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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
HLT icon
451
Hilton Worldwide
HLT
$74B
$69M 0.04%
571,771
+68,322
+14% +$8.53M
GEN icon
452
Gen Digital
GEN
$15.6B
$69M 0.04%
2,533,140
+39,363
+2% +$980K
NDAQ icon
453
Nasdaq
NDAQ
$51.5B
$68.7M 0.04%
1,172,793
+36,948
+3% +$2.03M
AVY icon
454
Avery Dennison
AVY
$12.3B
$68.7M 0.04%
326,764
-47,723
-13% -$10M
HII icon
455
Huntington Ingalls Industries
HII
$11.3B
$68.4M 0.04%
324,780
+4,371
+1% +$931K
XRAY icon
456
Dentsply Sirona
XRAY
$2.59B
$68.2M 0.04%
1,078,149
+4,856
+0.5% +$320K
IFF icon
457
International Flavors & Fragrances
IFF
$19.4B
$66.6M 0.04%
446,095
+63,334
+17% +$9.09M
KMX icon
458
CarMax
KMX
$8.27B
$66.5M 0.04%
515,182
+3,900
+0.8% +$482K
BTZ icon
459
BlackRock Credit Allocation Income Trust
BTZ
$927M
$66.5M 0.04%
4,266,045
+273,752
+7% +$4.09M
DKS icon
460
Dick's Sporting Goods
DKS
$18.4B
$66.4M 0.04%
663,192
+11,762
+2% +$1.05M
XYL icon
461
Xylem
XYL
$28.5B
$65.8M 0.04%
548,576
+22,548
+4% +$2.57M
ING icon
462
ING
ING
$93.8B
$65.8M 0.04%
4,967,350
-395,710
-7% -$5.19M
VIG icon
463
Vanguard Dividend Appreciation ETF
VIG
$111B
$65.3M 0.04%
421,660
+2,341
+0.6% +$359K
HRL icon
464
Hormel Foods
HRL
$13.9B
$65.2M 0.04%
1,364,783
-3,936
-0.3% -$187K
MTB icon
465
M&T Bank
MTB
$36.2B
$65.1M 0.04%
448,287
+10,326
+2% +$1.61M
MOS icon
466
The Mosaic Company
MOS
$7.09B
$64.7M 0.04%
2,028,254
+102,561
+5% +$3.48M
UBS icon
467
UBS Group
UBS
$170B
$64.7M 0.04%
4,218,420
+208,537
+5% +$3.29M
CDW icon
468
CDW
CDW
$17.1B
$64.5M 0.04%
369,384
+23,791
+7% +$4.1M
RVTY icon
469
Revvity
RVTY
$12.3B
$64.3M 0.04%
416,532
+64,339
+18% +$9.04M
TAP icon
470
Molson Coors Class B
TAP
$7.68B
$63.9M 0.04%
1,190,675
-63,504
-5% -$3.55M
JBHT icon
471
JB Hunt Transport Services
JBHT
$27.1B
$63.9M 0.04%
392,155
-4,330
-1% -$731K
MAS icon
472
Masco
MAS
$16B
$63.6M 0.04%
1,079,039
+18,648
+2% +$1.15M
TAK icon
473
Takeda Pharmaceutical
TAK
$55.1B
$63.5M 0.04%
3,772,537
-64,757
-2% -$1.1M
UAL icon
474
United Airlines
UAL
$38.4B
$63.5M 0.04%
1,213,667
+232,752
+24% +$12.9M
IGR
475
CBRE Global Real Estate Income Fund
IGR
$712M
$63.2M 0.04%
7,178,437
+10,805
+0.2% +$90.8K
17 18
19
20 21

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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.