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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
CMI icon
151
Cummins
CMI
$91.7B
$212M 0.12%
870,157
+3,769
+0.4% +$964K
AZN icon
152
AstraZeneca
AZN
$263B
$212M 0.12%
1,769,765
+155,777
+10% +$17.1M
ECL icon
153
Ecolab
ECL
$75.6B
$212M 0.12%
1,026,867
-2,180
-0.2% -$474K
EMR icon
154
Emerson Electric
EMR
$82.9B
$211M 0.12%
2,194,665
+48,990
+2% +$4.61M
WBA
155
DELISTED
Walgreens Boots Alliance
WBA
$211M 0.12%
4,011,813
+944,383
+31% +$50.8M
MTD icon
156
Mettler-Toledo International
MTD
$26.8B
$211M 0.12%
152,098
-1,454
-0.9% -$1.88M
ALL icon
157
Allstate
ALL
$66.9B
$210M 0.12%
1,613,707
+53,984
+3% +$6.97M
MCK icon
158
McKesson
MCK
$98.5B
$210M 0.12%
1,100,540
-3,598
-0.3% -$695K
JCI icon
159
Johnson Controls International
JCI
$87.5B
$210M 0.12%
3,059,715
+98,607
+3% +$6.36M
ILMN icon
160
Illumina
ILMN
$29.4B
$209M 0.12%
454,464
+17,074
+4% +$6.88M
NEM icon
161
Newmont
NEM
$98.2B
$209M 0.12%
3,290,365
+95,506
+3% +$6.4M
TRV icon
162
Travelers Companies
TRV
$80.8B
$208M 0.12%
1,390,803
-13,271
-0.9% -$2.06M
NOC icon
163
Northrop Grumman
NOC
$77B
$208M 0.12%
572,565
+26,525
+5% +$9.55M
PGR icon
164
Progressive
PGR
$124B
$204M 0.11%
2,074,460
+1,636
+0.1% +$162K
PARA
165
DELISTED
Paramount Global Class B
PARA
$202M 0.11%
4,475,259
+37,922
+0.9% +$1.57M
FISV
166
Fiserv Inc
FISV
$27.2B
$202M 0.11%
1,890,348
+10,611
+0.6% +$1.23M
SPG icon
167
Simon Property Group
SPG
$74.5B
$201M 0.11%
1,540,253
+212,730
+16% +$26.4M
CB icon
168
Chubb
CB
$140B
$201M 0.11%
1,264,212
+53,190
+4% +$8.82M
WM icon
169
Waste Management
WM
$95.9B
$201M 0.11%
1,431,653
+25,595
+2% +$3.54M
KMB icon
170
Kimberly-Clark
KMB
$36.4B
$200M 0.11%
1,496,972
-133,833
-8% -$17.9M
EXC icon
171
Exelon
EXC
$48.6B
$198M 0.11%
6,277,660
+75,303
+1% +$2.42M
MCHP icon
172
Microchip Technology
MCHP
$42.8B
$198M 0.11%
2,645,418
-12,060
-0.5% -$919K
HPQ icon
173
HP
HPQ
$23.5B
$197M 0.11%
6,540,191
+501,863
+8% +$16M
BBY icon
174
Best Buy
BBY
$18B
$196M 0.11%
1,706,343
+16,810
+1% +$1.96M
TROW icon
175
T. Rowe Price
TROW
$25B
$194M 0.11%
978,124
+14,090
+1% +$2.63M
5 6
7
8 9

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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.