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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
ACTA
3651
DELISTED
Actua Corp
ACTA
– –
-107,574
Closed -$5K
CBPO
3652
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-14,851
Closed -$1.76M
NJ
3653
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
– –
-2,247,160
Closed -$68.8M
ATE
3654
DELISTED
Advantest Corp
ATE
– –
-73,972
Closed -$6.58M
VE
3655
DELISTED
VEOLIA ENVIRONNEMENT
VE
– –
-920,612
Closed -$23.7M
SI
3656
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
– –
-1,833,528
Closed -$151M
AWC
3657
DELISTED
Alumina Ltd
AWC
– –
-398,245
Closed -$2.11M
KUB
3658
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
– –
-265,217
Closed -$30.5M
PC
3659
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
– –
-2,684,019
Closed -$35M
MKTAY
3660
DELISTED
MAKITA CORP SPONS ADR
MKTAY
– –
-314,462
Closed -$13.5M
HIT
3661
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
– –
-688,913
Closed -$63.7M
MITSY
3662
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
– –
-101,658
Closed -$42.8M
SUBC
3663
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
– –
-49,945
Closed -$502K
REP
3664
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
– –
-2,800,454
Closed -$34.8M
OTE
3665
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
– –
-69,863
Closed -$554K
DT
3666
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
– –
-2,090,472
Closed -$42.3M
DAI
3667
DELISTED
DAIMLER AG
DAI
– –
-5,056
Closed -$452K
AXA
3668
DELISTED
AXA ADS (1 ORD SHS)
AXA
– –
-2,610,623
Closed -$70.6M
FFH
3669
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
– –
-2,303
Closed -$1M
FUJI
3670
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
– –
-757,688
Closed -$45.2M
NSANY
3671
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
– –
-2,565,638
Closed -$28.9M
TDK
3672
DELISTED
TDK CORP AMER DEP SH
TDK
– –
-221,785
Closed -$31.1M
IFX
3673
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
– –
-1,588,857
Closed -$67.7M
DASTY
3674
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
– –
-272,755
Closed -$58.5M
KPN
3675
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
– –
-4,166,695
Closed -$14M
145 146
147
148 149

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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.