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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
FNB icon
626
FNB Corp
FNB
$6.74B
$42.8M 0.02%
3,475,021
+31,696
+0.9% +$412K
VCLT icon
627
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.86B
$42.7M 0.02%
399,584
+102,565
+35% +$10.6M
FPF
628
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$42.6M 0.02%
1,695,866
-96,694
-5% -$2.39M
CPT icon
629
Camden Property Trust
CPT
$11.2B
$42.5M 0.02%
320,300
+33,370
+12% +$4.14M
WCC
630
WESCO International
WCC
$16.2B
$42.5M 0.02%
413,097
-11,500
-3% -$1.14M
DOX icon
631
Amdocs
DOX
$5.7B
$42.2M 0.02%
545,194
+16,105
+3% +$1.24M
AFB
632
AllianceBernstein National Municipal Income Fund
AFB
$313M
$42M 0.02%
2,762,213
-94,912
-3% -$1.39M
HUN icon
633
Huntsman Corp
HUN
$2.07B
$42M 0.02%
1,584,787
-32,028
-2% -$910K
RDS.B
634
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$42M 0.02%
1,081,853
+86,038
+9% +$3.24M
BN icon
635
Brookfield
BN
$103B
$42M 0.02%
1,528,362
+115,762
+8% +$2.96M
INDA icon
636
iShares MSCI India ETF
INDA
$6.76B
$42M 0.02%
948,847
-106,164
-10% -$4.55M
VOD icon
637
Vodafone
VOD
$36.5B
$41.9M 0.02%
2,447,901
+108,851
+5% +$2.04M
GL icon
638
Globe Life
GL
$13.5B
$41.8M 0.02%
439,028
+3,489
+0.8% +$357K
JRI icon
639
Nuveen Real Asset Income & Growth Fund
JRI
$355M
$41.7M 0.02%
2,595,321
+214,655
+9% +$3.36M
AMCR icon
640
Amcor
AMCR
$20.9B
$41.6M 0.02%
726,649
+35,454
+5% +$2.11M
ALLE icon
641
Allegion
ALLE
$13.4B
$41.6M 0.02%
298,519
+13,465
+5% +$1.84M
VIGI icon
642
Vanguard International Dividend Appreciation ETF
VIGI
$8.96B
$41.3M 0.02%
472,353
+2,951
+0.6% +$255K
HUBS icon
643
HubSpot
HUBS
$11.7B
$41.3M 0.02%
70,828
+14,665
+26% +$7.65M
CNQ icon
644
Canadian Natural Resources
CNQ
$93.7B
$41.2M 0.02%
2,316,861
+39,996
+2% +$658K
VNO icon
645
Vornado Realty Trust
VNO
$7.47B
$41.1M 0.02%
880,034
+66,937
+8% +$3.13M
FDS icon
646
Factset
FDS
$9.55B
$41.1M 0.02%
122,322
+2,416
+2% +$791K
UDR icon
647
UDR
UDR
$12.8B
$40.7M 0.02%
831,370
+108,306
+15% +$5.09M
ATO icon
648
Atmos Energy
ATO
$29.8B
$40.5M 0.02%
421,658
+33,907
+9% +$3.4M
BXP icon
649
Boston Properties
BXP
$11B
$40.5M 0.02%
353,241
+18,959
+6% +$2.13M
SE icon
650
Sea Limited
SE
$63.9B
$40.4M 0.02%
147,113
+19,416
+15% +$4.93M
24 25
26
27 28

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MCM
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PSUF
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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.