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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
CPAY icon
476
Corpay
CPAY
$24.8B
$63M 0.04%
245,975
+473
+0.2% +$131K
EIX icon
477
Edison International
EIX
$30.3B
$62.9M 0.04%
1,088,370
+28,167
+3% +$1.64M
PINS icon
478
Pinterest
PINS
$13.2B
$62.8M 0.04%
794,877
+52,078
+7% +$3.63M
IEX icon
479
IDEX
IEX
$16.6B
$62.7M 0.04%
284,869
+5,854
+2% +$1.29M
TTWO icon
480
Take-Two Interactive
TTWO
$45.3B
$62.6M 0.04%
353,666
+13,710
+4% +$2.43M
NRG icon
481
NRG Energy
NRG
$28.8B
$62.5M 0.04%
1,549,626
+26,875
+2% +$974K
NGG icon
482
National Grid
NGG
$81.6B
$62.3M 0.03%
1,102,203
+71,018
+7% +$4.04M
HES
483
DELISTED
Hess
HES
$62M 0.03%
709,945
+14,177
+2% +$1.14M
ETR icon
484
Entergy
ETR
$53.1B
$61.8M 0.03%
1,240,490
+70,718
+6% +$3.73M
RY icon
485
Royal Bank of Canada
RY
$291B
$61.8M 0.03%
609,628
+23,345
+4% +$2.31M
CSGP icon
486
CoStar Group
CSGP
$11.9B
$61.4M 0.03%
741,751
+16,161
+2% +$1.4M
ARE icon
487
Alexandria Real Estate Equities
ARE
$8.96B
$61.3M 0.03%
337,157
+20,272
+6% +$3.63M
VXUS icon
488
Vanguard Total International Stock ETF
VXUS
$153B
$61.1M 0.03%
930,869
-124
-0% -$8.12K
EPAM icon
489
EPAM Systems
EPAM
$4.92B
$60.7M 0.03%
118,815
+17,249
+17% +$8.08M
PUK icon
490
Prudential
PUK
$36.6B
$60.7M 0.03%
1,642,633
+68,297
+4% +$2.8M
AAP icon
491
Advance Auto Parts
AAP
$3.48B
$60.6M 0.03%
295,278
+23,275
+9% +$4.57M
TER icon
492
Teradyne
TER
$52.4B
$60.3M 0.03%
450,268
+62,701
+16% +$8.02M
BG icon
493
Bunge Global
BG
$22.8B
$60.1M 0.03%
768,523
-12,841
-2% -$1.08M
OKTA icon
494
Okta
OKTA
$23.9B
$60M 0.03%
245,060
+22,452
+10% +$5.42M
YUMC icon
495
Yum China
YUMC
$15.3B
$59.4M 0.03%
896,701
+6,844
+0.8% +$437K
J icon
496
Jacobs Solutions
J
$16B
$59.2M 0.03%
536,396
+29,156
+6% +$3.3M
RHI icon
497
Robert Half
RHI
$4.07B
$59.1M 0.03%
664,464
+32,082
+5% +$2.8M
JHX icon
498
James Hardie Industries
JHX
$15.5B
$59M 0.03%
1,724,769
+10,182
+0.6% +$341K
CNI icon
499
Canadian National Railway
CNI
$78B
$58.7M 0.03%
556,107
-39,493
-7% -$4.36M
PKG icon
500
Packaging Corp of America
PKG
$22.5B
$58.7M 0.03%
433,248
+5,025
+1% +$723K
18 19
20
21 22

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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.