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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
HLNE icon
2026
Hamilton Lane
HLNE
$3.88B
$3.88M ﹤0.01%
42,638
+19,607
+85% +$1.78M
UFCS icon
2027
United Fire Group
UFCS
$1.35B
$3.88M ﹤0.01%
139,926
-3,135
-2% -$97.6K
CAL icon
2028
Caleres
CAL
$432M
$3.88M ﹤0.01%
142,129
-9,732
-6% -$244K
INVX
2029
Innovex International
INVX
$1.8B
$3.88M ﹤0.01%
114,640
+2,698
+2% +$90.7K
ADT icon
2030
ADT
ADT
$5.43B
$3.88M ﹤0.01%
359,292
+199,807
+125% +$2.01M
CHWY icon
2031
Chewy
CHWY
$9.54B
$3.88M ﹤0.01%
48,645
+25,830
+113% +$2M
PGNY icon
2032
Progyny
PGNY
$2.46B
$3.87M ﹤0.01%
65,592
+38,320
+141% +$2.15M
EPAC icon
2033
Enerpac Tool Group
EPAC
$1.86B
$3.87M ﹤0.01%
145,355
+1,648
+1% +$44K
SHOE
2034
Shoe Station Group
SHOE
$424M
$3.87M ﹤0.01%
108,100
+13,930
+15% +$451K
CLB icon
2035
Core Laboratories
CLB
$455M
$3.85M ﹤0.01%
98,950
+12,670
+15% +$454K
CWEN icon
2036
Clearway Energy Class C
CWEN
$4.79B
$3.85M ﹤0.01%
145,471
-23,059
-14% -$633K
WNC icon
2037
Wabash National
WNC
$504M
$3.85M ﹤0.01%
240,750
+47,682
+25% +$819K
EDIT icon
2038
Editas Medicine
EDIT
$399M
$3.84M ﹤0.01%
67,875
-464
-0.7% -$17.1K
ROCC
2039
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$3.84M ﹤0.01%
162,711
+25,121
+18% +$458K
LEN.B icon
2040
Lennar Class B
LEN.B
$19.9B
$3.84M ﹤0.01%
49,588
-460
-0.9% -$34.8K
CACC icon
2041
Credit Acceptance
CACC
$5.82B
$3.83M ﹤0.01%
8,431
+1,194
+16% +$490K
GCO icon
2042
Genesco
GCO
$434M
$3.83M ﹤0.01%
60,068
-6,956
-10% -$377K
NVMI
2043
Nova
NVMI
$11.7B
$3.82M ﹤0.01%
37,122
+3,875
+12% +$373K
BPFH
2044
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.81M ﹤0.01%
258,353
+21,951
+9% +$322K
SPPI
2045
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$3.8M ﹤0.01%
1,013,820
+315,100
+45% +$1.1M
SKY icon
2046
Champion Homes
SKY
$4.41B
$3.8M ﹤0.01%
71,294
+22,290
+45% +$1.05M
CFFN icon
2047
Capitol Federal Financial
CFFN
$1.09B
$3.8M ﹤0.01%
322,388
-13,272
-4% -$170K
COHU icon
2048
Cohu
COHU
$1.86B
$3.79M ﹤0.01%
102,946
-8,024
-7% -$318K
NTGR icon
2049
NETGEAR
NTGR
$612M
$3.78M ﹤0.01%
98,733
+6,363
+7% +$247K
SBCF icon
2050
Seacoast Banking Corp of Florida
SBCF
$3.32B
$3.77M ﹤0.01%
110,270
+14,318
+15% +$522K
80 81
82
83 84

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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.