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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
ATEN icon
2451
A10 Networks
ATEN
$2.1B
$1.96M ﹤0.01%
173,936
-8,412
-5% -$81.4K
SFL icon
2452
SFL Corp
SFL
$1.61B
$1.96M ﹤0.01%
256,030
+85,204
+50% +$698K
CANO
2453
DELISTED
Cano Health, Inc.
CANO
$1.96M ﹤0.01%
1,618
+35
+2% +$47.2K
MWA icon
2454
Mueller Water Products
MWA
$3.97B
$1.96M ﹤0.01%
135,658
+16,263
+14% +$233K
AQN icon
2455
Algonquin Power & Utilities
AQN
$4.66B
$1.95M ﹤0.01%
131,197
+3,134
+2% +$49.4K
CNNE icon
2456
Cannae Holdings
CNNE
$657M
$1.95M ﹤0.01%
57,522
-12,419
-18% -$463K
ACI icon
2457
Albertsons Companies
ACI
$5.94B
$1.94M ﹤0.01%
98,815
+11,909
+14% +$231K
CCXI
2458
DELISTED
ChemoCentryx, Inc.
CCXI
$1.94M ﹤0.01%
144,988
+79,245
+121% +$1.95M
MMYT icon
2459
MakeMyTrip
MMYT
$5.3B
$1.94M ﹤0.01%
64,518
+23,707
+58% +$659K
MUB icon
2460
iShares National Muni Bond ETF
MUB
$45.2B
$1.94M ﹤0.01%
16,545
-3,815
-19% -$446K
USMV icon
2461
iShares MSCI USA Min Vol Factor ETF
USMV
$23.8B
$1.94M ﹤0.01%
26,298
-651
-2% -$47K
CLBK icon
2462
Columbia Financial
CLBK
$1.13B
$1.93M ﹤0.01%
112,173
-947
-0.8% -$16.7K
PRMW
2463
DELISTED
Primo Water Corporation
PRMW
$1.93M ﹤0.01%
115,196
+7,129
+7% +$121K
HCSG icon
2464
Healthcare Services Group
HCSG
$1.58B
$1.92M ﹤0.01%
60,953
+1,000
+2% +$30.4K
SID icon
2465
Companhia Siderúrgica Nacional
SID
$1.39B
$1.92M ﹤0.01%
218,948
+13,838
+7% +$120K
ANVS icon
2466
Annovis Bio
ANVS
$72.3M
$1.91M ﹤0.01%
+22,331
New +$1.03M
RGP icon
2467
Resources Connection
RGP
$137M
$1.91M ﹤0.01%
133,043
+25,552
+24% +$369K
VTEB icon
2468
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.3B
$1.91M ﹤0.01%
34,493
+1,909
+6% +$105K
DNOW icon
2469
DNOW Inc
DNOW
$2.44B
$1.9M ﹤0.01%
200,683
+37,464
+23% +$387K
PGTI
2470
DELISTED
PGT, Inc.
PGTI
$1.9M ﹤0.01%
81,983
-21,802
-21% -$541K
ELF icon
2471
e.l.f. Beauty
ELF
$4.85B
$1.9M ﹤0.01%
70,044
+15,134
+28% +$433K
EBF icon
2472
Ennis
EBF
$556M
$1.9M ﹤0.01%
88,273
+24,846
+39% +$525K
KREF
2473
KKR Real Estate Finance Trust
KREF
$459M
$1.88M ﹤0.01%
87,021
+1,534
+2% +$32.1K
ARCC icon
2474
Ares Capital
ARCC
$13.6B
$1.88M ﹤0.01%
95,874
+10,754
+13% +$208K
EVH icon
2475
Evolent Health
EVH
$391M
$1.87M ﹤0.01%
88,733
+2,998
+3% +$60K
97 98
99
100 101

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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.