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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
QQQ icon
1576
Invesco QQQ Trust
QQQ
$445B
$7.66M ﹤0.01%
21,598
+4,346
+25% +$1.46M
AYX
1577
DELISTED
Alteryx Inc
AYX
$7.64M ﹤0.01%
88,767
+49,568
+126% +$4.06M
MEI icon
1578
Methode Electronics
MEI
$525M
$7.63M ﹤0.01%
155,131
+6,538
+4% +$305K
XLRN
1579
DELISTED
Acceleron Pharma
XLRN
$7.63M ﹤0.01%
60,784
-1,410
-2% -$178K
CWT icon
1580
California Water Service
CWT
$3.14B
$7.62M ﹤0.01%
137,170
+5,172
+4% +$298K
AU icon
1581
AngloGold Ashanti
AU
$39.9B
$7.57M ﹤0.01%
407,173
+4,781
+1% +$105K
MSD
1582
Morgan Stanley Emerging Markets Debt Fund
MSD
$148M
$7.56M ﹤0.01%
808,873
-17,423
-2% -$160K
SCL icon
1583
Stepan Co
SCL
$1.32B
$7.56M ﹤0.01%
62,869
-4,096
-6% -$536K
OPP
1584
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$7.56M ﹤0.01%
490,988
+53,827
+12% +$820K
WEN icon
1585
Wendy's
WEN
$1.46B
$7.55M ﹤0.01%
322,410
+31,229
+11% +$717K
TPH
1586
DELISTED
Tri Pointe Homes
TPH
$7.55M ﹤0.01%
352,303
-14,649
-4% -$335K
WSC icon
1587
WillScot Mobile Mini Holdings
WSC
$4.66B
$7.54M ﹤0.01%
270,632
+36,383
+16% +$1.05M
KMT icon
1588
Kennametal
KMT
$2.71B
$7.54M ﹤0.01%
209,978
-34,490
-14% -$1.35M
VRNS icon
1589
Varonis Systems
VRNS
$5.13B
$7.53M ﹤0.01%
130,637
-1,297
-1% -$67.5K
H icon
1590
Hyatt Hotels
H
$17.8B
$7.52M ﹤0.01%
96,904
+12,953
+15% +$1.05M
EFOR
1591
Everforth Inc
EFOR
$953M
$7.52M ﹤0.01%
77,565
-6,749
-8% -$690K
ONB icon
1592
Old National Bancorp
ONB
$10.3B
$7.48M ﹤0.01%
424,755
+15,019
+4% +$284K
LFC
1593
DELISTED
China Life Insurance Company Ltd.
LFC
$7.46M ﹤0.01%
749,620
+132,312
+21% +$1.36M
ZWS icon
1594
Zurn Elkay Water Solutions
ZWS
$8.23B
$7.45M ﹤0.01%
309,260
-1,648
-0.5% -$39.6K
CDP icon
1595
COPT Defense Properties
CDP
$4.34B
$7.45M ﹤0.01%
266,278
+22,684
+9% +$634K
CALX icon
1596
Calix
CALX
$2.34B
$7.45M ﹤0.01%
156,763
-11,731
-7% -$515K
VMI icon
1597
Valmont Industries
VMI
$9.33B
$7.45M ﹤0.01%
31,546
-8,702
-22% -$2.11M
SNDR icon
1598
Schneider National
SNDR
$6.34B
$7.42M ﹤0.01%
340,873
-23,205
-6% -$562K
CRS icon
1599
Carpenter Technology
CRS
$27.8B
$7.42M ﹤0.01%
184,445
+26,557
+17% +$1.12M
NTNX icon
1600
Nutanix
NTNX
$16B
$7.4M ﹤0.01%
193,669
+63,603
+49% +$1.98M
62 63
64
65 66

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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.