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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
HOPE icon
1176
Hope Bancorp
HOPE
$1.8B
$13.5M 0.01%
950,211
+40,996
+5% +$621K
HELE icon
1177
Helen of Troy
HELE
$672M
$13.5M 0.01%
59,018
-5,090
-8% -$1.12M
PCG icon
1178
PG&E
PCG
$39.2B
$13.4M 0.01%
1,319,735
-88,751
-6% -$952K
NEU icon
1179
NewMarket
NEU
$7.2B
$13.4M 0.01%
41,537
+3,182
+8% +$1.11M
STOR
1180
DELISTED
STORE Capital Corporation
STOR
$13.3M 0.01%
386,253
+12,913
+3% +$449K
UHAL icon
1181
U-Haul Holding Co
UHAL
$14.3B
$13.3M 0.01%
226,020
-25,540
-10% -$1.5M
ARNC
1182
DELISTED
Arconic Corporation
ARNC
$13.3M 0.01%
372,946
+54,618
+17% +$1.8M
WLK icon
1183
Westlake Corp
WLK
$9.25B
$13.3M 0.01%
147,141
-936
-0.6% -$90.9K
TMX
1184
DELISTED
Terminix Global Holdings, Inc.
TMX
$13.3M 0.01%
277,723
+2,834
+1% +$139K
RPAI
1185
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$13.2M 0.01%
1,154,022
+91,789
+9% +$1.07M
ICUI icon
1186
ICU Medical
ICUI
$4.14B
$13.2M 0.01%
64,160
+932
+1% +$192K
CLH icon
1187
Clean Harbors
CLH
$16B
$13.2M 0.01%
141,461
-8,700
-6% -$791K
FOX icon
1188
Fox Class B
FOX
$21.7B
$13.1M 0.01%
373,540
-962
-0.3% -$34.8K
KLIC icon
1189
Kulicke & Soffa
KLIC
$4.76B
$13.1M 0.01%
214,846
+47,413
+28% +$2.55M
FAF icon
1190
First American
FAF
$8.08B
$13.1M 0.01%
209,976
+30,975
+17% +$1.97M
RUN icon
1191
Sunrun
RUN
$2.3B
$13.1M 0.01%
234,327
+83,377
+55% +$4.03M
OFG icon
1192
OFG Bancorp
OFG
$2.24B
$13.1M 0.01%
590,147
+19,034
+3% +$452K
KTF
1193
DWS Municipal Income Trust
KTF
$346M
$13.1M 0.01%
1,067,319
+4,729
+0.4% +$56.6K
DBRG icon
1194
DigitalBridge
DBRG
$2.93B
$13M 0.01%
412,851
+66,448
+19% +$1.9M
WWE
1195
DELISTED
World Wrestling Entertainment
WWE
$13M 0.01%
225,127
-3,337
-1% -$190K
IIPR icon
1196
Innovative Industrial Properties
IIPR
$1.76B
$13M 0.01%
68,123
+6,817
+11% +$1.25M
KBH icon
1197
KB Home
KBH
$3.54B
$13M 0.01%
318,973
-19,062
-6% -$879K
TECK icon
1198
Teck Resources
TECK
$28.8B
$13M 0.01%
563,043
+11,688
+2% +$266K
OMF icon
1199
OneMain Financial
OMF
$7.19B
$12.9M 0.01%
215,908
+22,794
+12% +$1.29M
CELH icon
1200
Celsius Holdings
CELH
$7.53B
$12.9M 0.01%
509,673
+130,134
+34% +$2.65M
46 47
48
49 50

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MCM
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PSUF
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IA
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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.