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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
TXT icon
301
Textron
TXT
$14.7B
$108M 0.06%
1,545,180
+51,860
+3% +$3.64M
SHOP icon
302
Shopify
SHOP
$152B
$107M 0.06%
792,650
+56,380
+8% +$8.45M
EMN icon
303
Eastman Chemical
EMN
$8B
$107M 0.06%
1,063,547
-66,234
-6% -$7.31M
AWK icon
304
American Water Works
AWK
$26.7B
$107M 0.06%
632,958
+25,034
+4% +$4.38M
VRSK icon
305
Verisk Analytics
VRSK
$25.4B
$107M 0.06%
534,120
+41,035
+8% +$7.95M
AME icon
306
Ametek
AME
$55.4B
$107M 0.06%
861,913
+22,518
+3% +$3.02M
ES icon
307
Eversource Energy
ES
$26.9B
$107M 0.06%
1,305,252
+306
+0% +$26.6K
DOC icon
308
Healthpeak Properties
DOC
$15.1B
$106M 0.06%
3,179,245
+103,116
+3% +$3.65M
BP icon
309
BP
BP
$116B
$106M 0.06%
3,878,291
+276,520
+8% +$6.93M
BABA icon
310
Alibaba
BABA
$293B
$105M 0.06%
710,037
-105,357
-13% -$19.2M
TSCO icon
311
Tractor Supply
TSCO
$16.1B
$105M 0.06%
2,583,855
+31,095
+1% +$1.21M
ZBH icon
312
Zimmer Biomet
ZBH
$18.2B
$104M 0.06%
731,103
+4,438
+0.6% +$653K
OTIS icon
313
Otis Worldwide
OTIS
$27.4B
$103M 0.06%
1,256,715
+63,401
+5% +$5.57M
HIG icon
314
Hartford Financial Services
HIG
$38.9B
$103M 0.06%
1,470,219
+48,685
+3% +$3.22M
TTE icon
315
TotalEnergies
TTE
$195B
$103M 0.06%
2,149,087
+1,712
+0.1% +$75.9K
CCL icon
316
Carnival Corporation Ltd
CCL
$38.1B
$103M 0.06%
4,118,391
-1,338,368
-25% -$31.1M
LYB icon
317
LyondellBasell Industries
LYB
$20B
$103M 0.06%
1,094,125
-440,172
-29% -$43.2M
RCL icon
318
Royal Caribbean
RCL
$85.1B
$102M 0.06%
1,148,693
+18,233
+2% +$1.47M
CPRT icon
319
Copart
CPRT
$27B
$102M 0.06%
2,931,440
+143,040
+5% +$5.11M
RDS.A
320
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$101M 0.06%
2,274,329
+387,281
+21% +$15.6M
XEL icon
321
Xcel Energy
XEL
$48.8B
$101M 0.06%
1,617,680
-102,872
-6% -$6.95M
CLX icon
322
Clorox
CLX
$11.6B
$101M 0.06%
610,348
+46,822
+8% +$8.06M
KMI icon
323
Kinder Morgan
KMI
$71.7B
$101M 0.06%
6,040,531
+177,621
+3% +$3.02M
TWLO icon
324
Twilio
TWLO
$30B
$101M 0.06%
315,133
+42,764
+16% +$15.6M
EFX icon
325
Equifax
EFX
$20.3B
$100M 0.06%
395,912
+15,943
+4% +$4.14M
11 12
13
14 15

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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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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.