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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
SBRA icon
1301
Sabra Healthcare REIT
SBRA
$5.61B
$11.2M 0.01%
613,521
+172,816
+39% +$3.08M
FTDR icon
1302
Frontdoor
FTDR
$5.22B
$11.2M 0.01%
224,111
+421
+0.2% +$22.2K
EXEL icon
1303
Exelixis
EXEL
$14.2B
$11.2M 0.01%
612,130
+5,695
+0.9% +$133K
CIM
1304
Chimera Investment
CIM
$1.06B
$11.1M 0.01%
245,982
+81,976
+50% +$3.41M
LGIH icon
1305
LGI Homes
LGIH
$1.43B
$11.1M 0.01%
68,447
+4,217
+7% +$698K
AEM icon
1306
Agnico Eagle Mines
AEM
$71.9B
$11.1M 0.01%
183,217
-18,226
-9% -$1.22M
SC
1307
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$11.1M 0.01%
304,692
+55,209
+22% +$1.92M
RAD
1308
DELISTED
Rite Aid Corporation
RAD
$11.1M 0.01%
677,909
-278,088
-29% -$5.32M
CORE
1309
DELISTED
Core Mark Holding Co., Inc.
CORE
$11M 0.01%
245,033
-47,813
-16% -$2.1M
BRSL
1310
Brightstar Lottery PLC
BRSL
$1.92B
$11M 0.01%
460,271
+56,632
+14% +$1.19M
APPS icon
1311
Digital Turbine
APPS
$1.02B
$11M 0.01%
144,444
+3,266
+2% +$233K
UI icon
1312
Ubiquiti
UI
$32.4B
$11M 0.01%
35,170
-2,539
-7% -$743K
TXRH icon
1313
Texas Roadhouse
TXRH
$13.5B
$11M 0.01%
114,003
+9,403
+9% +$925K
IWF icon
1314
iShares Russell 1000 Growth ETF
IWF
$119B
$11M 0.01%
161,548
-6,380,272
-98% -$411M
VEON icon
1315
VEON
VEON
$3.57B
$10.9M 0.01%
239,247
+17,981
+8% +$793K
FELE icon
1316
Franklin Electric
FELE
$4.85B
$10.9M 0.01%
135,694
+15,647
+13% +$1.28M
AL
1317
DELISTED
Air Lease Corp
AL
$10.9M 0.01%
261,410
+9,529
+4% +$443K
SLAB icon
1318
Silicon Laboratories
SLAB
$7.17B
$10.9M 0.01%
71,157
+11,781
+20% +$1.65M
WKC icon
1319
World Kinect Corp
WKC
$2.06B
$10.9M 0.01%
342,967
+5,710
+2% +$190K
DHC
1320
Diversified Healthcare Trust
DHC
$2.23B
$10.9M 0.01%
2,602,361
+960,751
+59% +$3.97M
FCNCA icon
1321
First Citizens BancShares
FCNCA
$25B
$10.8M 0.01%
12,989
+246
+2% +$210K
CALY
1322
Callaway Golf Company
CALY
$3.28B
$10.8M 0.01%
319,870
-16,666
-5% -$536K
VAC icon
1323
Marriott Vacations Worldwide
VAC
$3.52B
$10.8M 0.01%
67,667
-8,977
-12% -$1.54M
LCII icon
1324
LCI Industries
LCII
$2.62B
$10.8M 0.01%
81,974
+4,634
+6% +$650K
TLK icon
1325
Telkom Indonesia
TLK
$14.2B
$10.8M 0.01%
497,143
+59,779
+14% +$1.38M
51 52
53
54 55

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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.