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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
EC icon
1376
Ecopetrol
EC
$32.5B
$10.2M 0.01%
696,079
-74,761
-10% -$954K
BF.A icon
1377
Brown-Forman Class A
BF.A
$13.4B
$10.2M 0.01%
144,344
+1,677
+1% +$119K
SAGE
1378
DELISTED
Sage Therapeutics
SAGE
$10.2M 0.01%
179,119
-14,926
-8% -$1.06M
PRI icon
1379
Primerica
PRI
$10B
$10.2M 0.01%
66,409
+2,453
+4% +$387K
SRC
1380
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$10.1M 0.01%
211,970
+124
+0.1% +$5.81K
FRA icon
1381
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$10.1M 0.01%
765,258
+111,769
+17% +$1.45M
CVE icon
1382
Cenovus Energy
CVE
$51.6B
$10.1M 0.01%
1,056,783
+81,060
+8% +$686K
GWB
1383
DELISTED
Great Western Bancorp, Inc.
GWB
$10.1M 0.01%
308,363
+5,009
+2% +$166K
SITC icon
1384
SITE Centers
SITC
$235M
$10.1M 0.01%
859,121
+67,041
+8% +$768K
GH icon
1385
Guardant Health
GH
$19B
$10.1M 0.01%
81,153
-34,902
-30% -$4.69M
SFNC icon
1386
Simmons First National
SFNC
$3.39B
$10.1M 0.01%
343,482
+8,090
+2% +$242K
UBSI icon
1387
United Bankshares
UBSI
$6.71B
$10.1M 0.01%
275,975
-15,832
-5% -$622K
AWI icon
1388
Armstrong World Industries
AWI
$7.55B
$10.1M 0.01%
93,887
-9,410
-9% -$969K
GNW icon
1389
Genworth Financial
GNW
$3.85B
$10.1M 0.01%
2,580,155
+549,314
+27% +$2.19M
MFA
1390
MFA Financial
MFA
$935M
$10.1M 0.01%
547,765
+298,747
+120% +$5.28M
ESLT icon
1391
Elbit Systems
ESLT
$38.4B
$10.1M 0.01%
77,457
+3,256
+4% +$442K
SPB icon
1392
Spectrum Brands
SPB
$2.08B
$10.1M 0.01%
118,183
+5,936
+5% +$523K
PLXS icon
1393
Plexus
PLXS
$6.69B
$10M 0.01%
109,791
+5,315
+5% +$498K
GDS icon
1394
GDS Holdings
GDS
$6.14B
$10M 0.01%
127,507
-1,554
-1% -$121K
MLKN icon
1395
MillerKnoll
MLKN
$1.61B
$10M 0.01%
212,288
+36,320
+21% +$1.64M
BBT
1396
Beacon Financial Corp
BBT
$2.51B
$9.99M 0.01%
364,508
+14,143
+4% +$359K
BDN
1397
Brandywine Realty Trust
BDN
$521M
$9.99M 0.01%
728,381
-9,834
-1% -$136K
NEOG icon
1398
Neogen
NEOG
$2B
$9.98M 0.01%
216,758
-4,202
-2% -$194K
MDY icon
1399
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$9.97M 0.01%
20,311
+41
+0.2% +$20.2K
TEX icon
1400
Terex
TEX
$7.84B
$9.97M 0.01%
209,419
-25,416
-11% -$1.23M
54 55
56
57 58

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MCM
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PSUF
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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.