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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
COO icon
501
Cooper Companies
COO
$14.1B
$57.5M 0.03%
556,504
+32,728
+6% +$3.49M
RDS.B
502
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$57.3M 0.03%
1,294,515
+212,662
+20% +$8.42M
ROKU icon
503
Roku
ROKU
$21.5B
$57.3M 0.03%
182,839
+7,308
+4% +$2.75M
TAP icon
504
Molson Coors Class B
TAP
$7.79B
$57.3M 0.03%
1,234,547
+43,872
+4% +$2.14M
DPZ icon
505
Domino's
DPZ
$11.5B
$57.2M 0.03%
119,868
+10,806
+10% +$5.47M
MUFG icon
506
Mitsubishi UFJ Financial
MUFG
$253B
$57M 0.03%
9,619,008
-284,265
-3% -$1.58M
ADX icon
507
Adams Diversified Equity Fund
ADX
$3.13B
$56.7M 0.03%
2,863,748
+91,339
+3% +$1.85M
LNG icon
508
Cheniere Energy
LNG
$55.2B
$56.3M 0.03%
576,316
+26,334
+5% +$2.3M
RJF icon
509
Raymond James Financial
RJF
$33.8B
$56.2M 0.03%
609,539
+35,135
+6% +$3.15M
MFG icon
510
Mizuho Financial
MFG
$127B
$56M 0.03%
19,726,352
+327,805
+2% +$944K
IX icon
511
ORIX
IX
$44B
$55.3M 0.03%
2,925,665
-281,785
-9% -$5.19M
ZM icon
512
Zoom
ZM
$28.2B
$55.1M 0.03%
210,896
-24,298
-10% -$8.19M
TECH icon
513
Bio-Techne
TECH
$11.2B
$55.1M 0.03%
454,436
+8,788
+2% +$1.07M
EVRG icon
514
Evergy
EVRG
$19.1B
$55M 0.03%
884,221
+71,344
+9% +$4.68M
UAL icon
515
United Airlines
UAL
$39.4B
$54.7M 0.03%
1,150,732
-62,935
-5% -$2.97M
MXI icon
516
iShares Global Materials ETF
MXI
$338M
$54.7M 0.03%
642,489
-59
-0% -$5.36K
LDOS icon
517
Leidos
LDOS
$14.5B
$54.7M 0.03%
569,287
+35,611
+7% +$3.53M
TRGP icon
518
Targa Resources
TRGP
$58B
$54.6M 0.03%
1,109,817
-16,883
-1% -$743K
TRMB icon
519
Trimble
TRMB
$13.2B
$54.6M 0.03%
663,937
+47,188
+8% +$4.14M
FOXA icon
520
Fox Class A
FOXA
$24.5B
$54M 0.03%
1,347,502
+64,841
+5% +$2.39M
HMC icon
521
Honda
HMC
$39.1B
$53.8M 0.03%
1,754,520
+59,087
+3% +$1.86M
TER icon
522
Teradyne
TER
$57.6B
$53.4M 0.03%
489,576
+39,308
+9% +$4.78M
IR icon
523
Ingersoll Rand
IR
$32.6B
$53.3M 0.03%
1,056,713
+176,898
+20% +$9M
POOL icon
524
Pool Corp
POOL
$6.75B
$53.1M 0.03%
122,308
+3,564
+3% +$1.69M
ENPH icon
525
Enphase Energy
ENPH
$4.96B
$53.1M 0.03%
354,187
+55,057
+18% +$9.45M
19 20
21
22 23

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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.