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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
EXPE icon
276
Expedia Group
EXPE
$31.2B
$122M 0.07%
747,684
+181,441
+32% +$31.1M
INFO
277
DELISTED
IHS Markit Ltd. Common Shares
INFO
$122M 0.07%
1,080,615
+55,728
+5% +$5.91M
NXPI icon
278
NXP Semiconductors
NXPI
$68B
$122M 0.07%
591,116
+59,244
+11% +$11.9M
APTV icon
279
Aptiv
APTV
$12B
$121M 0.07%
771,249
+67,231
+10% +$9.85M
SIVB
280
DELISTED
SVB Financial Group
SIVB
$120M 0.07%
216,458
+17,967
+9% +$9.97M
LEN icon
281
Lennar Class A
LEN
$20.4B
$120M 0.07%
1,250,814
+25,638
+2% +$2.48M
PEG icon
282
Public Service Enterprise Group
PEG
$39.8B
$120M 0.07%
2,010,642
+81,418
+4% +$5.03M
XLNX
283
DELISTED
Xilinx Inc
XLNX
$120M 0.07%
827,899
+56,261
+7% +$7.15M
HPE icon
284
Hewlett Packard
HPE
$63.2B
$119M 0.07%
8,127,686
+1,177,777
+17% +$18.6M
SNPS icon
285
Synopsys
SNPS
$71.5B
$118M 0.07%
428,676
+22,931
+6% +$5.82M
WEC icon
286
WEC Energy
WEC
$37.7B
$117M 0.07%
1,320,430
+42,512
+3% +$4M
RIO icon
287
Rio Tinto
RIO
$148B
$117M 0.07%
1,389,551
+38,061
+3% +$3.27M
MAR icon
288
Marriott International
MAR
$98.7B
$116M 0.07%
852,612
+23,645
+3% +$3.41M
CMG icon
289
Chipotle Mexican Grill
CMG
$40.8B
$116M 0.07%
3,743,250
+113,800
+3% +$3.25M
AOD
290
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$116M 0.06%
11,388,353
+497,505
+5% +$4.96M
TEL icon
291
TE Connectivity
TEL
$58.8B
$116M 0.06%
854,683
+28,388
+3% +$3.8M
FTNT icon
292
Fortinet
FTNT
$112B
$115M 0.06%
2,418,790
+136,585
+6% +$5.83M
ZION icon
293
Zions Bancorporation
ZION
$10.1B
$115M 0.06%
2,178,298
-10,675
-0.5% -$598K
PHM icon
294
Pultegroup
PHM
$24.5B
$115M 0.06%
2,102,463
+15,176
+0.7% +$848K
WELL icon
295
Welltower
WELL
$178B
$114M 0.06%
1,370,527
+38,355
+3% +$2.94M
URI icon
296
United Rentals
URI
$71.1B
$114M 0.06%
356,946
+1,783
+0.5% +$576K
DLR icon
297
Digital Realty Trust
DLR
$73.7B
$114M 0.06%
754,826
+68,011
+10% +$10.3M
ZBH icon
298
Zimmer Biomet
ZBH
$17.7B
$113M 0.06%
726,665
+50,479
+7% +$8.18M
XEL icon
299
Xcel Energy
XEL
$51B
$113M 0.06%
1,720,552
+17,563
+1% +$1.22M
CAG icon
300
Conagra Brands
CAG
$7.07B
$113M 0.06%
3,107,259
+156,942
+5% +$5.87M
10 11
12
13 14

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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.