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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
ASAI
3051
DELISTED
Sendas Distribuidora S.A. American Depositary Share (each representing five common shares)
ASAI
$543K ﹤0.01%
31,752
-886
-3% -$14K
DBVT
3052
DBV Technologies
DBVT
$799M
$542K ﹤0.01%
9,927
+205
+2% +$12.3K
BGSX.U
3053
DELISTED
Build Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
BGSX.U
$541K ﹤0.01%
54,392
+1,952
+4% +$19.4K
CIGI icon
3054
Colliers International
CIGI
$5.31B
$540K ﹤0.01%
4,825
-533
-10% -$58.6K
AAIC
3055
DELISTED
Arlington Asset Investment Corp.
AAIC
$540K ﹤0.01%
132,900
-25,783
-16% -$105K
CAMT icon
3056
Camtek
CAMT
$6.53B
$539K ﹤0.01%
14,286
+1,114
+8% +$37.8K
KE
3057
Kimball Electronics
KE
$593M
$538K ﹤0.01%
24,752
+5,911
+31% +$133K
SNDX icon
3058
Syndax Pharmaceuticals
SNDX
$1.74B
$537K ﹤0.01%
31,289
-380
-1% -$6.96K
EWM icon
3059
iShares MSCI Malaysia ETF
EWM
$309M
$536K ﹤0.01%
20,972
-418,618
-95% -$11.4M
NMFC icon
3060
New Mountain Finance
NMFC
$668M
$529K ﹤0.01%
40,171
+1,878
+5% +$24.5K
TDW icon
3061
Tidewater
TDW
$3.71B
$528K ﹤0.01%
43,825
+8,872
+25% +$118K
ACCD
3062
DELISTED
Accolade Inc
ACCD
$527K ﹤0.01%
9,710
+4,232
+77% +$206K
CLVS
3063
DELISTED
Clovis Oncology, Inc.
CLVS
$527K ﹤0.01%
90,836
+14,658
+19% +$85.9K
AAOI icon
3064
Applied Optoelectronics
AAOI
$7.07B
$526K ﹤0.01%
62,083
+8,608
+16% +$70.1K
STEP icon
3065
StepStone Group
STEP
$3.65B
$524K ﹤0.01%
+15,239
New +$507K
MCB icon
3066
Metropolitan Bank Holding Corp
MCB
$1.14B
$523K ﹤0.01%
8,678
+379
+5% +$23.1K
TMCI icon
3067
Treace Medical Concepts
TMCI
$260M
$523K ﹤0.01%
+16,732
New +$533K
GABC icon
3068
German American Bancorp
GABC
$1.92B
$522K ﹤0.01%
14,026
-283
-2% -$11.9K
SPLV icon
3069
Invesco S&P 500 Low Volatility ETF
SPLV
$7.28B
$522K ﹤0.01%
8,577
+1,283
+18% +$77.8K
MP icon
3070
MP Materials
MP
$7.35B
$521K ﹤0.01%
14,124
-5,363
-28% -$167K
TIL icon
3071
Instil Bio
TIL
$49.4M
$521K ﹤0.01%
+1,349
New +$500K
SPRU icon
3072
Spruce Power Holding Corp
SPRU
$38.6M
$520K ﹤0.01%
+7,798
New +$459K
SPAB icon
3073
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
$519K ﹤0.01%
17,310
-891
-5% -$26.6K
FTCH
3074
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$515K ﹤0.01%
10,225
-1,807
-15% -$85.7K
CMBT
3075
CMB.TECH NV
CMBT
$4.47B
$514K ﹤0.01%
55,104
+11,382
+26% +$104K
121 122
123
124 125

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MCM
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PSUF
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SCC
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BAM
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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.