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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
L icon
626
Loews
L
$23.9B
$39.5M 0.02%
732,074
-111,409
-13% -$6.05M
SCCO icon
627
Southern Copper
SCCO
$143B
$39.5M 0.02%
758,071
+20,391
+3% +$1.18M
ALNY icon
628
Alnylam Pharmaceuticals
ALNY
$27.5B
$39.4M 0.02%
208,537
+9,852
+5% +$1.85M
DELL icon
629
Dell
DELL
$262B
$39.3M 0.02%
744,470
+89,485
+14% +$4.46M
CSL icon
630
Carlisle Companies
CSL
$14.3B
$39.2M 0.02%
197,324
+7,129
+4% +$1.44M
RGEN icon
631
Repligen
RGEN
$7.96B
$39M 0.02%
134,979
+6,733
+5% +$1.73M
JQC icon
632
Nuveen Credit Strategies Income Fund
JQC
$704M
$38.8M 0.02%
5,917,469
+3,737,819
+171% +$24.4M
FIVN icon
633
FIVE9
FIVN
$2.11B
$38.8M 0.02%
242,887
-10,014
-4% -$1.83M
REG icon
634
Regency Centers
REG
$14.7B
$38.8M 0.02%
575,809
+39,205
+7% +$2.6M
GAP
635
The Gap Inc
GAP
$7.23B
$38.8M 0.02%
1,707,258
-694,080
-29% -$19.2M
JRI icon
636
Nuveen Real Asset Income & Growth Fund
JRI
$356M
$38.7M 0.02%
2,537,126
-58,195
-2% -$930K
PNR icon
637
Pentair
PNR
$10.4B
$38.7M 0.02%
532,600
+13,323
+3% +$994K
BUD icon
638
AB InBev
BUD
$170B
$38.5M 0.02%
682,804
-4,041
-0.6% -$254K
NWG icon
639
NatWest
NWG
$75.4B
$38.3M 0.02%
5,843,586
+591,140
+11% +$3.68M
MANH icon
640
Manhattan Associates
MANH
$11.2B
$38.2M 0.02%
249,837
-4,206
-2% -$656K
CBOE icon
641
Cboe Global Markets
CBOE
$32.5B
$38.2M 0.02%
308,323
+21,691
+8% +$2.65M
AIZ icon
642
Assurant
AIZ
$13.8B
$38M 0.02%
240,964
+4,497
+2% +$726K
WCC
643
WESCO International
WCC
$16.7B
$38M 0.02%
329,375
-83,722
-20% -$9.23M
TPR icon
644
Tapestry
TPR
$30.8B
$37.3M 0.02%
1,008,658
-218,371
-18% -$8.99M
STEW
645
SRH Total Return Fund
STEW
$1.79B
$37.1M 0.02%
2,831,977
-27,853
-1% -$381K
GWRE icon
646
Guidewire Software
GWRE
$12.6B
$37M 0.02%
311,440
+31,706
+11% +$3.66M
ATR icon
647
AptarGroup
ATR
$8.55B
$37M 0.02%
310,096
+72,201
+30% +$9.5M
DOX icon
648
Amdocs
DOX
$5.92B
$37M 0.02%
488,669
-56,525
-10% -$4.37M
BILL icon
649
BILL Holdings
BILL
$4.49B
$36.9M 0.02%
138,320
+49,357
+55% +$11.4M
CS
650
DELISTED
Credit Suisse Group
CS
$36.9M 0.02%
3,742,521
+397,873
+12% +$4.07M
24 25
26
27 28

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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.