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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
CCEP icon
676
Coca-Cola Europacific Partners
CCEP
$48.3B
$35M 0.02%
632,396
+13,925
+2% +$828K
SBNY
677
DELISTED
Signature Bank
SBNY
$35M 0.02%
128,361
+11,390
+10% +$2.86M
FICO icon
678
Fair Isaac
FICO
$24.3B
$34.9M 0.02%
87,825
-9,300
-10% -$4.42M
XLE icon
679
State Street Energy Select Sector SPDR ETF
XLE
$39B
$34.8M 0.02%
1,335,972
+8,518
+0.6% +$211K
SHG icon
680
Shinhan Financial Group
SHG
$32.8B
$34.8M 0.02%
1,032,897
+52,898
+5% +$1.77M
UTHR icon
681
United Therapeutics
UTHR
$25.8B
$34.8M 0.02%
188,366
-29,325
-13% -$5.78M
RRC icon
682
Range Resources
RRC
$9.38B
$34.7M 0.02%
1,531,517
-305,044
-17% -$4.94M
NET icon
683
Cloudflare
NET
$99B
$34.6M 0.02%
307,151
-361,816
-54% -$43.2M
NMR icon
684
Nomura Holdings
NMR
$28.3B
$34.6M 0.02%
6,998,273
+191,259
+3% +$955K
DISH
685
DELISTED
DISH Network Corp.
DISH
$34.5M 0.02%
794,540
+90,198
+13% +$3.84M
HST icon
686
Host Hotels & Resorts
HST
$17.2B
$34.2M 0.02%
2,096,037
-2,254,101
-52% -$36.6M
KDP icon
687
Keurig Dr Pepper
KDP
$42.3B
$34.2M 0.02%
1,001,094
+66,215
+7% +$2.32M
VNT icon
688
Vontier
VNT
$4.52B
$34.2M 0.02%
1,017,771
+338,023
+50% +$11.5M
AWF
689
AllianceBernstein Global High Income Fund
AWF
$870M
$34.1M 0.02%
2,782,536
-331,602
-11% -$4.1M
KB icon
690
KB Financial Group
KB
$41.4B
$34.1M 0.02%
735,065
+41,992
+6% +$1.9M
ABCL icon
691
AbCellera Biologics
ABCL
$1.74B
$34.1M 0.02%
1,700,000
+200,000
+13% +$3.54M
SEE
692
DELISTED
Sealed Air
SEE
$34M 0.02%
620,547
-9,681
-2% -$563K
SLM icon
693
SLM Corp
SLM
$4.89B
$34M 0.02%
1,931,622
+18,582
+1% +$349K
TKR icon
694
Timken Company
TKR
$9.56B
$34M 0.02%
518,953
-57,610
-10% -$4.28M
SCI icon
695
Service Corp International
SCI
$11.7B
$33.9M 0.02%
563,193
-28,645
-5% -$1.74M
MOH icon
696
Molina Healthcare
MOH
$10.2B
$33.8M 0.02%
124,625
+9,945
+9% +$2.63M
NVR icon
697
NVR
NVR
$16.5B
$33.6M 0.02%
7,012
+124
+2% +$630K
HOG icon
698
Harley-Davidson
HOG
$2.58B
$33.5M 0.02%
916,020
-26,315
-3% -$1.06M
GMAB icon
699
Genmab
GMAB
$17.7B
$33.5M 0.02%
766,583
+44,692
+6% +$2.01M
BBL
700
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$33.3M 0.02%
657,656
+22,483
+4% +$1.35M
26 27
28
29 30

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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.