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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
CMA
251
DELISTED
Comerica
CMA
$135M 0.08%
1,896,028
+65,030
+4% +$4.82M
KHC icon
252
Kraft Heinz
KHC
$30.4B
$135M 0.08%
3,308,421
-153,172
-4% -$6.45M
FANG icon
253
Diamondback Energy
FANG
$57.6B
$134M 0.08%
1,432,468
+14,781
+1% +$1.22M
VRSN icon
254
VeriSign
VRSN
$25.3B
$134M 0.08%
587,502
+15,721
+3% +$3.42M
SPY icon
255
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$133M 0.07%
310,603
+10,201
+3% +$4.26M
LNC icon
256
Lincoln National
LNC
$7.91B
$133M 0.07%
2,115,248
-67,153
-3% -$4.43M
CNC icon
257
Centene
CNC
$31.3B
$133M 0.07%
1,819,335
+150,772
+9% +$10.3M
BHP icon
258
BHP
BHP
$213B
$132M 0.07%
2,038,495
+55,039
+3% +$3.64M
STZ icon
259
Constellation Brands
STZ
$22.2B
$132M 0.07%
566,211
+14,913
+3% +$3.5M
SBAC icon
260
SBA Communications
SBAC
$18.4B
$132M 0.07%
414,152
+5,240
+1% +$1.57M
EMN icon
261
Eastman Chemical
EMN
$7.8B
$132M 0.07%
1,129,781
+14,898
+1% +$1.79M
PSA icon
262
Public Storage
PSA
$60.2B
$132M 0.07%
437,479
+23,597
+6% +$6.62M
TWTR
263
DELISTED
Twitter, Inc.
TWTR
$131M 0.07%
1,907,042
+53,817
+3% +$3.3M
BBBY
264
DELISTED
Bed Bath & Beyond Inc
BBBY
$131M 0.07%
3,939,245
-153,336
-4% -$4.26M
FAST icon
265
Fastenal
FAST
$54B
$130M 0.07%
5,008,670
+163,552
+3% +$4.25M
DXC icon
266
DXC Technology
DXC
$1.63B
$129M 0.07%
3,310,192
+127,553
+4% +$4.55M
COR icon
267
Cencora
COR
$60.3B
$129M 0.07%
1,124,376
+12,870
+1% +$1.52M
PCAR icon
268
PACCAR
PCAR
$69.6B
$128M 0.07%
2,159,151
+23,163
+1% +$1.42M
IQV icon
269
IQVIA
IQV
$34.7B
$127M 0.07%
524,145
+31,477
+6% +$7.27M
ROK icon
270
Rockwell Automation
ROK
$51.4B
$126M 0.07%
441,826
+13,392
+3% +$3.61M
EXPD icon
271
Expeditors International
EXPD
$22.9B
$126M 0.07%
992,780
+85,306
+9% +$10.1M
CTVA icon
272
Corteva
CTVA
$59.7B
$125M 0.07%
2,820,973
+35,158
+1% +$1.62M
CDNS icon
273
Cadence Design Systems
CDNS
$90B
$124M 0.07%
908,102
-2,494
-0.3% -$330K
CTAS icon
274
Cintas
CTAS
$82.4B
$124M 0.07%
1,299,420
+46,548
+4% +$4.13M
KSU
275
DELISTED
Kansas City Southern
KSU
$124M 0.07%
436,584
+1,967
+0.5% +$568K
9 10
11
12 13

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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.