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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
CTSH icon
251
Cognizant
CTSH
$24.9B
$130M 0.07%
1,755,774
+212,753
+14% +$15.7M
PSX icon
252
Phillips 66
PSX
$84.9B
$130M 0.07%
1,858,474
-1,032,187
-36% -$74.7M
COR icon
253
Cencora
COR
$60.6B
$130M 0.07%
1,084,774
-39,602
-4% -$4.76M
CMA
254
DELISTED
Comerica
CMA
$129M 0.07%
1,607,609
-288,419
-15% -$20.8M
URI icon
255
United Rentals
URI
$67.2B
$129M 0.07%
368,130
+11,184
+3% +$3.75M
WBA
256
DELISTED
Walgreens Boots Alliance
WBA
$129M 0.07%
2,736,639
-1,275,174
-32% -$61.5M
MRO
257
DELISTED
Marathon Oil Corporation
MRO
$129M 0.07%
9,417,677
-3,422,593
-27% -$41.3M
CTAS icon
258
Cintas
CTAS
$81.9B
$128M 0.07%
1,344,600
+45,180
+3% +$4.42M
WEC icon
259
WEC Energy
WEC
$35.7B
$128M 0.07%
1,448,173
+127,743
+10% +$12M
SWK icon
260
Stanley Black & Decker
SWK
$14.3B
$126M 0.07%
719,789
+11,856
+2% +$2.31M
SPY icon
261
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$124M 0.07%
289,916
-20,687
-7% -$9.13M
ROK icon
262
Rockwell Automation
ROK
$53.4B
$124M 0.07%
422,775
-19,051
-4% -$5.85M
CTVA icon
263
Corteva
CTVA
$52.6B
$124M 0.07%
2,954,010
+133,037
+5% +$5.76M
TSN icon
264
Tyson Foods
TSN
$20.4B
$124M 0.07%
1,566,417
+45,182
+3% +$3.41M
ADM icon
265
Archer Daniels Midland
ADM
$38.2B
$124M 0.07%
2,059,658
-275,902
-12% -$16.5M
CBRE icon
266
CBRE Group
CBRE
$42.5B
$123M 0.07%
1,260,674
+85,237
+7% +$7.92M
TEL icon
267
TE Connectivity
TEL
$59.6B
$123M 0.07%
894,266
+39,583
+5% +$5.71M
TWTR
268
DELISTED
Twitter, Inc.
TWTR
$122M 0.07%
2,021,085
+114,043
+6% +$7.49M
XYZ
269
Block Inc
XYZ
$48.4B
$121M 0.07%
503,732
+53,773
+12% +$13.8M
XLNX
270
DELISTED
Xilinx Inc
XLNX
$121M 0.07%
799,930
-27,969
-3% -$4.1M
GLW icon
271
Corning
GLW
$119B
$121M 0.07%
3,303,713
-724,531
-18% -$28.9M
GWW icon
272
W.W. Grainger
GWW
$65.3B
$120M 0.07%
305,834
-5,381
-2% -$2.34M
APTV icon
273
Aptiv
APTV
$12B
$119M 0.07%
802,142
+30,893
+4% +$4.81M
STZ icon
274
Constellation Brands
STZ
$22.2B
$119M 0.07%
566,805
+594
+0.1% +$130K
NUE icon
275
Nucor
NUE
$58.6B
$119M 0.07%
1,204,185
+40,507
+3% +$4.31M
9 10
11
12 13

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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.