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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
MET icon
201
MetLife
MET
$61B
$171M 0.1%
2,853,240
+48,216
+2% +$3.06M
NTAP icon
202
NetApp
NTAP
$32.9B
$170M 0.1%
2,081,128
+45,411
+2% +$3.55M
SYY icon
203
Sysco
SYY
$39.7B
$169M 0.09%
2,178,015
+219,472
+11% +$17.7M
LHX icon
204
L3Harris
LHX
$55.9B
$168M 0.09%
777,690
+50,124
+7% +$10.8M
FCX icon
205
Freeport-McMoran
FCX
$90B
$168M 0.09%
4,521,515
-178,121
-4% -$6.94M
AZO icon
206
AutoZone
AZO
$48.3B
$168M 0.09%
112,323
+1,712
+2% +$2.48M
TT icon
207
Trane Technologies
TT
$106B
$167M 0.09%
907,492
+65,189
+8% +$11.6M
PH icon
208
Parker-Hannifin
PH
$125B
$165M 0.09%
538,161
+18,856
+4% +$5.84M
GLW icon
209
Corning
GLW
$126B
$165M 0.09%
4,028,244
-3,026
-0.1% -$132K
APH icon
210
Amphenol
APH
$188B
$164M 0.09%
4,792,590
+174,502
+4% +$5.89M
MSI icon
211
Motorola Solutions
MSI
$69.4B
$163M 0.09%
749,939
+1,291
+0.2% +$258K
BSX icon
212
Boston Scientific
BSX
$65.8B
$161M 0.09%
3,771,353
+122,075
+3% +$5.14M
SNY icon
213
Sanofi
SNY
$104B
$159M 0.09%
3,013,083
+222,158
+8% +$11.6M
BNY
214
Bank of New York Mellon
BNY
$108B
$158M 0.09%
3,089,019
+107,489
+4% +$5.38M
LYB icon
215
LyondellBasell Industries
LYB
$19.5B
$158M 0.09%
1,534,297
+4,809
+0.3% +$521K
FRC
216
DELISTED
First Republic Bank
FRC
$156M 0.09%
834,589
-1,190
-0.1% -$219K
WMB icon
217
Williams Companies
WMB
$90.5B
$156M 0.09%
5,880,215
+155,222
+3% +$3.97M
CFG icon
218
Citizens Financial Group
CFG
$30.4B
$154M 0.09%
3,365,000
+85,723
+3% +$4.05M
VRTX icon
219
Vertex Pharmaceuticals
VRTX
$121B
$154M 0.09%
764,291
-73,782
-9% -$15.4M
SYF icon
220
Synchrony
SYF
$23.7B
$154M 0.09%
3,164,311
+1,255,150
+66% +$57.2M
BAX icon
221
Baxter International
BAX
$11.6B
$152M 0.09%
1,892,171
+72,330
+4% +$6.07M
RPV icon
222
Invesco S&P 500 Pure Value ETF
RPV
$1.61B
$152M 0.09%
+1,970,030
New +$154M
CARR icon
223
Carrier Global
CARR
$57.2B
$150M 0.08%
3,086,826
+119,046
+4% +$5.32M
AFL icon
224
Aflac
AFL
$63.9B
$150M 0.08%
2,789,861
+47,892
+2% +$2.61M
XOP icon
225
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$150M 0.08%
1,547,081
+32,455
+2% +$2.83M
7 8
9
10 11

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AF
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MCM
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PSUF
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IA
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SCC
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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.