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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
RVT icon
551
Royce Value Trust
RVT
$2.21B
$50.2M 0.03%
2,785,226
+209,378
+8% +$3.87M
MUB icon
552
iShares National Muni Bond ETF
MUB
$45.1B
$50.2M 0.03%
431,787
+415,242
+2,510% +$48.7M
BOE icon
553
BlackRock Enhanced Global Dividend Trust
BOE
$673M
$49.9M 0.03%
4,265,396
-20,056
-0.5% -$249K
MYI icon
554
BlackRock MuniYield Quality Fund III
MYI
$709M
$49.9M 0.03%
3,397,912
+53,814
+2% +$807K
LYV icon
555
Live Nation Entertainment
LYV
$40.6B
$49.8M 0.03%
546,967
+55,000
+11% +$4.63M
DRE
556
DELISTED
Duke Realty Corp.
DRE
$49.7M 0.03%
1,037,802
+21,112
+2% +$1.06M
STLA icon
557
Stellantis
STLA
$21.7B
$49.6M 0.03%
2,596,691
+149,757
+6% +$2.96M
ULTA icon
558
Ulta Beauty
ULTA
$22B
$49.5M 0.03%
137,187
-3,066
-2% -$1.11M
STE icon
559
Steris
STE
$22.3B
$49.1M 0.03%
240,238
+19,163
+9% +$4.1M
ALK icon
560
Alaska Air
ALK
$5.29B
$48.8M 0.03%
832,906
-12,472
-1% -$719K
FBIN icon
561
Fortune Brands Innovations
FBIN
$5.88B
$48.8M 0.03%
638,517
+4,980
+0.8% +$414K
EG icon
562
Everest Group
EG
$14.5B
$48.5M 0.03%
193,378
+5,751
+3% +$1.48M
AES icon
563
AES
AES
$10.5B
$48.5M 0.03%
2,123,847
-883,213
-29% -$21.5M
ABMD
564
DELISTED
Abiomed Inc
ABMD
$48.5M 0.03%
148,945
+9,309
+7% +$3.15M
HZNP
565
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$48.3M 0.03%
440,674
+30,292
+7% +$3.14M
TEVA icon
566
Teva Pharmaceuticals
TEVA
$40.8B
$48.2M 0.03%
4,949,038
-234,143
-5% -$2.19M
HDB icon
567
HDFC Bank
HDB
$123B
$48.2M 0.03%
1,318,308
+40,368
+3% +$1.5M
CPT icon
568
Camden Property Trust
CPT
$11B
$47.8M 0.03%
324,300
+4,000
+1% +$586K
ISD
569
PGIM High Yield Bond Fund
ISD
$415M
$47M 0.03%
2,895,786
+215,444
+8% +$3.51M
VTRS icon
570
Viatris
VTRS
$20.4B
$47M 0.03%
3,465,418
-93,923
-3% -$1.33M
HOLX
571
DELISTED
Hologic
HOLX
$46.9M 0.03%
635,684
+99,185
+18% +$7.44M
QGEN icon
572
Qiagen
QGEN
$8.54B
$46.9M 0.03%
855,476
+110,274
+15% +$6.14M
WRB icon
573
W.R. Berkley
WRB
$26.9B
$46.7M 0.03%
1,435,050
+64,253
+5% +$2.12M
DLTR icon
574
Dollar Tree
DLTR
$24.4B
$46.5M 0.03%
485,572
-77,108
-14% -$7.42M
TYL icon
575
Tyler Technologies
TYL
$12.7B
$46.4M 0.03%
101,082
+4,589
+5% +$2.19M
21 22
23
24 25

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MCM
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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.