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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
MRVL icon
276
Marvell Technology
MRVL
$168B
$119M 0.07%
1,966,429
+29,382
+2% +$1.76M
DLR icon
277
Digital Realty Trust
DLR
$69.7B
$118M 0.07%
819,770
+64,944
+9% +$10.2M
LEN icon
278
Lennar Class A
LEN
$19.8B
$118M 0.07%
1,304,514
+53,700
+4% +$5.31M
KSU
279
DELISTED
Kansas City Southern
KSU
$118M 0.07%
436,101
-483
-0.1% -$134K
VRSN icon
280
VeriSign
VRSN
$26.2B
$118M 0.07%
575,402
-12,100
-2% -$2.65M
RMD icon
281
ResMed
RMD
$30.6B
$118M 0.07%
446,885
+16,972
+4% +$4.64M
NXPI icon
282
NXP Semiconductors
NXPI
$57.8B
$118M 0.07%
600,288
+9,172
+2% +$1.9M
PCAR icon
283
PACCAR
PCAR
$69.8B
$117M 0.07%
2,227,379
+68,228
+3% +$3.79M
WELL icon
284
Welltower
WELL
$169B
$117M 0.07%
1,417,469
+46,942
+3% +$4.03M
KEYS icon
285
Keysight
KEYS
$54.5B
$115M 0.07%
702,043
+21,816
+3% +$3.66M
KHC icon
286
Kraft Heinz
KHC
$30.7B
$115M 0.07%
3,110,264
-198,157
-6% -$7.46M
CAG icon
287
Conagra Brands
CAG
$6.94B
$115M 0.07%
3,380,843
+273,584
+9% +$9.26M
PXD
288
DELISTED
Pioneer Natural Resource Co.
PXD
$114M 0.06%
685,692
+54,597
+9% +$8.26M
AOD
289
abrdn Total Dynamic Dividend Fund
AOD
$1.11B
$114M 0.06%
11,716,015
+327,662
+3% +$3.35M
EXPD icon
290
Expeditors International
EXPD
$22B
$114M 0.06%
957,152
-35,628
-4% -$4.46M
PEG icon
291
Public Service Enterprise Group
PEG
$38.2B
$112M 0.06%
1,839,467
-171,175
-9% -$10.7M
NFJ
292
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$112M 0.06%
7,542,202
+496,222
+7% +$7.61M
BALL icon
293
Ball Corp
BALL
$17.3B
$111M 0.06%
1,236,670
+110,110
+10% +$9.77M
CHD icon
294
Church & Dwight Co
CHD
$23.4B
$111M 0.06%
1,343,640
+144,621
+12% +$12.3M
HBAN icon
295
Huntington Bancshares
HBAN
$34.4B
$111M 0.06%
7,171,551
+479,770
+7% +$7.06M
CNC icon
296
Centene
CNC
$30.7B
$111M 0.06%
1,777,648
-41,687
-2% -$2.79M
SYF icon
297
Synchrony
SYF
$24.7B
$110M 0.06%
2,243,553
-920,758
-29% -$44.7M
WBK
298
DELISTED
Westpac Banking Corporation
WBK
$110M 0.06%
5,916,751
+241,803
+4% +$4.52M
IP icon
299
International Paper
IP
$21.6B
$109M 0.06%
2,057,439
-328,815
-14% -$18.3M
SRE icon
300
Sempra
SRE
$57.9B
$108M 0.06%
1,709,958
+69,362
+4% +$4.58M
10 11
12
13 14

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.