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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
MCD icon
51
McDonald's
MCD
$188B
$640M 0.36%
2,769,272
+102,817
+4% +$23.9M
XOM icon
52
ExxonMobil
XOM
$651B
$638M 0.36%
10,112,139
+685,866
+7% +$40.9M
AVGO icon
53
Broadcom
AVGO
$1.82T
$624M 0.35%
13,076,200
+559,250
+4% +$25.9M
UNP icon
54
Union Pacific
UNP
$183B
$621M 0.35%
2,823,039
+33,500
+1% +$7.46M
MDT icon
55
Medtronic
MDT
$107B
$606M 0.34%
4,882,361
+164,894
+3% +$20.7M
CVX icon
56
Chevron
CVX
$388B
$600M 0.34%
5,732,551
+42,249
+0.7% +$4.46M
NEE icon
57
NextEra Energy
NEE
$187B
$595M 0.33%
8,117,636
+174,689
+2% +$13.1M
HON icon
58
Honeywell
HON
$77.1B
$572M 0.32%
2,766,745
+59,749
+2% +$12.6M
T icon
59
AT&T
T
$165B
$529M 0.3%
24,333,191
+557,702
+2% +$12.7M
SBUX icon
60
Starbucks
SBUX
$118B
$518M 0.29%
4,630,285
+211,675
+5% +$23.9M
PM icon
61
Philip Morris
PM
$301B
$512M 0.29%
5,166,772
+250,198
+5% +$24M
C icon
62
Citigroup
C
$222B
$498M 0.28%
7,043,391
+214,816
+3% +$15.9M
VONV icon
63
Vanguard Russell 1000 Value ETF
VONV
$20.4B
$479M 0.27%
+6,880,946
New +$478M
BLK icon
64
Blackrock
BLK
$164B
$478M 0.27%
546,446
+31,550
+6% +$26.6M
MS icon
65
Morgan Stanley
MS
$337B
$474M 0.27%
5,171,475
-80,308
-2% -$6.89M
WFC icon
66
Wells Fargo
WFC
$261B
$473M 0.27%
10,441,275
+854,970
+9% +$38.2M
MMM icon
67
3M
MMM
$89B
$473M 0.26%
2,845,105
+119,855
+4% +$20M
UPS icon
68
United Parcel Service
UPS
$97.6B
$471M 0.26%
2,265,124
+55,640
+3% +$11.1M
LIN icon
69
Linde
LIN
$237B
$459M 0.26%
1,586,966
-93,991
-6% -$27.4M
GILD icon
70
Gilead Sciences
GILD
$161B
$458M 0.26%
6,657,699
+98,987
+2% +$6.61M
SPGI icon
71
S&P Global
SPGI
$126B
$452M 0.25%
1,100,273
+46,674
+4% +$17.9M
CVS icon
72
CVS Health
CVS
$137B
$451M 0.25%
5,402,215
+282,615
+6% +$23.1M
AMT icon
73
American Tower
AMT
$77.7B
$444M 0.25%
1,645,187
+85,879
+6% +$21.9M
GS icon
74
Goldman Sachs
GS
$313B
$409M 0.23%
1,076,967
+11,438
+1% +$4.09M
IEMG icon
75
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$395M 0.22%
5,891,248
+780,223
+15% +$51.4M
1 2
3
4 5

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MCM
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PSUF
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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.