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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
PTON icon
801
Peloton Interactive
PTON
$2.71B
$27.7M 0.02%
223,560
+39,380
+21% +$4.19M
SNV
802
DELISTED
Synovus
SNV
$27.7M 0.02%
630,913
+17,762
+3% +$834K
NOK icon
803
Nokia
NOK
$51.8B
$27.5M 0.02%
5,177,198
+739,846
+17% +$3.57M
ORI icon
804
Old Republic International
ORI
$10.5B
$27.5M 0.02%
1,104,119
-838
-0.1% -$21K
NLSN
805
DELISTED
Nielsen Holdings plc
NLSN
$27.4M 0.02%
1,112,605
+68,736
+7% +$1.79M
CX icon
806
Cemex
CX
$17.6B
$27.4M 0.02%
3,265,377
-374,194
-10% -$2.98M
EVV
807
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$27.4M 0.02%
2,066,683
-351,776
-15% -$4.53M
WYNN icon
808
Wynn Resorts
WYNN
$10.3B
$27.4M 0.02%
223,746
+26,552
+13% +$3.38M
NDSN icon
809
Nordson
NDSN
$16.6B
$27.3M 0.02%
124,335
-17,856
-13% -$3.79M
RDY icon
810
Dr. Reddy's Laboratories
RDY
$9.8B
$27.1M 0.02%
1,839,990
-124,680
-6% -$1.74M
SLGN icon
811
Silgan Holdings
SLGN
$4.92B
$26.9M 0.02%
648,353
-40,817
-6% -$1.73M
MHK icon
812
Mohawk Industries
MHK
$7.05B
$26.7M 0.02%
139,078
+10,016
+8% +$2.04M
TEF
813
DELISTED
Telefonica
TEF
$26.7M 0.02%
6,092,396
+161,755
+3% +$700K
ACGL icon
814
Arch Capital
ACGL
$36.3B
$26.6M 0.01%
682,639
+51,978
+8% +$2.06M
VMW
815
DELISTED
VMware, Inc
VMW
$26.6M 0.01%
166,073
+14,804
+10% +$2.37M
BRO icon
816
Brown & Brown
BRO
$23.6B
$26.4M 0.01%
497,135
+25,259
+5% +$1.3M
SLG icon
817
SL Green Realty
SLG
$3.83B
$26.4M 0.01%
329,761
-18,118
-5% -$1.38M
AMH icon
818
American Homes 4 Rent
AMH
$12B
$26.4M 0.01%
678,807
+98,744
+17% +$3.66M
NFG icon
819
National Fuel Gas
NFG
$7.67B
$26.4M 0.01%
504,408
-415
-0.1% -$21.5K
HXL icon
820
Hexcel
HXL
$8.28B
$26.1M 0.01%
418,748
+13,983
+3% +$806K
OGE icon
821
OGE Energy
OGE
$10.2B
$26.1M 0.01%
775,434
+79,373
+11% +$2.68M
VER
822
DELISTED
VEREIT, Inc.
VER
$26.1M 0.01%
567,771
+727
+0.1% +$32.9K
WSO icon
823
Watsco Inc
WSO
$15B
$26M 0.01%
90,867
+3,119
+4% +$893K
BLD
824
DELISTED
TopBuild
BLD
$26M 0.01%
131,309
-4,041
-3% -$837K
DLB icon
825
Dolby
DLB
$4.85B
$26M 0.01%
264,223
+4,805
+2% +$475K
31 32
33
34 35

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MCM
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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.