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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
F icon
101
Ford
F
$57.3B
$317M 0.18%
21,322,752
+5,849,342
+38% +$77.8M
MU icon
102
Micron Technology
MU
$1.04T
$314M 0.18%
3,695,924
-314,953
-8% -$26.6M
VTI icon
103
Vanguard Total Stock Market ETF
VTI
$654B
$311M 0.17%
1,397,893
-1,616
-0.1% -$351K
PLD icon
104
Prologis
PLD
$138B
$310M 0.17%
2,594,979
+142,291
+6% +$16.6M
ETN icon
105
Eaton
ETN
$157B
$309M 0.17%
2,082,855
+38,548
+2% +$5.56M
EBAY icon
106
eBay
EBAY
$48.6B
$308M 0.17%
4,383,245
+8,074
+0.2% +$506K
COP icon
107
ConocoPhillips
COP
$147B
$307M 0.17%
5,041,772
-314,882
-6% -$17.5M
LMT icon
108
Lockheed Martin
LMT
$134B
$306M 0.17%
808,547
+28,596
+4% +$11M
CCI icon
109
Crown Castle
CCI
$32.7B
$306M 0.17%
1,567,772
+27,998
+2% +$5.24M
BKNG icon
110
Booking.com
BKNG
$138B
$303M 0.17%
3,464,200
+272,350
+9% +$25.4M
DG icon
111
Dollar General
DG
$25.9B
$298M 0.17%
1,377,187
+17,369
+1% +$3.65M
APD icon
112
Air Products & Chemicals
APD
$66.3B
$292M 0.16%
1,013,801
-3,426
-0.3% -$1.01M
MRSH
113
Marsh
MRSH
$86.3B
$289M 0.16%
2,055,492
+67,618
+3% +$9.07M
COF icon
114
Capital One
COF
$124B
$285M 0.16%
1,843,293
+35,258
+2% +$5.32M
SYK icon
115
Stryker
SYK
$127B
$282M 0.16%
1,086,105
+21,425
+2% +$5.48M
PNC icon
116
PNC Financial Services
PNC
$100B
$282M 0.16%
1,477,532
-76,139
-5% -$14.3M
FIS icon
117
Fidelity National Information Services
FIS
$21.5B
$279M 0.16%
1,971,698
+101,290
+5% +$15M
HUM icon
118
Humana
HUM
$46.7B
$279M 0.16%
629,973
-40,501
-6% -$17.7M
EL icon
119
Estee Lauder
EL
$29B
$278M 0.16%
875,148
+15,064
+2% +$4.57M
USB icon
120
US Bancorp
USB
$99.6B
$276M 0.15%
4,846,351
+216,132
+5% +$12.7M
DUK icon
121
Duke Energy
DUK
$102B
$274M 0.15%
2,778,602
+174,503
+7% +$17.5M
TMUS icon
122
T-Mobile US
TMUS
$193B
$274M 0.15%
1,891,592
+60,510
+3% +$8.34M
ADI icon
123
Analog Devices
ADI
$181B
$273M 0.15%
1,584,647
+77,957
+5% +$12.5M
CI icon
124
Cigna
CI
$76.6B
$270M 0.15%
1,137,149
+29,312
+3% +$7.32M
TFC icon
125
Truist Financial
TFC
$63.2B
$267M 0.15%
4,814,403
+47,202
+1% +$2.77M
3 4
5
6 7

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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.