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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
XRAY icon
476
Dentsply Sirona
XRAY
$2.68B
$63.1M 0.04%
1,086,404
+8,255
+0.8% +$509K
BBVA icon
477
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
$62.7M 0.04%
9,520,542
+480,688
+5% +$3.1M
RHI icon
478
Robert Half
RHI
$3.87B
$62.6M 0.04%
624,280
-40,184
-6% -$3.93M
OKTA icon
479
Okta
OKTA
$24.7B
$62.2M 0.04%
262,056
+16,996
+7% +$4.22M
NGG icon
480
National Grid
NGG
$80.4B
$62.2M 0.04%
1,178,824
+76,621
+7% +$4.4M
IGR
481
CBRE Global Real Estate Income Fund
IGR
$709M
$62.1M 0.04%
7,431,267
+252,830
+4% +$2.27M
RACE icon
482
Ferrari
RACE
$69.2B
$62M 0.04%
296,384
+27,206
+10% +$5.84M
CAH icon
483
Cardinal Health
CAH
$53.9B
$61.4M 0.03%
1,241,193
-343,856
-22% -$18.7M
SE icon
484
Sea Limited
SE
$65.4B
$61M 0.03%
191,402
+44,289
+30% +$13.6M
PACW
485
DELISTED
PacWest Bancorp
PACW
$60.9M 0.03%
1,343,522
+2,391
+0.2% +$99.2K
EXR icon
486
Extra Space Storage
EXR
$31.3B
$60.7M 0.03%
361,570
+16,919
+5% +$2.99M
ESS icon
487
Essex Property Trust
ESS
$18.3B
$60.5M 0.03%
189,075
+7,760
+4% +$2.51M
RY icon
488
Royal Bank of Canada
RY
$291B
$60.3M 0.03%
606,419
-3,209
-0.5% -$327K
O icon
489
Realty Income
O
$59.6B
$60.3M 0.03%
959,812
+58,419
+6% +$3.94M
PKG icon
490
Packaging Corp of America
PKG
$21.9B
$60.3M 0.03%
438,827
+5,579
+1% +$796K
IEX icon
491
IDEX
IEX
$17B
$60.2M 0.03%
291,103
+6,234
+2% +$1.38M
NEA icon
492
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$59.7M 0.03%
3,929,113
-1,693,546
-30% -$26.8M
VXUS icon
493
Vanguard Total International Stock ETF
VXUS
$155B
$59.6M 0.03%
941,932
+11,063
+1% +$722K
NICE icon
494
Nice
NICE
$5.79B
$59.4M 0.03%
209,117
+3,856
+2% +$1.07M
J icon
495
Jacobs Solutions
J
$15.9B
$59.4M 0.03%
541,685
+5,289
+1% +$585K
IFF icon
496
International Flavors & Fragrances
IFF
$20.2B
$59.4M 0.03%
443,965
-2,130
-0.5% -$313K
BIO icon
497
Bio-Rad Laboratories Class A
BIO
$8.71B
$59.1M 0.03%
79,225
+5,428
+7% +$4.07M
CNP icon
498
CenterPoint Energy
CNP
$27.7B
$58.3M 0.03%
2,368,267
+92,892
+4% +$2.38M
CRL icon
499
Charles River Laboratories
CRL
$11.2B
$58.2M 0.03%
141,045
+11,715
+9% +$4.87M
FERG icon
500
Ferguson
FERG
$45.4B
$58M 0.03%
416,066
+17,891
+4% +$2.55M
18 19
20
21 22

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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.