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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
OKE icon
226
Oneok
OKE
$57.2B
$147M 0.08%
2,528,781
+76,349
+3% +$4.1M
CMG icon
227
Chipotle Mexican Grill
CMG
$47.2B
$146M 0.08%
4,003,650
+260,400
+7% +$9.47M
MNST icon
228
Monster Beverage
MNST
$94.3B
$144M 0.08%
3,250,656
+32,386
+1% +$1.53M
MCK icon
229
McKesson
MCK
$100B
$144M 0.08%
723,685
-376,855
-34% -$75.3M
AIG icon
230
American International
AIG
$41.7B
$144M 0.08%
2,617,320
-1,341,990
-34% -$69.1M
LNC icon
231
Lincoln National
LNC
$8.73B
$143M 0.08%
2,082,591
-32,657
-2% -$2.13M
MET icon
232
MetLife
MET
$61.9B
$143M 0.08%
2,319,264
-533,976
-19% -$32.1M
SBAC icon
233
SBA Communications
SBAC
$19.2B
$142M 0.08%
430,880
+16,728
+4% +$5.79M
FANG icon
234
Diamondback Energy
FANG
$57.1B
$142M 0.08%
1,503,967
+71,499
+5% +$5.74M
YUM icon
235
Yum! Brands
YUM
$41.8B
$142M 0.08%
1,159,558
-77,286
-6% -$9.81M
STT icon
236
State Street
STT
$50.6B
$142M 0.08%
1,673,188
+3,181
+0.2% +$277K
AFL icon
237
Aflac
AFL
$64.9B
$142M 0.08%
2,716,972
-72,889
-3% -$3.98M
AEP icon
238
American Electric Power
AEP
$69.6B
$142M 0.08%
1,744,068
+135,351
+8% +$11.8M
VLO icon
239
Valero Energy
VLO
$90.1B
$141M 0.08%
2,003,920
-212,531
-10% -$14.1M
SNY icon
240
Sanofi
SNY
$103B
$141M 0.08%
2,930,094
-82,989
-3% -$4.22M
SLB icon
241
SLB Ltd
SLB
$73.6B
$138M 0.08%
4,648,966
+80,749
+2% +$2.31M
PSA icon
242
Public Storage
PSA
$60.5B
$137M 0.08%
461,176
+23,697
+5% +$7.44M
ZION icon
243
Zions Bancorporation
ZION
$10.2B
$136M 0.08%
2,203,262
+24,964
+1% +$1.37M
FAST icon
244
Fastenal
FAST
$54.7B
$134M 0.08%
5,190,424
+181,754
+4% +$4.93M
MAR icon
245
Marriott International
MAR
$98.3B
$134M 0.08%
901,707
+49,095
+6% +$6.85M
VRTX icon
246
Vertex Pharmaceuticals
VRTX
$121B
$133M 0.08%
734,985
-29,306
-4% -$5.72M
IQV icon
247
IQVIA
IQV
$38.7B
$133M 0.08%
554,859
+30,714
+6% +$7.75M
INFO
248
DELISTED
IHS Markit Ltd. Common Shares
INFO
$132M 0.07%
1,128,096
+47,481
+4% +$5.61M
DHI icon
249
D.R. Horton
DHI
$40B
$131M 0.07%
1,565,756
+34,188
+2% +$3.15M
SNPS icon
250
Synopsys
SNPS
$74.4B
$131M 0.07%
437,595
+8,919
+2% +$2.71M
8 9
10
11 12

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MCM
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PSUF
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BAM
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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.