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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
ACHC icon
1126
Acadia Healthcare
ACHC
$3.01B
$14.8M 0.01%
236,254
-3,402
-1% -$213K
NATI
1127
DELISTED
National Instruments Corp
NATI
$14.8M 0.01%
350,513
+20,159
+6% +$849K
BRX icon
1128
Brixmor Property Group
BRX
$9.77B
$14.8M 0.01%
646,462
+18,214
+3% +$406K
LITE icon
1129
Lumentum
LITE
$50.7B
$14.8M 0.01%
180,009
+51,727
+40% +$4.35M
ETRN
1130
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$14.8M 0.01%
1,733,670
+18,325
+1% +$155K
IMO icon
1131
Imperial Oil
IMO
$60.8B
$14.7M 0.01%
484,492
+5,170
+1% +$156K
URBN icon
1132
Urban Outfitters
URBN
$6.44B
$14.7M 0.01%
357,238
+9,100
+3% +$343K
ROG icon
1133
Rogers Corp
ROG
$2.13B
$14.7M 0.01%
73,307
+3,446
+5% +$658K
THC icon
1134
Tenet Healthcare
THC
$22.6B
$14.7M 0.01%
219,642
-6,800
-3% -$422K
JQC icon
1135
Nuveen Credit Strategies Income Fund
JQC
$702M
$14.7M 0.01%
2,179,650
+565,202
+35% +$3.74M
AIRC
1136
DELISTED
Apartment Income REIT Corp.
AIRC
$14.7M 0.01%
309,737
+23,571
+8% +$1.08M
ALSN icon
1137
Allison Transmission
ALSN
$10B
$14.7M 0.01%
368,992
-110,166
-23% -$4.69M
WOLF icon
1138
Wolfspeed
WOLF
$1.14B
$14.6M 0.01%
149,286
-1,651
-1% -$167K
PBR icon
1139
Petrobras
PBR
$116B
$14.6M 0.01%
1,192,368
+345,658
+41% +$3.39M
LECO icon
1140
Lincoln Electric
LECO
$14.6B
$14.5M 0.01%
110,246
+3,437
+3% +$440K
BRKR icon
1141
Bruker
BRKR
$9.58B
$14.5M 0.01%
190,679
+2,174
+1% +$152K
KTB icon
1142
Kontoor Brands
KTB
$4.87B
$14.5M 0.01%
256,451
+41,095
+19% +$2.52M
BHF icon
1143
Brighthouse Financial
BHF
$3.66B
$14.4M 0.01%
315,877
-31,393
-9% -$1.47M
FBP icon
1144
First Bancorp
FBP
$4.47B
$14.4M 0.01%
1,205,285
+84,779
+8% +$1.04M
WAL icon
1145
Western Alliance Bancorporation
WAL
$9.13B
$14.3M 0.01%
154,243
+8,763
+6% +$869K
TDC icon
1146
Teradata
TDC
$2.75B
$14.3M 0.01%
286,479
-93,354
-25% -$4.25M
LFUS icon
1147
Littelfuse
LFUS
$9.91B
$14.3M 0.01%
56,055
-2,131
-4% -$556K
KT icon
1148
KT
KT
$8.95B
$14.2M 0.01%
1,019,697
-62,894
-6% -$860K
LPX icon
1149
Louisiana-Pacific
LPX
$5.35B
$14.2M 0.01%
235,939
-19,446
-8% -$1.24M
MUSA icon
1150
Murphy USA
MUSA
$11.1B
$14.2M 0.01%
106,604
-5,108
-5% -$706K
44 45
46
47 48

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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.