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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
RCI icon
1276
Rogers Communications
RCI
$18.8B
$11.5M 0.01%
217,075
+29,354
+16% +$1.48M
AFT
1277
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$11.5M 0.01%
730,381
+44,010
+6% +$675K
RLJ icon
1278
RLJ Lodging Trust
RLJ
$1.89B
$11.5M 0.01%
756,551
+100,570
+15% +$1.57M
CW icon
1279
Curtiss-Wright
CW
$26.9B
$11.5M 0.01%
96,984
+648
+0.7% +$81K
PINC
1280
DELISTED
Premier
PINC
$11.5M 0.01%
329,882
+11,633
+4% +$402K
EDU icon
1281
New Oriental
EDU
$8.08B
$11.4M 0.01%
139,790
-17,310
-11% -$2.1M
IQI icon
1282
Invesco Quality Municipal Securities
IQI
$527M
$11.4M 0.01%
847,428
-126,361
-13% -$1.68M
LXP icon
1283
LXP Industrial Trust
LXP
$3.53B
$11.4M 0.01%
191,322
-6,661
-3% -$405K
LTHM
1284
DELISTED
Livent Corporation
LTHM
$11.4M 0.01%
590,405
+124,971
+27% +$2.27M
SMTC icon
1285
Semtech
SMTC
$10.4B
$11.4M 0.01%
166,012
+7,017
+4% +$464K
COIN icon
1286
Coinbase
COIN
$44.2B
$11.4M 0.01%
+45,023
New +$11.7M
ADC icon
1287
Agree Realty
ADC
$9.74B
$11.3M 0.01%
160,892
+20,316
+14% +$1.42M
JPC icon
1288
Nuveen Preferred & Income Opportunities Fund
JPC
$2.9B
$11.3M 0.01%
1,130,617
+101,986
+10% +$993K
POST icon
1289
Post Holdings
POST
$4.27B
$11.3M 0.01%
158,859
+1,888
+1% +$139K
GPK icon
1290
Graphic Packaging
GPK
$3.45B
$11.3M 0.01%
621,635
-20,721
-3% -$379K
PII icon
1291
Polaris
PII
$4.07B
$11.3M 0.01%
82,321
+3,093
+4% +$419K
AVTR icon
1292
Avantor
AVTR
$8.48B
$11.2M 0.01%
316,720
+61,933
+24% +$2M
VRNT
1293
DELISTED
Verint Systems
VRNT
$11.2M 0.01%
249,355
-6,077
-2% -$282K
PHI icon
1294
PLDT
PHI
$4.32B
$11.2M 0.01%
427,426
+22,067
+5% +$587K
ST icon
1295
Sensata Technologies
ST
$6.8B
$11.2M 0.01%
193,732
+9,517
+5% +$555K
GATX icon
1296
GATX Corp
GATX
$6.6B
$11.2M 0.01%
126,789
-4,847
-4% -$466K
UCTT
1297
Ultra Clean Holdings
UCTT
$3.47B
$11.2M 0.01%
208,435
+17,815
+9% +$954K
NTB icon
1298
Bank of N.T. Butterfield & Son
NTB
$2.37B
$11.2M 0.01%
315,366
+15,781
+5% +$597K
NTCO
1299
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$11.2M 0.01%
492,561
+276,902
+128% +$5.44M
ABCB icon
1300
Ameris Bancorp
ABCB
$5.9B
$11.2M 0.01%
220,677
+2,104
+1% +$113K
50 51
52
53 54

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MCM
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PSUF
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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.