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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
SEM
951
DELISTED
Select Medical
SEM
$20.1M 0.01%
881,038
-5,878
-0.7% -$122K
WH icon
952
Wyndham Hotels & Resorts
WH
$5.59B
$20.1M 0.01%
277,431
+4,897
+2% +$362K
HOUS
953
DELISTED
Anywhere Real Estate
HOUS
$20M 0.01%
1,100,373
-364,956
-25% -$6.24M
ARMK icon
954
Aramark
ARMK
$15B
$20M 0.01%
744,647
+66,144
+10% +$1.82M
FLG
955
Flagstar Bank National Association
FLG
$5.79B
$20M 0.01%
605,300
+126,639
+26% +$4.53M
EGP icon
956
EastGroup Properties
EGP
$11.3B
$20M 0.01%
121,544
+3,877
+3% +$614K
SLF icon
957
Sun Life Financial
SLF
$46.7B
$20M 0.01%
387,209
+17,012
+5% +$899K
CNK icon
958
Cinemark Holdings
CNK
$4.08B
$19.9M 0.01%
904,685
+310,523
+52% +$6.89M
SKX
959
DELISTED
Skechers
SKX
$19.8M 0.01%
398,307
+19,763
+5% +$932K
ACM icon
960
Aecom
ACM
$9.68B
$19.8M 0.01%
312,491
+14,318
+5% +$936K
EHC icon
961
Encompass Health
EHC
$11.6B
$19.8M 0.01%
318,619
+34,387
+12% +$2.29M
KFY icon
962
Korn Ferry
KFY
$4.26B
$19.8M 0.01%
272,628
+56,721
+26% +$3.77M
IAA
963
DELISTED
IAA, Inc. Common Stock
IAA
$19.7M 0.01%
361,850
+11,777
+3% +$676K
CABO icon
964
Cable One
CABO
$245M
$19.7M 0.01%
10,314
+737
+8% +$1.33M
CIEN icon
965
Ciena
CIEN
$48.2B
$19.7M 0.01%
345,997
+18,127
+6% +$999K
OTEX icon
966
Open Text
OTEX
$5.98B
$19.7M 0.01%
387,448
-7,254
-2% -$351K
WTRG icon
967
Essential Utilities
WTRG
$11.6B
$19.6M 0.01%
427,953
+14,961
+4% +$702K
PODD icon
968
Insulet
PODD
$11.7B
$19.5M 0.01%
71,128
+9,080
+15% +$2.47M
TRP icon
969
TC Energy
TRP
$70.6B
$19.5M 0.01%
394,136
-4,155
-1% -$208K
TRU icon
970
TransUnion
TRU
$16.3B
$19.5M 0.01%
177,544
-12,040
-6% -$1.26M
NTR icon
971
Nutrien
NTR
$33.2B
$19.4M 0.01%
320,231
+7,601
+2% +$450K
CACI icon
972
CACI
CACI
$11.2B
$19.4M 0.01%
76,059
-1,798
-2% -$464K
BFAM icon
973
Bright Horizons
BFAM
$4.26B
$19.4M 0.01%
131,860
+2,659
+2% +$398K
FHB icon
974
First Hawaiian
FHB
$3.39B
$19.4M 0.01%
683,019
+46,922
+7% +$1.31M
TTEK icon
975
Tetra Tech
TTEK
$8.62B
$19.4M 0.01%
792,775
+112,840
+17% +$2.84M
37 38
39
40 41

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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.