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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
UBER icon
326
Uber
UBER
$134B
$101M 0.06%
2,023,305
+231,280
+13% +$12.1M
CLX icon
327
Clorox
CLX
$11.6B
$101M 0.06%
563,526
-55,440
-9% -$10.1M
LUMN icon
328
Lumen
LUMN
$6.53B
$101M 0.06%
7,457,118
+409,612
+6% +$5.65M
AGG icon
329
iShares Core US Aggregate Bond ETF
AGG
$138B
$101M 0.06%
878,603
-607,187
-41% -$69.6M
CBRE icon
330
CBRE Group
CBRE
$40.8B
$101M 0.06%
1,175,437
+47,040
+4% +$4.02M
DINO icon
331
HF Sinclair
DINO
$15.9B
$98.9M 0.06%
3,004,893
-25,577
-0.8% -$889K
OXY icon
332
Occidental Petroleum
OXY
$57B
$98M 0.05%
3,134,897
+6,949
+0.2% +$186K
OTIS icon
333
Otis Worldwide
OTIS
$27.4B
$97.6M 0.05%
1,193,314
+82,382
+7% +$6.34M
TTE icon
334
TotalEnergies
TTE
$193B
$97.2M 0.05%
2,147,375
+159,742
+8% +$7.47M
GPC icon
335
Genuine Parts
GPC
$17.1B
$97.2M 0.05%
768,452
+5,012
+0.7% +$631K
RCL icon
336
Royal Caribbean
RCL
$78.7B
$96.4M 0.05%
1,130,460
+101,697
+10% +$8.86M
QRVO icon
337
Qorvo
QRVO
$7.63B
$95.5M 0.05%
488,159
-24,656
-5% -$4.55M
HBAN icon
338
Huntington Bancshares
HBAN
$35.1B
$95.5M 0.05%
6,691,781
+1,851,987
+38% +$28.3M
HSY icon
339
Hershey
HSY
$35.4B
$95.2M 0.05%
546,446
+22,064
+4% +$3.72M
BP icon
340
BP
BP
$113B
$95.2M 0.05%
3,601,771
+294,178
+9% +$7.71M
TSCO icon
341
Tractor Supply
TSCO
$16.3B
$95M 0.05%
2,552,760
+95,875
+4% +$3.51M
WHR icon
342
Whirlpool
WHR
$2.42B
$94.9M 0.05%
435,493
+7,145
+2% +$1.66M
OMC icon
343
Omnicom Group
OMC
$22.7B
$94.6M 0.05%
1,182,053
+59,365
+5% +$4.82M
SJM icon
344
J.M. Smucker
SJM
$12.6B
$94.4M 0.05%
728,220
+32,596
+5% +$4.33M
M icon
345
Macy's
M
$6.15B
$94.2M 0.05%
4,970,736
+412,718
+9% +$7.33M
ANSS
346
DELISTED
Ansys
ANSS
$94.1M 0.05%
271,073
+8,136
+3% +$2.81M
AWK icon
347
American Water Works
AWK
$26.3B
$93.7M 0.05%
607,924
+40,435
+7% +$6.3M
IVZ icon
348
Invesco
IVZ
$13.3B
$93.5M 0.05%
3,498,499
+6,871
+0.2% +$187K
CERN
349
DELISTED
Cerner Corp
CERN
$93.5M 0.05%
1,195,746
+73,624
+7% +$5.66M
GGG icon
350
Graco
GGG
$12.9B
$93.4M 0.05%
1,234,105
+18,762
+2% +$1.41M
12 13
14
15 16

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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.