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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
CMC icon
851
Commercial Metals
CMC
$7.53B
$24.8M 0.01%
807,205
-124,014
-13% -$3.84M
ZEN
852
DELISTED
ZENDESK INC
ZEN
$24.7M 0.01%
171,288
+14,072
+9% +$1.99M
ZNGA
853
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$24.7M 0.01%
2,324,429
+238,816
+11% +$2.52M
TNL icon
854
Travel + Leisure Co
TNL
$4.68B
$24.7M 0.01%
415,038
-12,437
-3% -$788K
PTEN icon
855
Patterson-UTI
PTEN
$3.57B
$24.7M 0.01%
2,479,959
-237,677
-9% -$2.01M
ANF icon
856
Abercrombie & Fitch
ANF
$4.41B
$24.6M 0.01%
529,935
-173,763
-25% -$7M
IHG icon
857
InterContinental Hotels
IHG
$23.5B
$24.6M 0.01%
368,342
+36,242
+11% +$2.56M
WF icon
858
Woori Financial
WF
$16.4B
$24.5M 0.01%
810,176
+24,522
+3% +$723K
ZS icon
859
Zscaler
ZS
$23.8B
$24.5M 0.01%
113,182
+5,089
+5% +$968K
AXTA icon
860
Axalta
AXTA
$7.22B
$24.4M 0.01%
801,887
+21,801
+3% +$690K
DISCK
861
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$24.4M 0.01%
842,294
+115,053
+16% +$3.57M
ACIW icon
862
ACI Worldwide
ACIW
$5.88B
$24.4M 0.01%
656,619
-39,879
-6% -$1.56M
ELAN icon
863
Elanco Animal Health
ELAN
$12.7B
$24.4M 0.01%
702,281
+140,985
+25% +$4.65M
NUAN
864
DELISTED
Nuance Communications, Inc.
NUAN
$24.3M 0.01%
445,808
+19,921
+5% +$1.05M
ENOV icon
865
Enovis
ENOV
$1.63B
$24.2M 0.01%
307,377
+14,405
+5% +$1.1M
EAT icon
866
Brinker International
EAT
$8.38B
$24.2M 0.01%
390,561
-43,331
-10% -$2.74M
WBD icon
867
Warner Bros
WBD
$63.4B
$24.1M 0.01%
786,708
-43,537
-5% -$1.51M
STNE icon
868
StoneCo
STNE
$2.65B
$24.1M 0.01%
359,572
-8,025
-2% -$520K
NTES icon
869
NetEase
NTES
$79.2B
$24.1M 0.01%
209,109
-36,267
-15% -$3.99M
SEIC icon
870
SEI Investments
SEIC
$12.2B
$24M 0.01%
387,926
+6,491
+2% +$405K
CBT icon
871
Cabot Corp
CBT
$4.61B
$24M 0.01%
420,719
+1,865
+0.4% +$110K
BGY icon
872
BlackRock Enhanced International Dividend Trust
BGY
$515M
$23.9M 0.01%
3,653,639
-613,022
-14% -$3.91M
SPEM icon
873
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.1B
$23.8M 0.01%
523,792
+87,386
+20% +$3.91M
AEL
874
DELISTED
American Equity Investment Life Holding Company
AEL
$23.8M 0.01%
737,072
+27,905
+4% +$881K
GIB icon
875
CGI
GIB
$14.5B
$23.7M 0.01%
261,827
-250
-0.1% -$22.2K
33 34
35
36 37

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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.