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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
BGB
1876
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$4.8M ﹤0.01%
344,433
+60,970
+22% +$826K
TAL icon
1877
TAL Education Group
TAL
$6.04B
$4.76M ﹤0.01%
188,632
-32,392
-15% -$1.45M
PBF icon
1878
PBF Energy
PBF
$7.49B
$4.75M ﹤0.01%
310,753
+68,023
+28% +$1.05M
ASTE icon
1879
Astec Industries
ASTE
$1.17B
$4.75M ﹤0.01%
75,479
-3,373
-4% -$235K
TGH
1880
DELISTED
Textainer Group Holdings limited
TGH
$4.73M ﹤0.01%
140,192
-931
-0.7% -$27.5K
ADEA icon
1881
Adeia
ADEA
$2.55B
$4.73M ﹤0.01%
803,866
+62,136
+8% +$353K
MFL
1882
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$4.73M ﹤0.01%
320,230
-39,991
-11% -$581K
ET icon
1883
Energy Transfer Partners
ET
$69.5B
$4.71M ﹤0.01%
443,511
-30,680
-6% -$294K
GLO
1884
Clough Global Opportunities Fund
GLO
$244M
$4.71M ﹤0.01%
389,251
-98,109
-20% -$1.23M
BKE icon
1885
Buckle
BKE
$2.32B
$4.7M ﹤0.01%
94,465
-2,340
-2% -$99.4K
GFF icon
1886
Griffon
GFF
$4.02B
$4.68M ﹤0.01%
182,424
+25,585
+16% +$683K
IVR icon
1887
Invesco Mortgage Capital
IVR
$759M
$4.67M ﹤0.01%
119,879
+36,737
+44% +$1.39M
MIME
1888
DELISTED
Mimecast Limited
MIME
$4.67M ﹤0.01%
87,986
+10,984
+14% +$516K
P
1889
Everpure Inc
P
$23B
$4.66M ﹤0.01%
238,443
+48,804
+26% +$960K
CGNT icon
1890
Cognyte Software
CGNT
$655M
$4.65M ﹤0.01%
189,657
-54,843
-22% -$1.36M
VXF icon
1891
Vanguard Extended Market ETF
VXF
$30B
$4.64M ﹤0.01%
24,614
-11,428
-32% -$2.09M
SPTN
1892
DELISTED
SpartanNash
SPTN
$4.64M ﹤0.01%
240,150
+8,534
+4% +$170K
EPD icon
1893
Enterprise Products Partners
EPD
$83.7B
$4.63M ﹤0.01%
192,010
-19,430
-9% -$460K
OSIS icon
1894
OSI Systems
OSIS
$3.53B
$4.62M ﹤0.01%
45,490
+3,514
+8% +$342K
VGR
1895
DELISTED
Vector Group Ltd.
VGR
$4.62M ﹤0.01%
460,201
-17,305
-4% -$172K
WT icon
1896
WisdomTree
WT
$2.79B
$4.61M ﹤0.01%
744,261
+15,323
+2% +$101K
MRTX
1897
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$4.61M ﹤0.01%
28,519
+682
+2% +$110K
SAFE
1898
DELISTED
Safehold Inc.
SAFE
$4.59M ﹤0.01%
58,454
+10,954
+23% +$790K
MNRL
1899
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$4.58M ﹤0.01%
215,346
-8,600
-4% -$156K
SUPN icon
1900
Supernus Pharmaceuticals
SUPN
$2.7B
$4.58M ﹤0.01%
148,684
-8,908
-6% -$273K
74 75
76
77 78

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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.