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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
LBTYA icon
1426
Liberty Global Class A
LBTYA
$3.49B
$9.61M 0.01%
353,633
-2,465
-0.7% -$66.5K
KMF
1427
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$9.6M 0.01%
1,267,647
+201,188
+19% +$1.42M
BLKB icon
1428
Blackbaud
BLKB
$1.65B
$9.59M 0.01%
125,278
+2,811
+2% +$203K
ARCB icon
1429
ArcBest
ARCB
$3.33B
$9.59M 0.01%
164,808
+4,496
+3% +$322K
ODP
1430
DELISTED
ODP
ODP
$9.57M 0.01%
199,369
-52,787
-21% -$2.33M
GENI icon
1431
Genius Sports
GENI
$1.95B
$9.57M 0.01%
+509,916
New +$10.1M
SABR icon
1432
Sabre
SABR
$743M
$9.53M 0.01%
763,204
+74,520
+11% +$1.05M
TV icon
1433
Televisa
TV
$1.47B
$9.5M 0.01%
665,574
-144,830
-18% -$1.86M
WRI
1434
DELISTED
Weingarten Realty Investors
WRI
$9.46M 0.01%
295,045
-2,953
-1% -$93K
QSR icon
1435
Restaurant Brands International
QSR
$26B
$9.45M 0.01%
146,654
+15,959
+12% +$1.08M
SQM icon
1436
Sociedad Química y Minera de Chile
SQM
$19.1B
$9.44M 0.01%
199,357
+4,415
+2% +$218K
BKH icon
1437
Black Hills Corp
BKH
$5.69B
$9.43M 0.01%
143,667
-31,152
-18% -$2.12M
MNDT
1438
DELISTED
Mandiant, Inc. Common Stock
MNDT
$9.41M 0.01%
465,636
+82,976
+22% +$1.7M
RMBS icon
1439
Rambus
RMBS
$9.49B
$9.38M 0.01%
395,407
+84,708
+27% +$1.7M
ESTC icon
1440
Elastic
ESTC
$6.46B
$9.37M 0.01%
64,275
+11,769
+22% +$1.47M
PLCE icon
1441
Children's Place
PLCE
$55.8M
$9.36M 0.01%
100,610
+20,643
+26% +$1.75M
DOC
1442
DELISTED
PHYSICIANS REALTY TRUST
DOC
$9.35M 0.01%
506,305
+36,610
+8% +$681K
DSU icon
1443
BlackRock Debt Strategies Fund
DSU
$592M
$9.34M 0.01%
815,746
-237,520
-23% -$2.65M
AMKR icon
1444
Amkor Technology
AMKR
$11.3B
$9.33M 0.01%
394,286
-55,123
-12% -$1.23M
NWE icon
1445
NorthWestern Energy
NWE
$4.45B
$9.32M 0.01%
154,815
-2,209
-1% -$144K
BMI icon
1446
Badger Meter
BMI
$3.9B
$9.29M 0.01%
94,639
+6,235
+7% +$589K
ABNB icon
1447
PUT
Airbnb
ABNB
$90.9B
$9.27M 0.01%
+7,250
New +$1.14M
GIII icon
1448
G-III Apparel Group
GIII
$1.55B
$9.26M 0.01%
281,843
+28,401
+11% +$919K
SXI icon
1449
Standex International
SXI
$3.56B
$9.26M 0.01%
97,580
+10,952
+13% +$1.06M
ESNT icon
1450
Essent Group
ESNT
$6.21B
$9.25M 0.01%
205,832
+1,359
+0.7% +$65.9K
56 57
58
59 60

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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.