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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
+0.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$176B
AUM Growth
-$2.46B
Cap. Flow
-$1.77B
Cap. Flow %
-1%
Top 10 Hldgs %
22.59%
Holding
3,741
New
183
Increased
2,026
Reduced
1,369
Closed
140

Top Buys

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$255M
2
TSLA icon
Tesla
TSLA
+$187M
3
AMZN icon
Amazon
AMZN
+$162M
4
MSFT icon
Microsoft
MSFT
+$149M
5
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$136M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$284M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$227M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$189M
4
GILD icon
Gilead Sciences
GILD
+$182M
5
AMGN icon
Amgen
AMGN
+$174M

Sector Composition

Rank Sector Weight
1 Technology 23.38%
2 Financials 13.69%
3 Healthcare 12.46%
4 Consumer Discretionary 10.78%
5 Communication Services 9.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CRWD icon
376
CrowdStrike
CRWD
$194B
$84.2M 0.05%
1,371,036
+100,640
+8% +$6.49M
DOCU
377
DocuSign
DOCU
$10.5B
$83.9M 0.05%
325,925
+24,687
+8% +$7.11M
EXPE icon
378
Expedia Group
EXPE
$35.4B
$83.4M 0.05%
508,790
-238,894
-32% -$36.9M
CTLT
379
DELISTED
CATALENT, INC.
CTLT
$82M 0.05%
616,371
+126,054
+26% +$15.7M
HAL icon
380
Halliburton
HAL
$26.9B
$81.8M 0.05%
3,781,976
+56,828
+2% +$1.16M
AJG icon
381
Arthur J. Gallagher & Co
AJG
$64.1B
$81.6M 0.05%
549,004
+29,580
+6% +$4.23M
VEA icon
382
Vanguard FTSE Developed Markets ETF
VEA
$229B
$81.6M 0.05%
1,616,067
+4,444
+0.3% +$231K
IWN icon
383
iShares Russell 2000 Value ETF
IWN
$14.3B
$81.6M 0.05%
509,059
+501,826
+6,938% +$80.6M
DAL icon
384
Delta Air Lines
DAL
$57.5B
$81M 0.05%
1,901,574
-113,983
-6% -$4.65M
DRI icon
385
Darden Restaurants
DRI
$23.3B
$80.9M 0.05%
533,875
+29,355
+6% +$4.31M
QRVO icon
386
Qorvo
QRVO
$7.99B
$80.8M 0.05%
483,223
-4,936
-1% -$917K
WHR icon
387
Whirlpool
WHR
$2.43B
$80.8M 0.05%
396,114
-39,379
-9% -$8.64M
EEM icon
388
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$80.7M 0.05%
1,602,051
-32,144
-2% -$1.67M
LBRDK icon
389
Liberty Broadband Class C
LBRDK
$4.88B
$80.3M 0.05%
465,052
-39,103
-8% -$7.04M
MTB icon
390
M&T Bank
MTB
$35.7B
$79.8M 0.05%
534,045
+85,758
+19% +$11.9M
HPE icon
391
Hewlett Packard
HPE
$63.4B
$79.4M 0.05%
5,570,559
-2,557,127
-31% -$36.9M
DTE icon
392
DTE Energy
DTE
$29.5B
$79.2M 0.05%
708,751
-105,627
-13% -$12.4M
MLM icon
393
Martin Marietta Materials
MLM
$31.5B
$79M 0.04%
231,096
+21,419
+10% +$7.79M
GHY
394
PGIM Global High Yield Fund
GHY
$478M
$78.5M 0.04%
5,098,705
+247,155
+5% +$3.88M
SMFG icon
395
Sumitomo Mitsui Financial
SMFG
$164B
$77.9M 0.04%
11,106,183
+269,757
+2% +$1.88M
FMC icon
396
FMC
FMC
$1.34B
$77.8M 0.04%
849,519
+133,652
+19% +$13.2M
BCS icon
397
Barclays
BCS
$92.7B
$77.8M 0.04%
7,535,270
+343,072
+5% +$3.42M
LUV icon
398
Southwest Airlines
LUV
$22B
$77.7M 0.04%
1,511,381
-141,734
-9% -$7.16M
NDAQ icon
399
Nasdaq
NDAQ
$52.7B
$77.7M 0.04%
1,208,091
+35,298
+3% +$2.22M
OMC icon
400
Omnicom Group
OMC
$21.6B
$77.6M 0.04%
1,070,314
-111,739
-9% -$8.3M
14 15
16
17 18

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MCM
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PSUF
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Parametric Portfolio Associates's Q3 2021 Portfolio in Review

As of Q3 2021, Parametric Portfolio Associates held 3,741 positions worth $176B, down 1.4% from $178B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Parametric Portfolio Associates's Q3 2021 filing shows 183 new, 2,026 increased, 1,369 reduced and 140 closed positions. Its largest new stake was GE Aerospace: 3,968,435 shares worth $255M. The largest sale was Pfizer, an estimated $284M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 23% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2021 buy was GE Aerospace: 3,968,435 shares worth $255M.
  • Parametric Portfolio Associates added most to Tesla in Q3 2021, an estimated $187M increase.
  • Parametric Portfolio Associates's biggest Q3 2021 reduction was Pfizer, cutting an estimated $284M.
  • Parametric Portfolio Associates fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $143M.
  • Parametric Portfolio Associates's ten largest holdings make up 23% of its $176B portfolio in Q3 2021.
  • Parametric Portfolio Associates opened 183 new positions and closed 140 in Q3 2021.
  • Parametric Portfolio Associates's portfolio value fell 1.4% quarter-over-quarter to $176B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2021, filed 15 Nov 2021.