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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
UL icon
126
Unilever
UL
$131B
$262M 0.15%
3,988,312
+164,823
+4% +$11M
VNQ icon
127
Vanguard Real Estate ETF
VNQ
$39.9B
$259M 0.15%
2,541,008
+43,252
+2% +$4.29M
CME icon
128
CME Group
CME
$92.2B
$259M 0.14%
1,215,583
+62,942
+5% +$13.3M
HCA icon
129
HCA Healthcare
HCA
$84.8B
$258M 0.14%
1,246,760
+38,315
+3% +$7.81M
NVS icon
130
Novartis
NVS
$295B
$257M 0.14%
2,815,920
+133,415
+5% +$11.9M
ICE icon
131
Intercontinental Exchange
ICE
$82.4B
$256M 0.14%
2,152,616
+59,605
+3% +$6.86M
ATVI
132
DELISTED
Activision Blizzard
ATVI
$255M 0.14%
2,675,940
-115,629
-4% -$11M
CL icon
133
Colgate-Palmolive
CL
$72.6B
$255M 0.14%
3,138,676
+91,139
+3% +$7.45M
CSX icon
134
CSX Corp
CSX
$98.6B
$255M 0.14%
7,942,447
+143,293
+2% +$4.73M
BDX icon
135
Becton Dickinson
BDX
$43.1B
$253M 0.14%
1,064,620
-71,548
-6% -$17.2M
ADSK icon
136
Autodesk
ADSK
$44.3B
$248M 0.14%
851,072
+53,850
+7% +$15.4M
PSX icon
137
Phillips 66
PSX
$82.9B
$248M 0.14%
2,890,661
-12,365
-0.4% -$1.04M
GM icon
138
General Motors
GM
$74.7B
$242M 0.14%
4,097,580
+204,537
+5% +$12M
EQIX icon
139
Equinix
EQIX
$107B
$240M 0.13%
298,431
+13,253
+5% +$9.84M
BIIB icon
140
Biogen
BIIB
$29.9B
$237M 0.13%
684,964
+22,666
+3% +$6.87M
EW icon
141
Edwards Lifesciences
EW
$47.6B
$234M 0.13%
2,257,787
+62,143
+3% +$5.86M
TSM icon
142
TSMC
TSM
$2.09T
$233M 0.13%
1,935,738
+41,782
+2% +$4.9M
NSC icon
143
Norfolk Southern
NSC
$78.8B
$232M 0.13%
875,296
+1,712
+0.2% +$473K
DFS
144
DELISTED
Discover Financial Services
DFS
$231M 0.13%
1,954,539
+266,841
+16% +$30.2M
SO icon
145
Southern Company
SO
$110B
$226M 0.13%
3,732,360
+98,565
+3% +$6.3M
AMP icon
146
Ameriprise Financial
AMP
$46.8B
$226M 0.13%
906,240
+7,561
+0.8% +$1.91M
ITOT icon
147
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$224M 0.13%
2,272,342
+96,402
+4% +$9.27M
IDXX icon
148
Idexx Laboratories
IDXX
$42.9B
$221M 0.12%
350,014
+13,434
+4% +$7.42M
ROP icon
149
Roper Technologies
ROP
$36.3B
$216M 0.12%
458,566
+12,289
+3% +$5.43M
DD icon
150
DuPont de Nemours
DD
$18.6B
$213M 0.12%
2,194,597
+26,524
+1% +$2.66M
4 5
6
7 8

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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.