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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
SKM icon
676
SK Telecom
SKM
$13.5B
$38M 0.02%
733,977
+38,870
+6% +$1.98M
BBL
677
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$37.9M 0.02%
635,173
+43,568
+7% +$2.66M
CCK icon
678
Crown Holdings
CCK
$12.9B
$37.8M 0.02%
369,690
+29,043
+9% +$3.06M
USFD icon
679
US Foods
USFD
$21.9B
$37.7M 0.02%
983,002
+5,888
+0.6% +$228K
VT icon
680
Vanguard Total World Stock ETF
VT
$76.4B
$37.5M 0.02%
361,960
-20
-0% -$2.04K
SEE
681
DELISTED
Sealed Air
SEE
$37.3M 0.02%
630,228
+83,784
+15% +$4.52M
CZR icon
682
Caesars Entertainment
CZR
$6.1B
$37.1M 0.02%
357,314
+172,124
+93% +$17.4M
SUI icon
683
Sun Communities
SUI
$15B
$37.1M 0.02%
216,217
+37,703
+21% +$6.25M
CTRA
684
DELISTED
Coterra Energy
CTRA
$37M 0.02%
2,117,122
-321,568
-13% -$5.47M
AIZ icon
685
Assurant
AIZ
$13.7B
$36.9M 0.02%
236,467
+10,823
+5% +$1.69M
BNS icon
686
Scotiabank
BNS
$106B
$36.9M 0.02%
566,907
+16,119
+3% +$1.04M
NWSA icon
687
News Corp Class A
NWSA
$14.8B
$36.8M 0.02%
1,428,138
+341,193
+31% +$9M
MANH icon
688
Manhattan Associates
MANH
$9.42B
$36.8M 0.02%
254,043
+21,078
+9% +$2.81M
APA icon
689
APA Corp
APA
$12.3B
$36.7M 0.02%
1,696,357
-91,002
-5% -$1.87M
CCEP icon
690
Coca-Cola Europacific Partners
CCEP
$48.1B
$36.7M 0.02%
618,471
-67,303
-10% -$3.92M
BURL icon
691
Burlington
BURL
$22.5B
$36.5M 0.02%
113,497
+7,959
+8% +$2.53M
CSL icon
692
Carlisle Companies
CSL
$13.8B
$36.4M 0.02%
190,195
+33
+0% +$6.14K
SM icon
693
SM Energy
SM
$7.26B
$36.3M 0.02%
1,475,793
-578,344
-28% -$11.2M
JD icon
694
JD.com
JD
$41.8B
$36M 0.02%
451,248
-93,299
-17% -$7.02M
CHKP icon
695
Check Point Software Technologies
CHKP
$13.6B
$36M 0.02%
309,904
+35,210
+13% +$4.15M
HWM icon
696
Howmet Aerospace
HWM
$115B
$35.9M 0.02%
1,041,708
+205,061
+25% +$6.84M
SGEN
697
DELISTED
Seagen Inc. Common Stock
SGEN
$35.8M 0.02%
227,033
+16,107
+8% +$2.39M
HOLX
698
DELISTED
Hologic
HOLX
$35.8M 0.02%
536,499
-7,790
-1% -$521K
XLE icon
699
State Street Energy Select Sector SPDR ETF
XLE
$38.8B
$35.8M 0.02%
1,327,454
+3,582
+0.3% +$93.1K
LSTR icon
700
Landstar System
LSTR
$6.5B
$35.7M 0.02%
226,080
+11,710
+5% +$1.97M
26 27
28
29 30

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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.