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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
CHTR icon
76
Charter Communications
CHTR
$14.7B
$394M 0.22%
546,150
+25,002
+5% +$16.8M
IBM icon
77
IBM
IBM
$202B
$394M 0.22%
2,809,645
-68,823
-2% -$9.41M
ADP icon
78
Automatic Data Processing
ADP
$100B
$391M 0.22%
1,968,215
+73,768
+4% +$14.3M
AXP icon
79
American Express
AXP
$223B
$391M 0.22%
2,365,918
+137,420
+6% +$21.5M
CAT icon
80
Caterpillar
CAT
$409B
$388M 0.22%
1,783,887
+35,984
+2% +$8.31M
RTX icon
81
RTX Corp
RTX
$287B
$388M 0.22%
4,545,724
+569,290
+14% +$47.9M
LRCX icon
82
Lam Research
LRCX
$382B
$385M 0.22%
5,912,460
+25,970
+0.4% +$1.64M
MCO icon
83
Moody's
MCO
$81.7B
$382M 0.21%
1,054,950
+39,750
+4% +$13.2M
ISRG icon
84
Intuitive Surgical
ISRG
$121B
$381M 0.21%
1,243,941
+60,873
+5% +$17.1M
AMD icon
85
Advanced Micro Devices
AMD
$851B
$360M 0.2%
3,833,710
+56,973
+2% +$4.6M
BA icon
86
Boeing
BA
$165B
$358M 0.2%
1,494,350
+69,298
+5% +$16.8M
ELV icon
87
Elevance Health
ELV
$81.9B
$358M 0.2%
937,255
-6,471
-0.7% -$2.47M
ASML icon
88
ASML
ASML
$675B
$357M 0.2%
516,445
+28,097
+6% +$18.5M
DE icon
89
Deere & Co
DE
$170B
$354M 0.2%
1,003,579
+17,509
+2% +$6.39M
SCHW
90
Charles Schwab
SCHW
$177B
$351M 0.2%
4,819,657
+381,425
+9% +$27M
MDLZ icon
91
Mondelez International
MDLZ
$77.7B
$350M 0.2%
5,600,552
+183,777
+3% +$11.3M
NOW icon
92
ServiceNow
NOW
$102B
$339M 0.19%
3,082,050
+107,295
+4% +$10.9M
IEFA icon
93
iShares Core MSCI EAFE ETF
IEFA
$186B
$337M 0.19%
4,501,937
-848,304
-16% -$64M
ZTS icon
94
Zoetis
ZTS
$31.6B
$335M 0.19%
1,800,006
+81,134
+5% +$14.1M
MO icon
95
Altria Group
MO
$122B
$335M 0.19%
7,017,328
+145,378
+2% +$7.14M
FDX icon
96
FedEx
FDX
$74.5B
$334M 0.19%
1,120,590
+13,375
+1% +$3.97M
KR icon
97
Kroger
KR
$34.8B
$334M 0.19%
8,723,400
-820,915
-9% -$30.9M
TJX icon
98
TJX Companies
TJX
$170B
$332M 0.19%
4,925,861
+56,455
+1% +$3.85M
ITW icon
99
Illinois Tool Works
ITW
$81.4B
$320M 0.18%
1,432,889
+20,336
+1% +$4.66M
SHW icon
100
Sherwin-Williams
SHW
$78.3B
$317M 0.18%
1,164,107
-7,027
-0.6% -$1.93M
2 3
4
5 6

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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.