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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
AKH
3676
DELISTED
AIR France-KLM
AKH
– –
-37,424
Closed -$224K
SEO
3677
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
– –
-985,186
Closed -$18.4M
NHY
3678
DELISTED
NORSK HYDRO A. S. ADR
NHY
– –
-1,703,584
Closed -$11M
BAY
3679
DELISTED
BAYER AG SPONS ADR
BAY
– –
-1,996,871
Closed -$31.7M
EON
3680
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
– –
-2,287,406
Closed -$26.8M
BF
3681
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
– –
-2,916,717
Closed -$60.4M
SCM
3682
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
– –
-500,017
Closed -$26.9M
AKZOY
3683
DELISTED
Akzo Nobel NV
AKZOY
– –
-692,350
Closed -$25.9M
SDX
3684
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
– –
-1,169,789
Closed -$22.7M
ANZ
3685
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
– –
-3,708,594
Closed -$79.6M
NAB
3686
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
– –
-7,274,509
Closed -$72.1M
SCO
3687
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
– –
-2,547,155
Closed -$8.63M
TELN
3688
DELISTED
TELENOR ASA
TELN
– –
-804,425
Closed -$14.2M
EDP
3689
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
– –
-464,614
Closed -$26.8M
BNL
3690
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
– –
-751,621
Closed -$24.6M
TMIC
3691
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
– –
-263,343
Closed -$13.3M
PCW
3692
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
– –
-37,279
Closed -$212K
TLS
3693
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
– –
-2,627,685
Closed -$34.1M
KNBWY
3694
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
– –
-1,219,213
Closed -$23.6M
PDLI
3695
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-142,162
Closed -$351K
ELUX
3696
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
– –
-181,773
Closed -$10.2M
OZON
3697
DELISTED
Ozon Holdings PLC American Depositary Shares, each ADS representing one ordinary share
OZON
– –
-6,328
Closed -$355K
CKH
3698
DELISTED
Seacor Holdings Inc.
CKH
– –
-26,698
Closed -$1.09M
MTSC
3699
DELISTED
MTS Systems Corp
MTSC
– –
-77,331
Closed -$4.5M
AUO
3700
DELISTED
AU Optronics Corp
AUO
– –
-2,543,691
Closed -$19.1M
145 146 147
148
149

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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.