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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
CCU icon
1726
Compañía de Cervecerías Unidas
CCU
$2.14B
$6.08M ﹤0.01%
302,098
+22,318
+8% +$414K
DOMO icon
1727
Domo
DOMO
$176M
$6.08M ﹤0.01%
75,198
+53,367
+244% +$3.5M
MGPI icon
1728
MGP Ingredients
MGPI
$428M
$6.05M ﹤0.01%
89,452
+4,870
+6% +$319K
IVOL icon
1729
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$272M
$6.04M ﹤0.01%
+218,533
New +$6.22M
ATI icon
1730
ATI
ATI
$24.8B
$6.04M ﹤0.01%
289,440
+21,734
+8% +$498K
FIX icon
1731
Comfort Systems
FIX
$54.5B
$6.01M ﹤0.01%
76,289
+4,806
+7% +$392K
DCH
1732
Dauch Corp
DCH
$1.34B
$6.01M ﹤0.01%
580,314
+40,490
+8% +$426K
QTWO icon
1733
Q2 Holdings
QTWO
$3.86B
$6M ﹤0.01%
58,527
+5,767
+11% +$577K
NOMD icon
1734
Nomad Foods
NOMD
$1.78B
$6M ﹤0.01%
212,345
+28,474
+15% +$838K
BSAC icon
1735
Banco Santander Chile
BSAC
$16.3B
$6M ﹤0.01%
301,733
-25,384
-8% -$568K
VRT icon
1736
Vertiv
VRT
$86.5B
$5.99M ﹤0.01%
219,574
+129,033
+143% +$3.08M
BDC icon
1737
Belden
BDC
$4.02B
$5.98M ﹤0.01%
118,287
+26,179
+28% +$1.28M
CCS icon
1738
Century Communities
CCS
$2B
$5.98M ﹤0.01%
89,890
-35,307
-28% -$2.49M
CRTO icon
1739
Criteo
CRTO
$1.12B
$5.97M ﹤0.01%
132,016
-4,591
-3% -$177K
KOF icon
1740
Coca-Cola Femsa
KOF
$22.6B
$5.95M ﹤0.01%
112,497
+3,157
+3% +$155K
CET
1741
Central Securities Corp
CET
$1.55B
$5.95M ﹤0.01%
141,046
+8,739
+7% +$353K
MAXR
1742
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$5.95M ﹤0.01%
148,941
+22,681
+18% +$808K
EFA icon
1743
iShares MSCI EAFE ETF
EFA
$77.3B
$5.92M ﹤0.01%
75,034
+2,623
+4% +$208K
EPC icon
1744
Edgewell Personal Care
EPC
$1.3B
$5.92M ﹤0.01%
134,745
+34,136
+34% +$1.45M
VCEL icon
1745
Vericel Corp
VCEL
$2.38B
$5.92M ﹤0.01%
112,662
+21,858
+24% +$1.25M
CPS icon
1746
Cooper-Standard Automotive
CPS
$536M
$5.89M ﹤0.01%
203,114
+433
+0.2% +$13.4K
IDCC icon
1747
InterDigital
IDCC
$6.81B
$5.88M ﹤0.01%
80,573
+17,537
+28% +$1.3M
CUK
1748
DELISTED
Carnival PLC
CUK
$5.85M ﹤0.01%
251,479
-52,019
-17% -$1.25M
PATK icon
1749
Patrick Industries
PATK
$2.88B
$5.84M ﹤0.01%
120,093
+5,338
+5% +$305K
COOP
1750
DELISTED
Mr. Cooper
COOP
$5.84M ﹤0.01%
176,598
-60,554
-26% -$2.02M
68 69
70
71 72

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MCM
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PSUF
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SCC
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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.