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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
DELL icon
726
Dell
DELL
$276B
$33.1M 0.02%
654,985
-11,694
-2% -$586K
MDU icon
727
MDU Resources
MDU
$4.37B
$33M 0.02%
2,773,232
+124,954
+5% +$1.57M
ABCL icon
728
AbCellera Biologics
ABCL
$1.6B
$33M 0.02%
+1,500,000
New +$41.4M
KDP icon
729
Keurig Dr Pepper
KDP
$41B
$32.9M 0.02%
934,879
+177,582
+23% +$6.33M
MPT
730
Medical Properties Trust
MPT
$2.86B
$32.9M 0.02%
1,636,277
-50,117
-3% -$1.07M
AMG icon
731
Affiliated Managers Group
AMG
$9.61B
$32.5M 0.02%
211,051
+2,504
+1% +$399K
SIMO icon
732
Silicon Motion
SIMO
$8.29B
$32.3M 0.02%
504,611
+53,347
+12% +$3.51M
CLR
733
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$32.1M 0.02%
845,235
+48,118
+6% +$1.5M
GLPI icon
734
Gaming and Leisure Properties
GLPI
$12.8B
$32.1M 0.02%
692,167
-32,740
-5% -$1.51M
EQH icon
735
Equitable Holdings
EQH
$13.3B
$32M 0.02%
1,051,186
-23,641
-2% -$771K
HSIC icon
736
Henry Schein
HSIC
$9.64B
$32M 0.02%
431,320
+12,654
+3% +$954K
KSA icon
737
iShares MSCI Saudi Arabia ETF
KSA
$623M
$32M 0.02%
811,138
+117,407
+17% +$4.45M
CHE icon
738
Chemed
CHE
$6.76B
$31.9M 0.02%
67,306
+4,665
+7% +$2.24M
NWG icon
739
NatWest
NWG
$72.8B
$31.9M 0.02%
5,252,446
+315,206
+6% +$1.91M
DECK icon
740
Deckers Outdoor
DECK
$13.6B
$31.8M 0.02%
496,722
-35,046
-7% -$1.98M
CVNA icon
741
Carvana
CVNA
$45.9B
$31.8M 0.02%
526,555
+53,175
+11% +$2.89M
SCI icon
742
Service Corp International
SCI
$11.4B
$31.7M 0.02%
591,838
+29,067
+5% +$1.54M
GWRE icon
743
Guidewire Software
GWRE
$12.4B
$31.5M 0.02%
279,734
+3,652
+1% +$380K
TREX icon
744
Trex
TREX
$4.57B
$31.5M 0.02%
308,471
+31,874
+12% +$3.22M
PTC icon
745
PTC
PTC
$14.5B
$31.5M 0.02%
222,847
+26,461
+13% +$3.62M
KKR icon
746
KKR & Co
KKR
$91.3B
$31.4M 0.02%
529,553
+88,705
+20% +$4.92M
UHS icon
747
Universal Health Services
UHS
$9.64B
$31.2M 0.02%
213,054
+17,383
+9% +$2.63M
HP icon
748
Helmerich & Payne
HP
$3.36B
$31.2M 0.02%
955,810
-14,657
-2% -$431K
TTM
749
DELISTED
Tata Motors Limited
TTM
$31.1M 0.02%
1,365,720
-29,855
-2% -$640K
FSD
750
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$31.1M 0.02%
1,972,001
+188,951
+11% +$2.9M
28 29
30
31 32

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MCM
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PSUF
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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.