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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
UFPI icon
1051
UFP Industries
UFPI
$5.14B
$16.9M 0.01%
226,950
+27,800
+14% +$2.2M
ICLR icon
1052
Icon
ICLR
$13.9B
$16.8M 0.01%
81,455
+398
+0.5% +$85.9K
OI icon
1053
O-I Glass
OI
$1.39B
$16.8M 0.01%
1,028,993
+88,561
+9% +$1.5M
PDD icon
1054
Pinduoduo
PDD
$122B
$16.8M 0.01%
132,280
+13,043
+11% +$1.7M
SXT icon
1055
Sensient Technologies
SXT
$5.3B
$16.8M 0.01%
194,109
-3,200
-2% -$271K
WBS icon
1056
Webster Financial
WBS
$12.5B
$16.7M 0.01%
313,926
+10,544
+3% +$585K
KEP icon
1057
Korea Electric Power
KEP
$14.9B
$16.7M 0.01%
1,549,184
+75,792
+5% +$834K
GAM
1058
General American Investors Company
GAM
$1.54B
$16.7M 0.01%
383,835
+9,097
+2% +$387K
OLN icon
1059
Olin
OLN
$2.44B
$16.6M 0.01%
359,910
+19,234
+6% +$866K
SIGI icon
1060
Selective Insurance
SIGI
$5.63B
$16.6M 0.01%
205,126
+6,973
+4% +$533K
EWZ icon
1061
iShares MSCI Brazil ETF
EWZ
$9.13B
$16.6M 0.01%
410,158
+54
+0% +$2.04K
NJR icon
1062
New Jersey Resources
NJR
$6.04B
$16.5M 0.01%
416,718
+11,961
+3% +$505K
LYG icon
1063
Lloyds Banking Group
LYG
$87.2B
$16.4M 0.01%
6,439,559
+1,677,481
+35% +$4.31M
PLTR icon
1064
Palantir
PLTR
$296B
$16.4M 0.01%
622,754
+579,839
+1,351% +$13.4M
MTN icon
1065
Vail Resorts
MTN
$5.6B
$16.4M 0.01%
51,706
+1,032
+2% +$329K
OGS icon
1066
ONE Gas
OGS
$5.06B
$16.3M 0.01%
220,217
+12,961
+6% +$998K
BILL icon
1067
BILL Holdings
BILL
$4.62B
$16.3M 0.01%
88,963
+21,332
+32% +$3.34M
BYD icon
1068
Boyd Gaming
BYD
$6.78B
$16.3M 0.01%
264,452
-17,346
-6% -$1.09M
ACC
1069
DELISTED
American Campus Communities, Inc.
ACC
$16.3M 0.01%
348,056
+45,111
+15% +$2.09M
AXON
1070
Axon Enterprise
AXON
$44.1B
$16.2M 0.01%
91,765
+4,202
+5% +$619K
DAY
1071
DELISTED
Dayforce
DAY
$16.2M 0.01%
168,455
+33,986
+25% +$3.07M
FHI icon
1072
Federated Hermes
FHI
$4.59B
$16.2M 0.01%
476,380
-20,805
-4% -$662K
LSI
1073
DELISTED
Life Storage, Inc.
LSI
$16.1M 0.01%
150,359
+20,862
+16% +$2.05M
SJI
1074
DELISTED
South Jersey Industries, Inc.
SJI
$16.1M 0.01%
619,877
+68,107
+12% +$1.75M
CADE
1075
DELISTED
Cadence Bancorporation
CADE
$16M 0.01%
768,415
+134,256
+21% +$2.94M
41 42
43
44 45

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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.