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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
LPL icon
826
LG Display
LPL
$3.14B
$25.9M 0.01%
2,423,097
+8,640
+0.4% +$92.2K
MMT
827
Aberdeen Multi-Market Income Fund
MMT
$238M
$25.9M 0.01%
4,143,270
+119,443
+3% +$766K
ELS icon
828
Equity Lifestyle Properties
ELS
$12.6B
$25.9M 0.01%
348,384
+57,246
+20% +$4.05M
OMCL icon
829
Omnicell
OMCL
$1.89B
$25.8M 0.01%
170,528
+16,819
+11% +$2.34M
CASY icon
830
Casey's General Stores
CASY
$31.6B
$25.8M 0.01%
132,312
+12,812
+11% +$2.76M
WEX icon
831
WEX
WEX
$6.07B
$25.7M 0.01%
132,669
+692
+0.5% +$142K
ASX icon
832
ASE Group
ASX
$80.2B
$25.7M 0.01%
3,195,586
+137,915
+5% +$1.11M
OC icon
833
Owens Corning
OC
$11.6B
$25.7M 0.01%
262,028
+8,342
+3% +$833K
MMS icon
834
Maximus
MMS
$3.2B
$25.6M 0.01%
291,370
+21,630
+8% +$1.98M
RGEN icon
835
Repligen
RGEN
$7.39B
$25.6M 0.01%
128,246
+1,799
+1% +$349K
NYT icon
836
New York Times
NYT
$11.7B
$25.6M 0.01%
587,131
-126
-0% -$5.61K
SR icon
837
Spire
SR
$4.87B
$25.5M 0.01%
352,689
+31,154
+10% +$2.32M
X
838
DELISTED
US Steel
X
$25.5M 0.01%
1,060,611
-76,914
-7% -$1.89M
CNO icon
839
CNO Financial Group
CNO
$4.96B
$25.4M 0.01%
1,075,502
-10,490
-1% -$268K
PPBI
840
DELISTED
Pacific Premier Bancorp
PPBI
$25.4M 0.01%
599,483
+20,819
+4% +$924K
SON icon
841
Sonoco
SON
$5.8B
$25.3M 0.01%
378,861
+29,070
+8% +$1.93M
Z icon
842
Zillow
Z
$7.32B
$25.2M 0.01%
206,500
-7,270
-3% -$885K
MCR
843
DELISTED
MFS Charter Income Trust
MCR
$25.2M 0.01%
2,878,593
+36,184
+1% +$316K
MFC icon
844
Manulife Financial
MFC
$73.2B
$25.1M 0.01%
1,274,817
+72,373
+6% +$1.52M
GNTX icon
845
Gentex
GNTX
$4.88B
$25M 0.01%
756,406
+33,662
+5% +$1.17M
PDCE
846
DELISTED
PDC Energy, Inc.
PDCE
$25M 0.01%
546,467
+19,279
+4% +$788K
RPM icon
847
RPM International
RPM
$13.8B
$25M 0.01%
281,466
+1,028
+0.4% +$95.7K
IGD
848
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$506M
$24.9M 0.01%
4,180,430
-269,058
-6% -$1.59M
HE icon
849
Hawaiian Electric Industries
HE
$2.28B
$24.8M 0.01%
587,295
+13,370
+2% +$579K
SYNH
850
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$24.8M 0.01%
277,417
-8,186
-3% -$692K
32 33
34
35 36

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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.