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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
VSS icon
1601
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$7.4M ﹤0.01%
54,204
-669
-1% -$90.5K
AGIO icon
1602
Agios Pharmaceuticals
AGIO
$2.14B
$7.37M ﹤0.01%
133,712
-5,039
-4% -$282K
AAT
1603
American Assets Trust
AAT
$1.48B
$7.36M ﹤0.01%
197,368
+9,552
+5% +$340K
CNDT icon
1604
Conduent
CNDT
$251M
$7.34M ﹤0.01%
979,097
-58,773
-6% -$429K
NSA
1605
DELISTED
National Storage Affiliates Trust
NSA
$7.33M ﹤0.01%
145,039
-21,352
-13% -$977K
WERN icon
1606
Werner Enterprises
WERN
$2.3B
$7.33M ﹤0.01%
164,700
+1,472
+0.9% +$68.7K
TUP
1607
DELISTED
Tupperware Brands Corporation
TUP
$7.33M ﹤0.01%
308,625
+4,067
+1% +$103K
VIRT icon
1608
Virtu Financial
VIRT
$5.11B
$7.33M ﹤0.01%
265,265
-31,831
-11% -$947K
BOKF icon
1609
BOK Financial
BOKF
$8.65B
$7.32M ﹤0.01%
84,467
-1,468
-2% -$131K
CSOD
1610
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$7.27M ﹤0.01%
141,027
+1,449
+1% +$67.2K
FULT icon
1611
Fulton Financial
FULT
$4.73B
$7.26M ﹤0.01%
460,146
+68,677
+18% +$1.17M
KRC icon
1612
Kilroy Realty
KRC
$4.5B
$7.25M ﹤0.01%
104,173
+5,925
+6% +$410K
DLX icon
1613
Deluxe
DLX
$1.25B
$7.21M ﹤0.01%
150,946
+1,448
+1% +$65.2K
ENR icon
1614
Energizer
ENR
$1.5B
$7.18M ﹤0.01%
167,101
+17,906
+12% +$839K
BRC icon
1615
Brady Corp
BRC
$4.6B
$7.16M ﹤0.01%
127,806
+17,813
+16% +$1M
QTS
1616
DELISTED
QTS REALTY TRUST, INC.
QTS
$7.14M ﹤0.01%
92,365
-52,838
-36% -$3.59M
VCSH icon
1617
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$7.14M ﹤0.01%
86,295
– –
UMBF icon
1618
UMB Financial
UMBF
$10.9B
$7.09M ﹤0.01%
76,176
+635
+0.8% +$60.3K
AAON icon
1619
Aaon
AAON
$7.68B
$7.06M ﹤0.01%
169,116
+4,215
+3% +$186K
WHD icon
1620
Cactus
WHD
$3.69B
$7.05M ﹤0.01%
192,033
+15,050
+9% +$521K
SMAR
1621
DELISTED
Smartsheet Inc.
SMAR
$7.04M ﹤0.01%
97,385
+19,244
+25% +$1.2M
APLE icon
1622
Apple Hospitality REIT
APLE
$3.97B
$7.04M ﹤0.01%
461,192
-103,968
-18% -$1.62M
MAT icon
1623
Mattel
MAT
$4.49B
$7.02M ﹤0.01%
349,380
-54,198
-13% -$1.12M
LGND icon
1624
Ligand Pharmaceuticals
LGND
$5.94B
$7.02M ﹤0.01%
85,736
-5,669
-6% -$472K
HR icon
1625
Healthcare Realty
HR
$7.58B
$7.01M ﹤0.01%
262,628
+6,217
+2% +$176K
63 64
65
66 67

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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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ACI
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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.