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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
EEMA icon
1751
iShares MSCI Emerging Markets Asia ETF
EEMA
$797M
$5.84M ﹤0.01%
63,105
+5,670
+10% +$518K
AQUA
1752
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$5.82M ﹤0.01%
172,328
+2,516
+1% +$75.7K
JBGS
1753
JBG SMITH
JBGS
$846M
$5.82M ﹤0.01%
184,712
+20,536
+13% +$669K
AIR icon
1754
AAR Corp
AIR
$5.39B
$5.82M ﹤0.01%
150,053
-17,150
-10% -$690K
SAFE
1755
Safehold
SAFE
$1.17B
$5.81M ﹤0.01%
57,585
+5,978
+12% +$530K
POLY
1756
DELISTED
Plantronics, Inc.
POLY
$5.79M ﹤0.01%
138,847
+9,696
+8% +$362K
GTY
1757
Getty Realty Corp
GTY
$2.15B
$5.76M ﹤0.01%
184,927
+928
+0.5% +$29K
WGO icon
1758
Winnebago Industries
WGO
$898M
$5.76M ﹤0.01%
84,746
+1,474
+2% +$109K
MDP
1759
DELISTED
Meredith Corporation
MDP
$5.75M ﹤0.01%
132,398
+32,951
+33% +$1.17M
KRNT icon
1760
Kornit Digital
KRNT
$678M
$5.74M ﹤0.01%
46,152
-1,993
-4% -$210K
RPD icon
1761
Rapid7
RPD
$626M
$5.73M ﹤0.01%
60,591
+3,044
+5% +$256K
VNDA icon
1762
Vanda Pharmaceuticals
VNDA
$304M
$5.73M ﹤0.01%
266,191
+10,744
+4% +$192K
MCY icon
1763
Mercury Insurance
MCY
$6.01B
$5.72M ﹤0.01%
88,092
+451
+0.5% +$28.6K
SNP
1764
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$5.72M ﹤0.01%
112,170
+10,789
+11% +$571K
CENX icon
1765
Century Aluminum
CENX
$4.22B
$5.71M ﹤0.01%
443,333
-67,384
-13% -$970K
TWST icon
1766
Twist Bioscience
TWST
$5.32B
$5.7M ﹤0.01%
42,800
+15,813
+59% +$1.84M
LMND icon
1767
Lemonade
LMND
$3.62B
$5.69M ﹤0.01%
51,999
+35,199
+210% +$3.2M
GBCI icon
1768
Glacier Bancorp
GBCI
$6.35B
$5.65M ﹤0.01%
102,540
-18,578
-15% -$1.09M
CXSE icon
1769
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$488M
$5.64M ﹤0.01%
83,750
+7,339
+10% +$479K
TDS icon
1770
Telephone and Data Systems
TDS
$3.87B
$5.64M ﹤0.01%
248,990
-28,604
-10% -$697K
NSLR
1771
Neostellar Capital Corp
NSLR
$258M
$5.63M ﹤0.01%
417,240
-69,522
-14% -$903K
PARAA
1772
DELISTED
Paramount Global Class A
PARAA
$5.63M ﹤0.01%
116,089
-298
-0.3% -$13.6K
CVBF icon
1773
CVB Financial
CVBF
$4.02B
$5.62M ﹤0.01%
272,730
+40,685
+18% +$889K
HVT icon
1774
Haverty Furniture Companies
HVT
$418M
$5.61M ﹤0.01%
131,158
+9,612
+8% +$420K
CTS icon
1775
CTS Corp
CTS
$1.76B
$5.6M ﹤0.01%
150,770
+13,689
+10% +$471K
69 70
71
72 73

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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.