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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
GMS
1801
DELISTED
GMS Inc
GMS
$5.43M ﹤0.01%
112,889
+18,219
+19% +$809K
GEF icon
1802
Greif
GEF
$4.95B
$5.43M ﹤0.01%
89,715
-2,412
-3% -$147K
PSB
1803
DELISTED
PS Business Parks, Inc.
PSB
$5.43M ﹤0.01%
36,683
+160
+0.4% +$25.1K
ROCK icon
1804
Gibraltar Industries
ROCK
$1.28B
$5.43M ﹤0.01%
71,172
-23,082
-24% -$1.91M
SAH icon
1805
Sonic Automotive
SAH
$3.56B
$5.42M ﹤0.01%
121,039
+6,016
+5% +$292K
PFGC icon
1806
Performance Food Group
PFGC
$18.3B
$5.41M ﹤0.01%
111,662
-15,219
-12% -$804K
HGV icon
1807
Hilton Grand Vacations
HGV
$4.04B
$5.4M ﹤0.01%
130,549
+2,204
+2% +$95.7K
SHO icon
1808
Sunstone Hotel Investors
SHO
$2.19B
$5.39M ﹤0.01%
433,972
+89,911
+26% +$1.15M
CSII
1809
DELISTED
Cardiovascular Systems, Inc.
CSII
$5.38M ﹤0.01%
126,032
+18,578
+17% +$727K
CMRE icon
1810
Costamare
CMRE
$1.85B
$5.35M ﹤0.01%
452,888
-1,117
-0.2% -$12K
RDFN
1811
DELISTED
Redfin
RDFN
$5.34M ﹤0.01%
84,213
-2,594
-3% -$159K
MEOH icon
1812
Methanex
MEOH
$4.23B
$5.33M ﹤0.01%
161,322
-23,634
-13% -$869K
LMNX
1813
DELISTED
Luminex Corp
LMNX
$5.33M ﹤0.01%
144,851
-99,032
-41% -$3.6M
AVID
1814
DELISTED
Avid Technology Inc
AVID
$5.33M ﹤0.01%
136,116
+105,756
+348% +$3.04M
CPF icon
1815
Central Pacific Financial
CPF
$1.02B
$5.33M ﹤0.01%
204,431
+17,554
+9% +$482K
AGD
1816
abrdn Global Dynamic Dividend Fund
AGD
$313M
$5.31M ﹤0.01%
442,191
+49,316
+13% +$581K
RRR icon
1817
Red Rock Resorts
RRR
$3.84B
$5.3M ﹤0.01%
124,777
+40,247
+48% +$1.59M
BEKE icon
1818
KE Holdings
BEKE
$17.7B
$5.29M ﹤0.01%
111,060
+3,196
+3% +$163K
ILPT
1819
Industrial Logistics Properties Trust
ILPT
$582M
$5.28M ﹤0.01%
202,031
+5,892
+3% +$148K
ASR icon
1820
Grupo Aeroportuario del Sureste
ASR
$8.16B
$5.28M ﹤0.01%
28,542
+2,460
+9% +$446K
CSGS
1821
DELISTED
CSG Systems International
CSGS
$5.27M ﹤0.01%
111,792
+10,881
+11% +$496K
HR
1822
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.26M ﹤0.01%
174,216
-549
-0.3% -$17.1K
IJH icon
1823
iShares Core S&P Mid-Cap ETF
IJH
$121B
$5.24M ﹤0.01%
97,560
+4,245
+5% +$229K
AXS icon
1824
AXIS Capital
AXS
$7.81B
$5.23M ﹤0.01%
106,779
-4,141
-4% -$220K
IBOC icon
1825
International Bancshares
IBOC
$4.77B
$5.23M ﹤0.01%
121,809
-7,687
-6% -$359K
71 72
73
74 75

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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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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.