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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
VTV icon
1026
Vanguard Value ETF
VTV
$190B
$17.5M 0.01%
127,318
+47,556
+60% +$6.53M
MKSI icon
1027
MKS Inc
MKSI
$19.3B
$17.5M 0.01%
98,297
+3,665
+4% +$666K
LHCG
1028
DELISTED
LHC Group LLC
LHCG
$17.5M 0.01%
87,218
+19,750
+29% +$3.96M
MDB icon
1029
MongoDB
MDB
$25B
$17.4M 0.01%
48,258
+11,679
+32% +$3.61M
BC icon
1030
Brunswick
BC
$5.33B
$17.4M 0.01%
174,724
-12,390
-7% -$1.26M
VSH icon
1031
Vishay Intertechnology
VSH
$5.02B
$17.3M 0.01%
769,157
-3,658
-0.5% -$87.7K
TEI
1032
Templeton Emerging Markets Income Fund
TEI
$314M
$17.3M 0.01%
2,173,530
+655,059
+43% +$5.11M
ORAN
1033
DELISTED
Orange
ORAN
$17.3M 0.01%
1,513,271
+102,552
+7% +$1.28M
AN icon
1034
AutoNation
AN
$7.37B
$17.3M 0.01%
182,563
+1,156
+0.6% +$113K
NVAX icon
1035
Novavax
NVAX
$1.21B
$17.3M 0.01%
81,527
+34,307
+73% +$6.29M
LPLA icon
1036
LPL Financial
LPLA
$27.4B
$17.3M 0.01%
128,197
-13,907
-10% -$2.02M
MOD icon
1037
Modine Manufacturing
MOD
$11B
$17.3M 0.01%
1,042,218
-42,081
-4% -$689K
RRX icon
1038
Regal Rexnord
RRX
$13.5B
$17.3M 0.01%
129,461
-13,007
-9% -$1.84M
WCN
1039
Waste Connections
WCN
$42.7B
$17.3M 0.01%
144,708
+4,130
+3% +$491K
LYFT icon
1040
Lyft
LYFT
$5.87B
$17.3M 0.01%
285,640
+37,412
+15% +$2.15M
FCF icon
1041
First Commonwealth Financial
FCF
$2.17B
$17.2M 0.01%
1,225,585
+122,864
+11% +$1.81M
CC icon
1042
Chemours
CC
$2.57B
$17.2M 0.01%
493,020
-22,161
-4% -$734K
IWM icon
1043
iShares Russell 2000 ETF
IWM
$80.4B
$17.1M 0.01%
74,470
+2,765
+4% +$622K
STMP
1044
DELISTED
Stamps.com, Inc.
STMP
$17.1M 0.01%
85,243
+43
+0.1% +$8.43K
HAIN icon
1045
Hain Celestial
HAIN
$44.8M
$17M 0.01%
424,441
-15,440
-4% -$637K
BKI
1046
DELISTED
Black Knight, Inc. Common Stock
BKI
$17M 0.01%
218,133
+64,736
+42% +$4.78M
AMED
1047
DELISTED
Amedisys
AMED
$17M 0.01%
69,414
-865
-1% -$227K
FSLR icon
1048
First Solar
FSLR
$21.8B
$17M 0.01%
187,772
-4,343
-2% -$344K
WWD icon
1049
Woodward
WWD
$24.5B
$16.9M 0.01%
137,732
-1,340
-1% -$165K
FLEX icon
1050
Flex
FLEX
$41.5B
$16.9M 0.01%
1,256,082
-25,305
-2% -$344K
40 41
42
43 44

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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.