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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
LSXMK
776
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$28.9M 0.02%
803,482
-63,715
-7% -$2.2M
E icon
777
ENI
E
$73.5B
$28.9M 0.02%
1,183,359
+75,677
+7% +$1.89M
ARDC
778
Are Dynamic Credit Allocation Fund
ARDC
$296M
$28.8M 0.02%
1,783,586
-233,722
-12% -$3.65M
CPB icon
779
Campbell Soup
CPB
$6.67B
$28.8M 0.02%
631,807
+113,668
+22% +$5.47M
EAD
780
Allspring Income Opportunities Fund
EAD
$372M
$28.8M 0.02%
3,273,772
-8,743
-0.3% -$75.6K
OVV icon
781
Ovintiv
OVV
$16.6B
$28.8M 0.02%
914,048
+21,203
+2% +$570K
SBNY
782
DELISTED
Signature Bank
SBNY
$28.7M 0.02%
116,971
+25,143
+27% +$6.1M
CHT icon
783
Chunghwa Telecom
CHT
$33.4B
$28.7M 0.02%
705,562
+132,290
+23% +$5.38M
KIM icon
784
Kimco Realty
KIM
$17.8B
$28.5M 0.02%
1,366,081
+88,852
+7% +$1.84M
BIDU icon
785
Baidu
BIDU
$35.8B
$28.5M 0.02%
139,674
-24,900
-15% -$4.98M
ENTG icon
786
Entegris
ENTG
$19.2B
$28.4M 0.02%
231,128
+13,432
+6% +$1.54M
RGLD icon
787
Royal Gold
RGLD
$17.1B
$28.4M 0.02%
248,848
+643
+0.3% +$75.8K
CFR icon
788
Cullen/Frost Bankers
CFR
$10.3B
$28.3M 0.02%
253,024
-435
-0.2% -$50.8K
B
789
Barrick Mining
B
$62.6B
$28.3M 0.02%
1,366,237
-2,721
-0.2% -$61.3K
SPLK
790
DELISTED
Splunk Inc
SPLK
$28.2M 0.02%
195,176
+15,430
+9% +$1.96M
AM icon
791
Antero Midstream
AM
$10.4B
$28.2M 0.02%
2,709,617
-34,739
-1% -$332K
MT icon
792
ArcelorMittal
MT
$50.9B
$28.1M 0.02%
904,667
+109,487
+14% +$3.39M
DDOG icon
793
Datadog
DDOG
$89.7B
$28.1M 0.02%
269,743
+6,853
+3% +$619K
LII icon
794
Lennox International
LII
$19B
$28M 0.02%
79,836
+2,208
+3% +$745K
DB icon
795
Deutsche Bank
DB
$67.9B
$27.9M 0.02%
2,134,375
+164,938
+8% +$2.24M
WIT icon
796
Wipro
WIT
$18.9B
$27.8M 0.02%
7,129,496
-189,996
-3% -$709K
WMS icon
797
Advanced Drainage Systems
WMS
$11B
$27.8M 0.02%
238,790
+4,922
+2% +$547K
SNOW icon
798
Snowflake
SNOW
$94.6B
$27.8M 0.02%
115,062
+73,075
+174% +$17M
SAM icon
799
Boston Beer
SAM
$1.91B
$27.8M 0.02%
27,239
-872
-3% -$979K
CM icon
800
Canadian Imperial Bank of Commerce
CM
$108B
$27.8M 0.02%
487,600
+34,030
+8% +$1.86M
30 31
32
33 34

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MCM
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PSUF
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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.