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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
MRVL icon
301
Marvell Technology
MRVL
$174B
$113M 0.06%
1,937,047
+198,117
+11% +$9.68M
TSN icon
302
Tyson Foods
TSN
$20.2B
$112M 0.06%
1,521,235
+51,887
+4% +$4.03M
AME icon
303
Ametek
AME
$55.5B
$112M 0.06%
839,395
-8,299
-1% -$1.11M
NUE icon
304
Nucor
NUE
$56.4B
$112M 0.06%
1,163,678
+22,968
+2% +$2.15M
VFC icon
305
VF Corp
VFC
$6.68B
$111M 0.06%
1,358,875
+108,043
+9% +$9.01M
DXCM icon
306
DexCom
DXCM
$27.6B
$111M 0.06%
1,038,472
+66,708
+7% +$6.41M
XYZ
307
Block Inc
XYZ
$45.9B
$110M 0.06%
449,959
+45,623
+11% +$10.6M
WBK
308
DELISTED
Westpac Banking Corporation
WBK
$110M 0.06%
5,674,948
+335,946
+6% +$6.69M
SRE icon
309
Sempra
SRE
$60.8B
$109M 0.06%
1,640,596
+100,968
+7% +$6.91M
WDC icon
310
Western Digital
WDC
$179B
$108M 0.06%
1,999,777
+31,350
+2% +$1.7M
SHOP icon
311
Shopify
SHOP
$148B
$108M 0.06%
736,270
+108,060
+17% +$13.3M
TWLO icon
312
Twilio
TWLO
$29.1B
$107M 0.06%
272,369
+26,501
+11% +$9.2M
SWKS icon
313
Skyworks Solutions
SWKS
$9.06B
$107M 0.06%
558,814
+5,529
+1% +$981K
KMI icon
314
Kinder Morgan
KMI
$73.1B
$107M 0.06%
5,862,910
+363,488
+7% +$6.48M
CTSH icon
315
Cognizant
CTSH
$21.5B
$107M 0.06%
1,543,021
-136,532
-8% -$10.2M
NFJ
316
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$106M 0.06%
7,045,980
+393,339
+6% +$5.73M
RMD icon
317
ResMed
RMD
$28.3B
$106M 0.06%
429,913
+18,734
+5% +$3.94M
KEYS icon
318
Keysight
KEYS
$54.5B
$105M 0.06%
680,227
+30,998
+5% +$4.5M
ES icon
319
Eversource Energy
ES
$28.2B
$105M 0.06%
1,304,946
+2,283
+0.2% +$192K
MRNA icon
320
Moderna
MRNA
$21.5B
$104M 0.06%
441,248
+25,332
+6% +$4.53M
EWY icon
321
iShares MSCI South Korea ETF
EWY
$21.7B
$103M 0.06%
1,110,139
+200,594
+22% +$18.5M
TXT icon
322
Textron
TXT
$16.6B
$103M 0.06%
1,493,320
+149,231
+11% +$9.65M
PXD
323
DELISTED
Pioneer Natural Resource Co.
PXD
$103M 0.06%
631,095
+26,529
+4% +$4.17M
DOC icon
324
Healthpeak Properties
DOC
$15.4B
$102M 0.06%
3,076,129
+6,837
+0.2% +$229K
CHD icon
325
Church & Dwight Co
CHD
$23.1B
$102M 0.06%
1,199,019
+46,310
+4% +$4.01M
11 12
13
14 15

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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.