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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
MKC icon
351
McCormick & Company Non-Voting
MKC
$13.4B
$92.8M 0.05%
1,050,899
+33,899
+3% +$3.02M
CPRT icon
352
Copart
CPRT
$25.9B
$91.9M 0.05%
2,788,400
+226,724
+9% +$7.03M
FTV icon
353
Fortive
FTV
$19B
$91.5M 0.05%
1,741,782
+106,730
+7% +$5.75M
LH icon
354
Labcorp
LH
$24.3B
$91.5M 0.05%
386,027
+20,845
+6% +$4.75M
BALL icon
355
Ball Corp
BALL
$17B
$91.3M 0.05%
1,126,560
+59,185
+6% +$5.13M
ZM icon
356
Zoom
ZM
$25.8B
$91M 0.05%
235,194
+38,543
+20% +$12.8M
EFX icon
357
Equifax
EFX
$20.3B
$91M 0.05%
379,969
+20,346
+6% +$4.55M
NAD icon
358
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$90.7M 0.05%
5,664,207
+44,856
+0.8% +$698K
CAH icon
359
Cardinal Health
CAH
$53.4B
$90.5M 0.05%
1,585,049
+259,708
+20% +$15.2M
PPL
360
PPL Corp
PPL
$27.3B
$90.1M 0.05%
3,223,072
-177,557
-5% -$5.13M
EEM icon
361
iShares MSCI Emerging Markets ETF
EEM
$28.5B
$90.1M 0.05%
1,634,195
+113,182
+7% +$6.15M
DTE icon
362
DTE Energy
DTE
$31.1B
$89.8M 0.05%
814,378
+28,467
+4% +$3.33M
XME icon
363
State Street SPDR S&P Metals & Mining ETF
XME
$4.05B
$89.8M 0.05%
2,084,690
+2,748
+0.1% +$119K
ZBRA icon
364
Zebra Technologies
ZBRA
$12.4B
$89.1M 0.05%
168,219
+14,994
+10% +$7.47M
PFG icon
365
Principal Financial Group
PFG
$23.6B
$88.8M 0.05%
1,405,692
+19,658
+1% +$1.26M
GSK icon
366
GSK
GSK
$103B
$88.5M 0.05%
1,777,718
+295,086
+20% +$14.2M
MELI icon
367
Mercado Libre
MELI
$91.3B
$88.5M 0.05%
56,797
-9,009
-14% -$13.2M
NEA icon
368
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$88.3M 0.05%
5,622,659
-424,819
-7% -$6.46M
DOV icon
369
Dover
DOV
$27.2B
$88.1M 0.05%
585,295
+31,527
+6% +$4.65M
HIG icon
370
Hartford Financial Services
HIG
$38.5B
$88.1M 0.05%
1,421,534
+51,911
+4% +$3.4M
UNM icon
371
Unum
UNM
$13.8B
$88M 0.05%
3,098,531
+31,549
+1% +$927K
LUV icon
372
Southwest Airlines
LUV
$22.1B
$87.8M 0.05%
1,653,115
+84,472
+5% +$5.06M
LBRDK icon
373
Liberty Broadband Class C
LBRDK
$4.15B
$87.6M 0.05%
504,155
+34,475
+7% +$5.55M
MAN icon
374
ManpowerGroup
MAN
$2.39B
$87.3M 0.05%
734,422
+30,638
+4% +$3.62M
BFH icon
375
Bread Financial
BFH
$4.21B
$87.2M 0.05%
1,049,012
+171,648
+20% +$15.5M
13 14
15
16 17

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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.