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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
VTRS icon
551
Viatris
VTRS
$20.5B
$50.9M 0.03%
3,559,341
-93,795
-3% -$1.36M
NICE icon
552
Nice
NICE
$5.54B
$50.8M 0.03%
205,261
+7,703
+4% +$1.77M
BCE icon
553
BCE
BCE
$20B
$50.6M 0.03%
1,025,272
+29,745
+3% +$1.44M
TRMB icon
554
Trimble
TRMB
$12.8B
$50.5M 0.03%
616,749
+19,277
+3% +$1.53M
ALLY icon
555
Ally Financial
ALLY
$13.3B
$50.4M 0.03%
1,010,790
+102,316
+11% +$5.25M
ALC icon
556
Alcon
ALC
$33.2B
$50.3M 0.03%
716,379
+14,956
+2% +$1.07M
TECH icon
557
Bio-Techne
TECH
$11.2B
$50.2M 0.03%
445,648
+23,540
+6% +$2.48M
TRGP icon
558
Targa Resources
TRGP
$57.7B
$50.1M 0.03%
1,126,700
-12,914
-1% -$500K
MKL icon
559
Markel Group
MKL
$25.2B
$50M 0.03%
42,160
-2,083
-5% -$2.5M
INGR icon
560
Ingredion
INGR
$6.41B
$50M 0.03%
552,176
-13,792
-2% -$1.29M
RJF icon
561
Raymond James Financial
RJF
$33.2B
$49.7M 0.03%
574,404
-43,785
-7% -$3.81M
MYI icon
562
BlackRock MuniYield Quality Fund III
MYI
$712M
$49.7M 0.03%
3,344,098
-106,471
-3% -$1.55M
PANW icon
563
Palo Alto Networks
PANW
$264B
$49.5M 0.03%
800,940
+47,028
+6% +$2.79M
BUD icon
564
AB InBev
BUD
$156B
$49.5M 0.03%
686,845
+58,382
+9% +$4.26M
PWR icon
565
Quanta Services
PWR
$91.4B
$49.4M 0.03%
545,323
-38,412
-7% -$3.61M
CP icon
566
Canadian Pacific Kansas City
CP
$81.3B
$49.3M 0.03%
640,707
+27,122
+4% +$2.1M
EVRG icon
567
Evergy
EVRG
$20B
$49.1M 0.03%
812,877
+195,166
+32% +$12.2M
RVT icon
568
Royce Value Trust
RVT
$2.21B
$48.9M 0.03%
2,575,848
+85,920
+3% +$1.62M
FICO icon
569
Fair Isaac
FICO
$29.7B
$48.8M 0.03%
97,125
+17,427
+22% +$8.82M
PK icon
570
Park Hotels & Resorts
PK
$3.04B
$48.8M 0.03%
2,368,766
+9,182
+0.4% +$197K
MPWR icon
571
Monolithic Power Systems
MPWR
$64.8B
$48.8M 0.03%
130,638
+11,066
+9% +$3.89M
LAD icon
572
Lithia Motors
LAD
$7.88B
$48.6M 0.03%
141,509
+16,010
+13% +$5.79M
ULTA icon
573
Ulta Beauty
ULTA
$20.7B
$48.5M 0.03%
140,253
+9,663
+7% +$3.17M
TDY icon
574
Teledyne Technologies
TDY
$30.1B
$48.4M 0.03%
115,656
+19,378
+20% +$8.23M
STLA icon
575
Stellantis
STLA
$16.5B
$48.2M 0.03%
2,446,934
+64,615
+3% +$1.21M
21 22
23
24 25

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MCM
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PSUF
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IA
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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.