹤0.01%
92,194
+4,637
+5% +$358K
SAIC icon
1646
Saic
SAIC
$5.06B
$6.81M ﹤0.01%
77,661
+5,339
+7% +$477K
MTRN icon
1647
Materion
MTRN
$4.08B
$6.81M ﹤0.01%
90,330
+21,253
+31% +$1.58M
SPGM icon
1648
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.69B
$6.79M ﹤0.01%
122,302
-12,285
-9% -$671K
KRA
1649
DELISTED
Kraton Corporation
KRA
$6.78M ﹤0.01%
210,009
-2,707
-1% -$95.6K
ESE icon
1650
ESCO Technologies
ESE
$7.91B
$6.76M ﹤0.01%
72,097
-10,187
-12% -$1.03M
64 65
66
67 68

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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.