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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
MUI
426
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$75.2M 0.04%
4,806,702
-175,481
-4% -$2.7M
WTW icon
427
Willis Towers Watson
WTW
$27.9B
$74.8M 0.04%
325,074
+8,608
+3% +$2.14M
STLD icon
428
Steel Dynamics
STLD
$35.6B
$74.7M 0.04%
1,253,003
-132,406
-10% -$7.77M
SMFG icon
429
Sumitomo Mitsui Financial
SMFG
$166B
$74.7M 0.04%
10,836,426
+570,208
+6% +$4.09M
AKAM icon
430
Akamai
AKAM
$16.8B
$74.6M 0.04%
639,956
+22,363
+4% +$2.49M
HST icon
431
Host Hotels & Resorts
HST
$16.8B
$74.3M 0.04%
4,350,138
+727,286
+20% +$12.7M
IT icon
432
Gartner
IT
$9.41B
$73.8M 0.04%
304,665
+16,328
+6% +$3.57M
MLM icon
433
Martin Marietta Materials
MLM
$33.6B
$73.8M 0.04%
209,677
+9,944
+5% +$3.54M
DRI icon
434
Darden Restaurants
DRI
$22.5B
$73.7M 0.04%
504,520
+14,491
+3% +$2.04M
DGX icon
435
Quest Diagnostics
DGX
$25.1B
$72.9M 0.04%
552,694
+34,840
+7% +$4.56M
FFIV icon
436
F5
FFIV
$22.1B
$72.8M 0.04%
390,228
-5,699
-1% -$1.1M
AJG icon
437
Arthur J. Gallagher & Co
AJG
$63.7B
$72.8M 0.04%
519,424
+27,965
+6% +$3.95M
ABB
438
DELISTED
ABB Ltd
ABB
$72.3M 0.04%
2,127,788
+71,577
+3% +$2.39M
ETSY icon
439
Etsy
ETSY
$7.65B
$72M 0.04%
349,738
+20,711
+6% +$3.83M
EFV icon
440
iShares MSCI EAFE Value ETF
EFV
$27.6B
$72M 0.04%
1,390,303
+780
+0.1% +$41.3K
MTCH icon
441
Match Group
MTCH
$8.84B
$71.8M 0.04%
445,406
+12,736
+3% +$1.87M
ODFL icon
442
Old Dominion Freight Line
ODFL
$48.5B
$71.1M 0.04%
559,988
+33,344
+6% +$4.27M
NET icon
443
Cloudflare
NET
$93B
$70.8M 0.04%
668,967
-23,871
-3% -$1.98M
EMD
444
Western Asset Emerging Markets Debt Fund
EMD
$609M
$70.7M 0.04%
5,045,367
-290,187
-5% -$4M
VOYA icon
445
Voya Financial
VOYA
$8.94B
$70.7M 0.04%
1,149,087
-53,202
-4% -$3.5M
BR icon
446
Broadridge
BR
$17.2B
$69.8M 0.04%
431,895
+6,940
+2% +$1.11M
GT icon
447
Goodyear
GT
$2.07B
$69.5M 0.04%
4,051,223
+870,813
+27% +$16M
BCS icon
448
Barclays
BCS
$94.1B
$69.4M 0.04%
7,192,198
+83,460
+1% +$852K
CINF icon
449
Cincinnati Financial
CINF
$28.3B
$69.2M 0.04%
593,670
+28,450
+5% +$3.28M
WY icon
450
Weyerhaeuser
WY
$17.3B
$69M 0.04%
2,004,371
+75,781
+4% +$2.81M
16 17
18
19 20

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AF
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MCM
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PSUF
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IA
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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.