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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
PRU icon
176
Prudential Financial
PRU
$41.7B
$191M 0.11%
1,859,345
+43,658
+2% +$4.46M
MSCI icon
177
MSCI
MSCI
$40B
$190M 0.11%
356,905
+11,948
+3% +$5.7M
AIG icon
178
American International
AIG
$41.9B
$188M 0.11%
3,959,310
+276,201
+7% +$13.7M
TDG icon
179
TransDigm Group
TDG
$69.2B
$187M 0.1%
288,859
+8,734
+3% +$5.48M
FITB
180
Fifth Third Bancorp
FITB
$52B
$186M 0.1%
4,863,867
+40,973
+0.8% +$1.64M
DVN icon
181
Devon Energy
DVN
$51.9B
$185M 0.1%
6,341,777
-141,413
-2% -$3.66M
NVO
182
Novo Nordisk
NVO
$216B
$185M 0.1%
4,417,016
+162,978
+4% +$6.32M
BABA icon
183
Alibaba
BABA
$269B
$185M 0.1%
815,394
+92,078
+13% +$20.5M
ROST icon
184
Ross Stores
ROST
$76.6B
$184M 0.1%
1,487,852
+16,107
+1% +$2.01M
ALGN icon
185
Align Technology
ALGN
$12B
$182M 0.1%
298,465
+12,767
+4% +$7.56M
KSS icon
186
Kohl's
KSS
$2.03B
$182M 0.1%
3,295,532
+174,445
+6% +$10M
TM icon
187
Toyota
TM
$210B
$180M 0.1%
1,031,893
+25,357
+3% +$4.16M
KLAC icon
188
KLA
KLAC
$275B
$180M 0.1%
5,559,480
-134,840
-2% -$4.32M
D icon
189
Dominion Energy
D
$62.5B
$179M 0.1%
2,436,025
+107,095
+5% +$8.27M
DOW icon
190
Dow Inc
DOW
$21.6B
$177M 0.1%
2,790,378
+75,094
+3% +$4.96M
ORLY icon
191
O'Reilly Automotive
ORLY
$72.4B
$176M 0.1%
4,674,960
+95,265
+2% +$3.42M
GPN icon
192
Global Payments
GPN
$22.1B
$176M 0.1%
937,480
+25,561
+3% +$5.14M
AON icon
193
Aon
AON
$77.3B
$176M 0.1%
736,001
+26,754
+4% +$6.54M
EA icon
194
Electronic Arts
EA
$52.4B
$176M 0.1%
1,220,465
-21,469
-2% -$3.05M
MRO
195
DELISTED
Marathon Oil Corporation
MRO
$175M 0.1%
12,840,270
-263,434
-2% -$3.18M
DEO icon
196
Diageo
DEO
$46.2B
$175M 0.1%
911,504
+28,951
+3% +$5.38M
MPC icon
197
Marathon Petroleum
MPC
$90.3B
$174M 0.1%
2,878,275
+32,256
+1% +$1.89M
SAP icon
198
SAP
SAP
$187B
$174M 0.1%
1,236,936
+95,916
+8% +$13.4M
VLO icon
199
Valero Energy
VLO
$89.8B
$173M 0.1%
2,216,451
+91,590
+4% +$7.09M
A icon
200
Agilent Technologies
A
$39.1B
$173M 0.1%
1,169,762
+44,395
+4% +$6.06M
6 7
8
9 10

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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.