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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
MXI icon
501
iShares Global Materials ETF
MXI
$338M
$58.4M 0.03%
+642,548
New +$59.8M
O icon
502
Realty Income
O
$61.2B
$58.3M 0.03%
901,393
+75,592
+9% +$4.97M
LNW
503
DELISTED
Light & Wonder
LNW
$58M 0.03%
749,465
-89,768
-11% -$5.51M
SNAP icon
504
Snap
SNAP
$7.32B
$57.7M 0.03%
847,266
+185,985
+28% +$11.2M
FHN icon
505
First Horizon
FHN
$12.1B
$57.4M 0.03%
3,322,802
-250,733
-7% -$4.55M
WDAY icon
506
Workday
WDAY
$33.4B
$57M 0.03%
238,797
+13,916
+6% +$3.35M
EXR icon
507
Extra Space Storage
EXR
$31.2B
$56.5M 0.03%
344,651
+20,362
+6% +$3.05M
BBVA icon
508
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$56.1M 0.03%
9,039,854
+417,948
+5% +$2.47M
DLTR icon
509
Dollar Tree
DLTR
$23.1B
$56M 0.03%
562,680
-21,380
-4% -$2.32M
CNP icon
510
CenterPoint Energy
CNP
$29.1B
$55.8M 0.03%
2,275,375
+141,189
+7% +$3.47M
QVCGA
511
DELISTED
QVC Group Inc Series A
QVCGA
$55.8M 0.03%
85,198
-1,997
-2% -$1.28M
FERG icon
512
Ferguson
FERG
$44.7B
$55.6M 0.03%
398,175
+31,501
+9% +$4.18M
RACE icon
513
Ferrari
RACE
$63.3B
$55.5M 0.03%
269,178
+19,079
+8% +$3.98M
MFG icon
514
Mizuho Financial
MFG
$129B
$55.3M 0.03%
19,398,547
+115,520
+0.6% +$345K
ZD icon
515
Ziff Davis
ZD
$1.9B
$55.3M 0.03%
462,147
-11,471
-2% -$1.26M
MIDD icon
516
Middleby
MIDD
$6.05B
$55.2M 0.03%
318,726
+14,561
+5% +$2.48M
PACW
517
DELISTED
PacWest Bancorp
PACW
$55.2M 0.03%
1,341,131
+183,794
+16% +$7.86M
RS icon
518
Reliance Steel & Aluminium
RS
$20.8B
$55M 0.03%
364,482
-600
-0.2% -$97.5K
SAN icon
519
Banco Santander
SAN
$194B
$54.9M 0.03%
14,053,316
+1,570,646
+13% +$6.09M
ENPH icon
520
Enphase Energy
ENPH
$4.84B
$54.9M 0.03%
299,130
+130,525
+77% +$19.1M
ADX icon
521
Adams Diversified Equity Fund
ADX
$3.17B
$54.8M 0.03%
2,772,409
-57,298
-2% -$1.1M
WAB icon
522
Wabtec
WAB
$51.1B
$54.8M 0.03%
665,274
+99,425
+18% +$8.07M
HMC icon
523
Honda
HMC
$36.5B
$54.6M 0.03%
1,695,433
+120,272
+8% +$3.74M
POOL icon
524
Pool Corp
POOL
$6.7B
$54.5M 0.03%
118,744
+8,358
+8% +$3.52M
ESS icon
525
Essex Property Trust
ESS
$18.9B
$54.4M 0.03%
181,315
+25,752
+17% +$7.6M
19 20
21
22 23

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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.