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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
TFX icon
426
Teleflex
TFX
$6.05B
$70.8M 0.04%
188,152
-6,112
-3% -$2.38M
EFV icon
427
iShares MSCI EAFE Value ETF
EFV
$28.8B
$70.7M 0.04%
1,390,655
+352
+0% +$18.2K
EMD
428
Western Asset Emerging Markets Debt Fund
EMD
$609M
$70.5M 0.04%
5,184,885
+139,518
+3% +$1.94M
BF.B icon
429
Brown-Forman Class B
BF.B
$13.2B
$70.2M 0.04%
1,047,654
+7,420
+0.7% +$525K
AKAM icon
430
Akamai
AKAM
$16.7B
$70.1M 0.04%
670,510
+30,554
+5% +$3.49M
FFIV icon
431
F5
FFIV
$22.9B
$70M 0.04%
352,116
-38,112
-10% -$7.62M
JBHT icon
432
JB Hunt Transport Services
JBHT
$25.5B
$69.8M 0.04%
417,202
+25,047
+6% +$4.27M
AVY icon
433
Avery Dennison
AVY
$13B
$69M 0.04%
333,070
+6,306
+2% +$1.35M
AEE icon
434
Ameren
AEE
$30.3B
$69M 0.04%
851,898
-94,177
-10% -$8.03M
CPAY icon
435
Corpay
CPAY
$25B
$69M 0.04%
264,026
+18,051
+7% +$4.67M
BWA icon
436
BorgWarner
BWA
$13.1B
$69M 0.04%
1,812,840
-185,116
-9% -$7.36M
PANW icon
437
Palo Alto Networks
PANW
$270B
$68.4M 0.04%
856,860
+55,920
+7% +$3.93M
CHRW icon
438
C.H. Robinson
CHRW
$17.4B
$68.2M 0.04%
784,139
-51,327
-6% -$4.64M
NRG icon
439
NRG Energy
NRG
$28.3B
$68.2M 0.04%
1,669,221
+119,595
+8% +$5.09M
PUK icon
440
Prudential
PUK
$37.6B
$68.1M 0.04%
1,738,701
+96,068
+6% +$3.72M
ARE icon
441
Alexandria Real Estate Equities
ARE
$8.97B
$68M 0.04%
355,639
+18,482
+5% +$3.68M
SNOW icon
442
Snowflake
SNOW
$102B
$67.9M 0.04%
224,418
+109,356
+95% +$31.1M
MUI
443
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$67.9M 0.04%
4,461,408
-345,294
-7% -$5.46M
BTZ icon
444
BlackRock Credit Allocation Income Trust
BTZ
$930M
$67.4M 0.04%
4,450,048
+184,003
+4% +$2.85M
ABB
445
DELISTED
ABB Ltd
ABB
$67.4M 0.04%
2,020,196
-107,592
-5% -$3.91M
VTR icon
446
Ventas
VTR
$48B
$67.2M 0.04%
1,217,703
-124,687
-9% -$7.14M
DINO icon
447
HF Sinclair
DINO
$16.3B
$66.8M 0.04%
2,015,974
-988,919
-33% -$30.1M
DXC icon
448
DXC Technology
DXC
$1.82B
$66.3M 0.04%
1,974,021
-1,336,171
-40% -$50.6M
HSBC icon
449
HSBC
HSBC
$365B
$66.2M 0.04%
2,531,667
-310,346
-11% -$8.45M
VIG icon
450
Vanguard Dividend Appreciation ETF
VIG
$111B
$66.1M 0.04%
430,520
+8,860
+2% +$1.41M
16 17
18
19 20

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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.