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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
MODV
1776
DELISTED
ModivCare
MODV
$5.6M ﹤0.01%
32,913
-3,616
-10% -$542K
BLUE
1777
DELISTED
bluebird bio
BLUE
$5.59M ﹤0.01%
13,495
+6,441
+91% +$2.55M
KL
1778
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$5.56M ﹤0.01%
144,393
+8,970
+7% +$360K
MGEE icon
1779
MGE Energy Inc
MGEE
$3.03B
$5.56M ﹤0.01%
74,718
+342
+0.5% +$25.5K
SCHL icon
1780
Scholastic
SCHL
$774M
$5.56M ﹤0.01%
146,795
+5,921
+4% +$200K
TME icon
1781
Tencent Music
TME
$15.9B
$5.54M ﹤0.01%
358,225
-205,966
-37% -$3.41M
NVRO
1782
DELISTED
NEVRO CORP.
NVRO
$5.54M ﹤0.01%
33,390
+337
+1% +$52.6K
SHEN icon
1783
Shenandoah Telecom
SHEN
$703M
$5.53M ﹤0.01%
114,056
+10,711
+10% +$530K
MIC
1784
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$5.53M ﹤0.01%
144,553
-18,357
-11% -$646K
VREX icon
1785
Varex Imaging
VREX
$462M
$5.51M ﹤0.01%
205,389
+15,590
+8% +$382K
UE icon
1786
Urban Edge Properties
UE
$2.9B
$5.5M ﹤0.01%
288,201
-166
-0.1% -$3.13K
HNI icon
1787
HNI Corp
HNI
$3.08B
$5.5M ﹤0.01%
125,168
+29,824
+31% +$1.29M
SBS icon
1788
Sabesp
SBS
$18.4B
$5.5M ﹤0.01%
3,835,617
+363,576
+10% +$541K
TENB icon
1789
Tenable Holdings
TENB
$3.47B
$5.49M ﹤0.01%
132,716
-2,273
-2% -$92.2K
DY icon
1790
Dycom Industries
DY
$11.2B
$5.48M ﹤0.01%
73,583
-14,230
-16% -$1.23M
USNA icon
1791
Usana Health Sciences
USNA
$419M
$5.48M ﹤0.01%
53,527
+3,590
+7% +$360K
NXRT
1792
NexPoint Residential Trust
NXRT
$689M
$5.47M ﹤0.01%
99,566
+2,713
+3% +$140K
NOVT icon
1793
Novanta
NOVT
$4.91B
$5.47M ﹤0.01%
40,611
+5,711
+16% +$768K
CTRE icon
1794
CareTrust REIT
CTRE
$10B
$5.46M ﹤0.01%
235,027
-38,678
-14% -$911K
WMK icon
1795
Weis Markets
WMK
$1.92B
$5.46M ﹤0.01%
105,588
-13,218
-11% -$701K
AKR icon
1796
Acadia Realty Trust
AKR
$3.02B
$5.45M ﹤0.01%
248,351
+16,554
+7% +$351K
TNC icon
1797
Tennant Co
TNC
$1.44B
$5.44M ﹤0.01%
68,163
+5,359
+9% +$438K
PBI icon
1798
Pitney Bowes
PBI
$2.39B
$5.44M ﹤0.01%
620,139
+206,608
+50% +$1.72M
CBZ icon
1799
CBIZ
CBZ
$2.95B
$5.44M ﹤0.01%
165,935
+5,615
+4% +$188K
PD icon
1800
PagerDuty
PD
$830M
$5.44M ﹤0.01%
127,711
+9,669
+8% +$392K
70 71
72
73 74

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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.