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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
JBLU icon
876
JetBlue
JBLU
$2.29B
$23.6M 0.01%
1,407,976
+144,550
+11% +$2.8M
JHG
877
DELISTED
Janus Henderson
JHG
$23.6M 0.01%
608,128
-16,246
-3% -$591K
CXT icon
878
Crane NXT
CXT
$3.1B
$23.6M 0.01%
734,347
+17,706
+2% +$578K
IDA icon
879
Idacorp
IDA
$8.24B
$23.6M 0.01%
241,612
+11,100
+5% +$1.11M
GME icon
880
GameStop
GME
$9.86B
$23.5M 0.01%
439,156
+75,764
+21% +$3.68M
MAC icon
881
Macerich
MAC
$7.51B
$23.5M 0.01%
1,286,192
+314,989
+32% +$4.72M
BAH icon
882
Booz Allen Hamilton
BAH
$8.74B
$23.5M 0.01%
275,538
-1,173
-0.4% -$99.2K
TGNA
883
DELISTED
TEGNA Inc
TGNA
$23.5M 0.01%
1,250,825
-80,474
-6% -$1.58M
BWXT icon
884
BWX Technologies
BWXT
$15.6B
$23.5M 0.01%
403,650
-12,087
-3% -$777K
ACH
885
Accendra Health
ACH
$239M
$23.4M 0.01%
553,436
+78,782
+17% +$3.07M
EQC
886
DELISTED
Equity Commonwealth
EQC
$23.3M 0.01%
890,331
+79,515
+10% +$2.21M
VYX icon
887
NCR Voyix
VYX
$1.18B
$23.2M 0.01%
829,822
+11,003
+1% +$304K
ADNT icon
888
Adient
ADNT
$1.68B
$23.2M 0.01%
513,687
+107,549
+26% +$5.03M
AWP
889
abrdn Global Premier Properties Fund
AWP
$380M
$23.2M 0.01%
1,215,617
-400,876
-25% -$7.63M
VEDL
890
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$23.2M 0.01%
1,630,362
-87,780
-5% -$1.23M
EEFT icon
891
Euronet Worldwide
EEFT
$3.13B
$23M 0.01%
170,095
-20,135
-11% -$2.93M
EWBC icon
892
East-West Bancorp
EWBC
$18B
$22.9M 0.01%
319,003
+3,273
+1% +$243K
AIF
893
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$22.7M 0.01%
1,453,591
-6,881
-0.5% -$105K
FIVE icon
894
Five Below
FIVE
$11.4B
$22.7M 0.01%
117,611
-11,100
-9% -$2.12M
ONC
895
BeOne Medicines Ltd
ONC
$34B
$22.7M 0.01%
66,130
-4,446
-6% -$1.47M
NVCR icon
896
NovoCure
NVCR
$1.94B
$22.7M 0.01%
102,269
+33,950
+50% +$6.6M
AEO icon
897
American Eagle Outfitters
AEO
$3B
$22.6M 0.01%
600,909
-27,237
-4% -$944K
HI
898
DELISTED
Hillenbrand
HI
$22.5M 0.01%
510,859
+18,721
+4% +$873K
AER icon
899
AerCap
AER
$24B
$22.4M 0.01%
438,263
-13,385
-3% -$773K
VTIP icon
900
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$22.4M 0.01%
427,748
+41,695
+11% +$2.17M
34 35
36
37 38

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MCM
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PSUF
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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.