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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
BRSP
1951
BrightSpire Capital
BRSP
$651M
$4.25M ﹤0.01%
452,354
-18,810
-4% -$173K
JBSS icon
1952
John B. Sanfilippo & Son
JBSS
$986M
$4.25M ﹤0.01%
47,983
+2,006
+4% +$183K
FOE
1953
DELISTED
Ferro Corporation
FOE
$4.25M ﹤0.01%
196,810
+34,136
+21% +$671K
EVRI
1954
DELISTED
Everi Holdings
EVRI
$4.24M ﹤0.01%
169,895
+122,986
+262% +$2.32M
WSFS icon
1955
WSFS Financial
WSFS
$4.14B
$4.24M ﹤0.01%
90,924
+9,569
+12% +$487K
KAI icon
1956
Kadant
KAI
$3.58B
$4.23M ﹤0.01%
24,021
+1,313
+6% +$231K
INGN icon
1957
Inogen
INGN
$174M
$4.23M ﹤0.01%
64,893
+3,018
+5% +$191K
WSR
1958
DELISTED
Whitestone REIT
WSR
$4.21M ﹤0.01%
510,507
+78,004
+18% +$701K
RAMP icon
1959
LiveRamp
RAMP
$2.29B
$4.21M ﹤0.01%
89,809
-15,503
-15% -$745K
ORGO icon
1960
Organogenesis Holdings
ORGO
$324M
$4.2M ﹤0.01%
252,874
+7,318
+3% +$136K
VRM icon
1961
Vroom Inc
VRM
$36.4M
$4.2M ﹤0.01%
1,255
+972
+343% +$3.3M
RSX
1962
DELISTED
VanEck Russia ETF
RSX
$4.19M ﹤0.01%
144,725
-408,040
-74% -$11.2M
GES
1963
DELISTED
Guess Inc
GES
$4.19M ﹤0.01%
158,739
+15,012
+10% +$415K
FCFS icon
1964
FirstCash
FCFS
$8.77B
$4.19M ﹤0.01%
54,760
-1,458
-3% -$110K
IHRT icon
1965
iHeartMedia
IHRT
$531M
$4.19M ﹤0.01%
155,446
+66,736
+75% +$1.48M
OEC icon
1966
Orion
OEC
$403M
$4.18M ﹤0.01%
220,325
+16,226
+8% +$321K
EWJ icon
1967
iShares MSCI Japan ETF
EWJ
$21.2B
$4.17M ﹤0.01%
61,731
-893
-1% -$61.1K
CALM icon
1968
Cal-Maine
CALM
$4.43B
$4.17M ﹤0.01%
115,081
-7,533
-6% -$282K
RGR icon
1969
Sturm, Ruger & Co
RGR
$603M
$4.16M ﹤0.01%
46,200
+11,051
+31% +$828K
UMH
1970
UMH Properties
UMH
$1.34B
$4.13M ﹤0.01%
189,372
+31,555
+20% +$672K
PEGA icon
1971
Pegasystems
PEGA
$5.09B
$4.12M ﹤0.01%
59,206
-24,430
-29% -$1.54M
USCR
1972
DELISTED
U S Concrete, Inc.
USCR
$4.12M ﹤0.01%
55,816
+1,276
+2% +$82.6K
NSP icon
1973
Insperity
NSP
$2.03B
$4.12M ﹤0.01%
45,564
+2,952
+7% +$263K
INVA icon
1974
Innoviva
INVA
$1.6B
$4.11M ﹤0.01%
306,136
+34,391
+13% +$430K
GRA
1975
DELISTED
W.R. Grace & Co.
GRA
$4.1M ﹤0.01%
59,274
-29,050
-33% -$1.96M
77 78
79
80 81

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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.