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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
VVV icon
976
Valvoline
VVV
$5.13B
$19.3M 0.01%
595,316
+129,851
+28% +$4.04M
TTC icon
977
Toro Company
TTC
$9.08B
$19.3M 0.01%
175,688
+7,505
+4% +$825K
PBH icon
978
Prestige Consumer Healthcare
PBH
$2.45B
$19.3M 0.01%
370,421
+27,672
+8% +$1.33M
G icon
979
Genpact
G
$5.86B
$19.3M 0.01%
423,781
+24,744
+6% +$1.12M
IRDM icon
980
Iridium Communications
IRDM
$4.81B
$19.2M 0.01%
480,059
-23,032
-5% -$895K
TMHC icon
981
Taylor Morrison
TMHC
$19.2M 0.01%
725,171
-10,135
-1% -$301K
CROX icon
982
Crocs
CROX
$6.74B
$19.1M 0.01%
164,300
-23,568
-13% -$2.32M
DK icon
983
Delek US
DK
$3.87B
$19.1M 0.01%
885,264
+69,988
+9% +$1.58M
WORK
984
DELISTED
Slack Technologies, Inc.
WORK
$19.1M 0.01%
431,514
+78,676
+22% +$3.37M
FNF icon
985
Fidelity National Financial
FNF
$14.6B
$19.1M 0.01%
457,336
-1,411
-0.3% -$61.6K
TWO
986
Two Harbors Investment
TWO
$1.27B
$19.1M 0.01%
631,336
-45,251
-7% -$1.35M
NIO icon
987
NIO
NIO
$11.8B
$19.1M 0.01%
358,300
+66,473
+23% +$2.66M
PSO icon
988
Pearson
PSO
$10.5B
$19M 0.01%
1,639,730
+104,575
+7% +$1.22M
TY icon
989
TRI-Continental Corp
TY
$1.87B
$19M 0.01%
558,252
+14,205
+3% +$481K
JEF icon
990
Jefferies Financial Group
JEF
$13.2B
$19M 0.01%
579,718
-168,249
-22% -$5.13M
TSE
991
DELISTED
Trinseo
TSE
$18.9M 0.01%
316,364
+8,625
+3% +$551K
EXPO icon
992
Exponent
EXPO
$3.15B
$18.8M 0.01%
211,066
+10,788
+5% +$1.01M
ALE
993
DELISTED
Allete
ALE
$18.8M 0.01%
268,775
-3,451
-1% -$240K
BWG
994
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$18.8M 0.01%
1,489,293
+138,628
+10% +$1.72M
ACCO icon
995
Acco Brands
ACCO
$399M
$18.7M 0.01%
2,168,419
+507,391
+31% +$4.51M
IPGP icon
996
IPG Photonics
IPGP
$3.57B
$18.7M 0.01%
88,556
-167
-0.2% -$35.2K
THO icon
997
Thor Industries
THO
$4.14B
$18.7M 0.01%
165,075
-17,171
-9% -$2.18M
WPC icon
998
W.P. Carey
WPC
$16.8B
$18.6M 0.01%
254,649
+14,735
+6% +$1.08M
Y
999
DELISTED
Alleghany Corp
Y
$18.4M 0.01%
27,632
+441
+2% +$303K
VGLT icon
1000
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
$18.4M 0.01%
209,626
+58,000
+38% +$4.93M
38 39
40
41 42

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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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.