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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
NDSN icon
751
Nordson
NDSN
$16.9B
$29.6M 0.02%
124,413
+78
+0.1% +$18K
TEF
752
DELISTED
Telefonica
TEF
$29.5M 0.02%
6,707,175
+614,779
+10% +$2.73M
EQT icon
753
EQT Corp
EQT
$33.3B
$29.4M 0.02%
1,435,250
-53,968
-4% -$1.04M
PINS icon
754
Pinterest
PINS
$13.6B
$29.3M 0.02%
575,974
-218,903
-28% -$13.4M
INDA icon
755
iShares MSCI India ETF
INDA
$6.61B
$29.3M 0.02%
601,373
-347,474
-37% -$16.2M
FNF icon
756
Fidelity National Financial
FNF
$14B
$29.3M 0.02%
671,551
+214,215
+47% +$9.5M
GTLS
757
DELISTED
Chart Industries
GTLS
$29.3M 0.02%
153,081
+123
+0.1% +$21.2K
KSS icon
758
Kohl's
KSS
$2.3B
$29.2M 0.02%
619,612
-2,675,920
-81% -$143M
RPM icon
759
RPM International
RPM
$14B
$29.1M 0.02%
374,408
+92,942
+33% +$7.83M
PDCE
760
DELISTED
PDC Energy, Inc.
PDCE
$29.1M 0.02%
613,204
+66,737
+12% +$2.78M
SPSC icon
761
SPS Commerce
SPSC
$2.78B
$29M 0.02%
179,864
+44,871
+33% +$5.53M
CM icon
762
Canadian Imperial Bank of Commerce
CM
$109B
$29M 0.02%
521,144
+33,544
+7% +$1.93M
RGA icon
763
Reinsurance Group of America
RGA
$15.7B
$29M 0.02%
260,241
+2,540
+1% +$289K
AMN icon
764
AMN Healthcare
AMN
$1.36B
$28.5M 0.02%
248,599
+36,907
+17% +$3.91M
VICI icon
765
VICI Properties
VICI
$29.1B
$28.5M 0.02%
1,003,371
+72,150
+8% +$2.2M
DASH icon
766
DoorDash
DASH
$87.1B
$28.5M 0.02%
138,328
+48,361
+54% +$9.25M
TS icon
767
Tenaris
TS
$28.4B
$28.5M 0.02%
1,348,702
+27,302
+2% +$554K
PVH icon
768
PVH
PVH
$4.08B
$28.4M 0.02%
276,616
+7,865
+3% +$847K
AMG icon
769
Affiliated Managers Group
AMG
$9.91B
$28.3M 0.02%
187,459
-23,592
-11% -$3.86M
MAN icon
770
ManpowerGroup
MAN
$2.54B
$28.3M 0.02%
261,341
-473,081
-64% -$55.1M
AM icon
771
Antero Midstream
AM
$10.4B
$28.3M 0.02%
2,715,427
+5,810
+0.2% +$57K
MMT
772
Aberdeen Multi-Market Income Fund
MMT
$238M
$28.3M 0.02%
4,307,067
+163,797
+4% +$1.04M
OMCL icon
773
Omnicell
OMCL
$1.61B
$28.2M 0.02%
190,284
+19,756
+12% +$3.03M
DECK icon
774
Deckers Outdoor
DECK
$13.5B
$28.1M 0.02%
468,786
-27,936
-6% -$1.91M
AER icon
775
AerCap
AER
$24.1B
$28.1M 0.02%
485,785
+47,522
+11% +$2.55M
29 30
31
32 33

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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.