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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
RL icon
926
Ralph Lauren
RL
$22.6B
$21.2M 0.01%
180,271
+48,397
+37% +$6.06M
OPTU
927
Optimum Communications Inc
OPTU
$301M
$21.2M 0.01%
621,587
-6,593
-1% -$231K
EVR icon
928
Evercore
EVR
$13.1B
$21.2M 0.01%
150,640
+4,022
+3% +$562K
CCOI icon
929
Cogent Communications
CCOI
$637M
$21.2M 0.01%
275,337
+32,988
+14% +$2.45M
MTZ icon
930
MasTec
MTZ
$24.6B
$21.2M 0.01%
199,443
-2,049
-1% -$222K
RH icon
931
RH
RH
$3.37B
$21.1M 0.01%
31,089
+1,066
+4% +$692K
ITT icon
932
ITT
ITT
$17.6B
$21.1M 0.01%
230,031
+8,301
+4% +$773K
RITM icon
933
Rithm Capital
RITM
$5.47B
$20.9M 0.01%
1,972,121
+43,177
+2% +$459K
ROL icon
934
Rollins
ROL
$18.7B
$20.8M 0.01%
608,622
-33,392
-5% -$1.17M
EXAS
935
DELISTED
Exact Sciences
EXAS
$20.8M 0.01%
167,198
-9,890
-6% -$1.18M
VB icon
936
Vanguard Small-Cap ETF
VB
$80.1B
$20.8M 0.01%
92,250
+5,211
+6% +$1.15M
WDFC icon
937
WD-40
WDFC
$3.14B
$20.7M 0.01%
80,662
+1,051
+1% +$269K
NBR icon
938
Nabors Industries
NBR
$1.12B
$20.6M 0.01%
180,710
-73,836
-29% -$7.43M
COUP
939
DELISTED
Coupa Software Incorporated
COUP
$20.6M 0.01%
78,545
-1,589
-2% -$394K
AMN icon
940
AMN Healthcare
AMN
$1.33B
$20.5M 0.01%
211,692
-33,813
-14% -$2.93M
FLS icon
941
Flowserve
FLS
$9.34B
$20.5M 0.01%
508,847
-52,611
-9% -$2.17M
MD icon
942
Pediatrix Medical
MD
$2.18B
$20.5M 0.01%
678,555
-82,496
-11% -$2.43M
MED icon
943
Medifast
MED
$108M
$20.5M 0.01%
72,275
+1,624
+2% +$440K
OZK icon
944
Bank OZK
OZK
$5.59B
$20.4M 0.01%
483,504
+58,584
+14% +$2.44M
EME icon
945
Emcor
EME
$31.4B
$20.4M 0.01%
165,461
-737
-0.4% -$89.9K
NVST icon
946
Envista
NVST
$4.38B
$20.3M 0.01%
468,967
+27,804
+6% +$1.21M
JLL icon
947
Jones Lang LaSalle
JLL
$15.9B
$20.2M 0.01%
103,445
-3,821
-4% -$746K
TDOC icon
948
Teladoc Health
TDOC
$1.66B
$20.1M 0.01%
121,107
-52,237
-30% -$8.46M
AGNC icon
949
AGNC Investment
AGNC
$12.8B
$20.1M 0.01%
1,188,959
+76,511
+7% +$1.36M
PLUG icon
950
Plug Power
PLUG
$2.75B
$20.1M 0.01%
586,835
+215,326
+58% +$6.25M
36 37
38
39 40

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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.