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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
GIS icon
226
General Mills
GIS
$19.2B
$149M 0.08%
2,450,372
-92,773
-4% -$5.74M
IWD icon
227
iShares Russell 1000 Value ETF
IWD
$82B
$149M 0.08%
938,530
+36,861
+4% +$5.84M
MNST icon
228
Monster Beverage
MNST
$91.4B
$147M 0.08%
3,218,270
+164,712
+5% +$7.73M
RF icon
229
Regions Financial
RF
$26.3B
$147M 0.08%
7,267,985
+36,271
+0.5% +$784K
SLB icon
230
SLB Ltd
SLB
$77.8B
$146M 0.08%
4,568,217
+29,977
+0.7% +$921K
SWK icon
231
Stanley Black & Decker
SWK
$14.2B
$145M 0.08%
707,933
-13,395
-2% -$2.78M
CCL icon
232
Carnival Corporation Ltd
CCL
$36.1B
$144M 0.08%
5,456,759
+1,771,122
+48% +$49.6M
ALXN
233
DELISTED
Alexion Pharmaceuticals
ALXN
$143M 0.08%
776,990
-1,002
-0.1% -$172K
SONY icon
234
Sony
SONY
$123B
$142M 0.08%
7,326,605
+250,820
+4% +$5.08M
YUM icon
235
Yum! Brands
YUM
$41B
$142M 0.08%
1,236,844
+31,210
+3% +$3.68M
BEN icon
236
Franklin Resources
BEN
$16.9B
$142M 0.08%
4,431,391
-71,016
-2% -$2.3M
REGN icon
237
Regeneron Pharmaceuticals
REGN
$68.8B
$142M 0.08%
253,770
+13,514
+6% +$6.85M
ADM icon
238
Archer Daniels Midland
ADM
$41.4B
$142M 0.08%
2,335,560
+13,792
+0.6% +$875K
GD icon
239
General Dynamics
GD
$105B
$141M 0.08%
750,193
+23,847
+3% +$4.5M
KEY icon
240
KeyCorp
KEY
$24.3B
$139M 0.08%
6,720,053
+168,925
+3% +$3.67M
IP icon
241
International Paper
IP
$22.3B
$139M 0.08%
2,386,254
+164,008
+7% +$9.36M
EOG icon
242
EOG Resources
EOG
$78B
$138M 0.08%
1,659,806
-10,505
-0.6% -$831K
DHI icon
243
D.R. Horton
DHI
$41B
$138M 0.08%
1,531,568
+82,218
+6% +$7.72M
STT icon
244
State Street
STT
$50.9B
$137M 0.08%
1,670,007
+32,661
+2% +$2.76M
STX icon
245
Seagate
STX
$193B
$137M 0.08%
1,554,704
-21,506
-1% -$1.94M
PAYX icon
246
Paychex
PAYX
$40.4B
$137M 0.08%
1,272,387
+70,370
+6% +$7.08M
OKE icon
247
Oneok
OKE
$58.7B
$136M 0.08%
2,452,432
+94,452
+4% +$5.03M
GWW icon
248
W.W. Grainger
GWW
$65.3B
$136M 0.08%
311,215
+1,286
+0.4% +$567K
PPG icon
249
PPG Industries
PPG
$25.9B
$136M 0.08%
802,128
+33,049
+4% +$5.67M
AEP icon
250
American Electric Power
AEP
$73.7B
$136M 0.08%
1,608,717
+10,232
+0.6% +$881K
8 9
10
11 12

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MCM
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PSUF
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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.