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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
IX icon
526
ORIX
IX
$44.1B
$54.3M 0.03%
3,207,450
+161,515
+5% +$2.76M
LDOS icon
527
Leidos
LDOS
$14.3B
$54M 0.03%
533,676
-5,707
-1% -$586K
FBIN icon
528
Fortune Brands Innovations
FBIN
$6.15B
$53.9M 0.03%
633,537
+11,760
+2% +$1.03M
BOE icon
529
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$53.8M 0.03%
4,285,452
-128,188
-3% -$1.56M
IPG
530
DELISTED
Interpublic Group of Companies
IPG
$53.7M 0.03%
1,652,594
+119,297
+8% +$3.81M
MUFG icon
531
Mitsubishi UFJ Financial
MUFG
$261B
$53.7M 0.03%
9,903,273
-235,737
-2% -$1.31M
AGCO icon
532
AGCO
AGCO
$8.68B
$53.6M 0.03%
410,942
-926
-0.2% -$130K
TPR icon
533
Tapestry
TPR
$29.2B
$53.4M 0.03%
1,227,029
+287,878
+31% +$12.8M
NCLH icon
534
Norwegian Cruise Line
NCLH
$9.16B
$53.1M 0.03%
1,806,935
+305,467
+20% +$9.21M
TD icon
535
Toronto Dominion Bank
TD
$198B
$53.1M 0.03%
757,324
+51,996
+7% +$3.64M
CTLT
536
DELISTED
CATALENT, INC.
CTLT
$53M 0.03%
490,317
+26,441
+6% +$2.83M
TEAM icon
537
Atlassian
TEAM
$23.9B
$52.7M 0.03%
205,314
+9,722
+5% +$2.28M
WRK
538
DELISTED
WestRock Company
WRK
$52.7M 0.03%
989,627
-19,077
-2% -$1.07M
LNT icon
539
Alliant Energy
LNT
$19.2B
$52.5M 0.03%
941,276
+69,030
+8% +$3.91M
CRH icon
540
CRH
CRH
$68B
$52.3M 0.03%
1,028,367
-22,087
-2% -$1.1M
SNA icon
541
Snap-on
SNA
$21B
$52.2M 0.03%
233,781
+19,993
+9% +$4.79M
AA icon
542
Alcoa
AA
$11.6B
$52.2M 0.03%
1,417,816
-12,555
-0.9% -$456K
XEC
543
DELISTED
CIMAREX ENERGY CO
XEC
$52.2M 0.03%
720,569
-47,055
-6% -$3.18M
COO icon
544
Cooper Companies
COO
$13.9B
$51.9M 0.03%
523,776
+21,068
+4% +$2.06M
TEVA icon
545
Teva Pharmaceuticals
TEVA
$36.2B
$51.3M 0.03%
5,183,181
-223,542
-4% -$2.37M
ERIC icon
546
Ericsson
ERIC
$31.5B
$51.2M 0.03%
4,070,043
+202,469
+5% +$2.71M
SPR
547
DELISTED
Spirit AeroSystems
SPR
$51.1M 0.03%
1,083,495
-33,653
-3% -$1.59M
ALK icon
548
Alaska Air
ALK
$5.29B
$51M 0.03%
845,378
+6,427
+0.8% +$434K
FL
549
DELISTED
Foot Locker
FL
$51M 0.03%
826,924
-17,860
-2% -$1.08M
DPZ icon
550
Domino's
DPZ
$11.5B
$50.9M 0.03%
109,062
+8,724
+9% +$3.7M
20 21
22
23 24

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MCM
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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.