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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
MASI
901
DELISTED
Masimo
MASI
$22.4M 0.01%
92,462
+57
+0.1% +$13K
WPM icon
902
Wheaton Precious Metals
WPM
$50.2B
$22.4M 0.01%
508,243
+27,083
+6% +$1.2M
SVC
903
Service Properties Trust
SVC
$1.09B
$22.4M 0.01%
355,471
+47,414
+15% +$2.94M
BHK icon
904
BlackRock Core Bond Trust
BHK
$646M
$22.4M 0.01%
1,354,951
+114,791
+9% +$1.83M
GTLS
905
DELISTED
Chart Industries
GTLS
$22.4M 0.01%
152,958
-72,836
-32% -$10.7M
MDC
906
DELISTED
M.D.C. Holdings, Inc.
MDC
$22.4M 0.01%
442,055
-5,059
-1% -$290K
POWI icon
907
Power Integrations
POWI
$3.34B
$22.3M 0.01%
271,500
+25,062
+10% +$2.02M
POR icon
908
Portland General Electric
POR
$5.95B
$22.2M 0.01%
482,260
+20,170
+4% +$991K
VNT icon
909
Vontier
VNT
$4.61B
$22.1M 0.01%
679,748
+79,314
+13% +$2.61M
NOV icon
910
NOV
NOV
$7.24B
$22.1M 0.01%
1,443,466
+187,252
+15% +$2.91M
SMG icon
911
ScottsMiracle-Gro
SMG
$4.11B
$22.1M 0.01%
115,089
+22,958
+25% +$5.06M
SWN
912
DELISTED
Southwestern Energy Company
SWN
$22.1M 0.01%
3,889,624
-12,352
-0.3% -$60.7K
ENSG icon
913
The Ensign Group
ENSG
$10.5B
$22M 0.01%
253,928
-34,476
-12% -$2.98M
MTDR icon
914
Matador Resources
MTDR
$5.67B
$21.9M 0.01%
607,236
-14,817
-2% -$432K
CVET
915
DELISTED
Covetrus, Inc. Common Stock
CVET
$21.8M 0.01%
809,178
-157,481
-16% -$4.41M
ATH
916
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$21.8M 0.01%
323,038
+13,017
+4% +$783K
REZI icon
917
Resideo Technologies
REZI
$5.47B
$21.8M 0.01%
725,511
+5,585
+0.8% +$165K
NBIX icon
918
Neurocrine Biosciences
NBIX
$18.2B
$21.6M 0.01%
222,416
+40,878
+23% +$3.92M
OHI icon
919
Omega Healthcare
OHI
$15.4B
$21.6M 0.01%
595,138
-19,539
-3% -$725K
SU icon
920
Suncor Energy
SU
$75.1B
$21.5M 0.01%
897,516
+86,913
+11% +$1.99M
ISBC
921
DELISTED
Investors Bancorp, Inc.
ISBC
$21.4M 0.01%
1,502,403
-39,845
-3% -$589K
WLY icon
922
John Wiley & Sons Class A
WLY
$2.73B
$21.4M 0.01%
355,031
+45,776
+15% +$2.72M
AGR
923
DELISTED
Avangrid, Inc.
AGR
$21.3M 0.01%
414,643
+13,000
+3% +$678K
STL
924
DELISTED
Sterling Bancorp
STL
$21.3M 0.01%
858,505
+30,017
+4% +$756K
HRC
925
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$21.3M 0.01%
187,247
+13,928
+8% +$1.56M
35 36
37
38 39

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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.