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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
UGI icon
601
UGI
UGI
$7.95B
$45.5M 0.03%
982,250
-65,133
-6% -$2.93M
WRB icon
602
W.R. Berkley
WRB
$28.1B
$45.3M 0.03%
1,370,797
-7,828
-0.6% -$271K
ALB icon
603
Albemarle
ALB
$13.5B
$45.2M 0.03%
268,560
+27,674
+11% +$4.47M
CIT
604
DELISTED
CIT Group Inc.
CIT
$45.1M 0.03%
873,980
+90,347
+12% +$4.75M
FLR icon
605
Fluor
FLR
$7.12B
$44.7M 0.03%
2,524,493
-68,308
-3% -$1.41M
TTD icon
606
Trade Desk
TTD
$8.56B
$44.5M 0.02%
575,204
+39,174
+7% +$2.5M
IRM icon
607
Iron Mountain
IRM
$37.4B
$44.4M 0.02%
1,049,087
+98,784
+10% +$4.14M
JBL icon
608
Jabil
JBL
$31.6B
$44.3M 0.02%
762,438
+42,269
+6% +$2.33M
PNW icon
609
Pinnacle West Capital
PNW
$12.8B
$44.2M 0.02%
539,632
+39,348
+8% +$3.33M
SCCO icon
610
Southern Copper
SCCO
$138B
$44M 0.02%
737,680
-1,060
-0.1% -$68.9K
SNN icon
611
Smith & Nephew
SNN
$13B
$43.8M 0.02%
1,007,240
-53,359
-5% -$2.25M
WIX icon
612
WIX.com
WIX
$2.37B
$43.7M 0.02%
150,554
+17,715
+13% +$4.97M
TYL icon
613
Tyler Technologies
TYL
$13.1B
$43.7M 0.02%
96,493
-794
-0.8% -$337K
ISD
614
PGIM High Yield Bond Fund
ISD
$413M
$43.6M 0.02%
2,680,342
+86,659
+3% +$1.39M
ABMD
615
DELISTED
Abiomed Inc
ABMD
$43.6M 0.02%
139,636
+560
+0.4% +$172K
HOG icon
616
Harley-Davidson
HOG
$2.63B
$43.2M 0.02%
942,335
+34,714
+4% +$1.61M
INCY icon
617
Incyte
INCY
$23.8B
$43.2M 0.02%
513,151
-2,653
-0.5% -$221K
DDS icon
618
Dillards
DDS
$8.96B
$43.1M 0.02%
238,391
-37,022
-13% -$4.77M
LW icon
619
Lamb Weston
LW
$7.14B
$43.1M 0.02%
534,432
+43,988
+9% +$3.52M
JKHY icon
620
Jack Henry & Associates
JKHY
$11B
$43.1M 0.02%
263,631
+6,194
+2% +$990K
LYV icon
621
Live Nation Entertainment
LYV
$41.7B
$43.1M 0.02%
491,967
+157,909
+47% +$13.5M
PBCT
622
DELISTED
People's United Financial Inc
PBCT
$43.1M 0.02%
2,512,066
+127,007
+5% +$2.32M
OSK icon
623
Oshkosh
OSK
$9.54B
$43.1M 0.02%
345,417
+10,182
+3% +$1.29M
IR icon
624
Ingersoll Rand
IR
$32.8B
$42.9M 0.02%
879,815
-26,487
-3% -$1.3M
MGA icon
625
Magna International
MGA
$17.9B
$42.9M 0.02%
463,362
+6,421
+1% +$612K
23 24
25
26 27

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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.