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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
SIG icon
751
Signet Jewelers
SIG
$3.72B
$30.8M 0.02%
381,067
-50,984
-12% -$3.3M
RRC icon
752
Range Resources
RRC
$8.85B
$30.8M 0.02%
1,836,561
-28,948
-2% -$363K
BKU icon
753
Bankunited
BKU
$3.36B
$30.7M 0.02%
718,802
-45,229
-6% -$2.07M
LBTYK icon
754
Liberty Global Class C
LBTYK
$3.27B
$30.5M 0.02%
1,126,997
-196,167
-15% -$5.29M
NBIS
755
Nebius Group N.V.
NBIS
$47.7B
$30.3M 0.02%
428,633
+1,057
+0.2% +$69.3K
PPLI
756
People Inc
PPLI
$3.15B
$30.3M 0.02%
239,746
-71,682
-23% -$9.29M
ON icon
757
ON Semiconductor
ON
$34.7B
$30.3M 0.02%
790,846
+32,928
+4% +$1.29M
MORN icon
758
Morningstar
MORN
$6.94B
$30.2M 0.02%
117,525
-2,648
-2% -$642K
FRT icon
759
Federal Realty Investment Trust
FRT
$11B
$30.1M 0.02%
257,050
+15,314
+6% +$1.74M
OGN icon
760
Organon & Co
OGN
$3.56B
$30M 0.02%
+992,279
New +$32.7M
BMO icon
761
Bank of Montreal
BMO
$125B
$30M 0.02%
292,646
+22,491
+8% +$2.22M
W icon
762
Wayfair
W
$12.5B
$29.9M 0.02%
94,698
+12,814
+16% +$4.01M
STWD icon
763
Starwood Property Trust
STWD
$6.15B
$29.5M 0.02%
1,128,128
-13,104
-1% -$334K
GMAB icon
764
Genmab
GMAB
$17.7B
$29.5M 0.02%
721,891
+65,012
+10% +$2.51M
DISH
765
DELISTED
DISH Network Corp.
DISH
$29.4M 0.02%
704,342
+37,468
+6% +$1.58M
HUBB icon
766
Hubbell
HUBB
$26.3B
$29.4M 0.02%
157,530
+11,925
+8% +$2.25M
VALE icon
767
Vale
VALE
$62.9B
$29.4M 0.02%
1,288,831
+19
+0% +$397
RGA icon
768
Reinsurance Group of America
RGA
$15.7B
$29.4M 0.02%
257,701
+3,693
+1% +$465K
DAR icon
769
Darling Ingredients
DAR
$9.62B
$29.3M 0.02%
433,794
-44,420
-9% -$3.13M
VC icon
770
Visteon
VC
$2.82B
$29.3M 0.02%
241,991
-50,683
-17% -$6.09M
MOH icon
771
Molina Healthcare
MOH
$10.4B
$29M 0.02%
114,680
+9,796
+9% +$2.46M
VST icon
772
Vistra
VST
$53B
$29M 0.02%
1,561,857
+527,742
+51% +$9.11M
TS icon
773
Tenaris
TS
$28.5B
$28.9M 0.02%
1,321,400
+12,813
+1% +$290K
PVH icon
774
PVH
PVH
$3.87B
$28.9M 0.02%
268,751
+7,079
+3% +$777K
VICI icon
775
VICI Properties
VICI
$29.5B
$28.9M 0.02%
931,221
+259,220
+39% +$8.04M
29 30
31
32 33

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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.