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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
IT icon
326
Gartner
IT
$10.1B
$99.8M 0.06%
328,343
+23,678
+8% +$6.86M
PPG icon
327
PPG Industries
PPG
$24.6B
$99.5M 0.06%
695,781
-106,347
-13% -$17.1M
FTV icon
328
Fortive
FTV
$17.9B
$98.9M 0.06%
1,860,278
+118,496
+7% +$6.49M
WST icon
329
West Pharmaceutical
WST
$24B
$98.9M 0.06%
232,998
+5,606
+2% +$2.36M
LH icon
330
Labcorp
LH
$25B
$98.9M 0.06%
408,923
+22,896
+6% +$5.77M
ANSS
331
DELISTED
Ansys
ANSS
$97.8M 0.06%
287,161
+16,088
+6% +$5.81M
BKR icon
332
Baker Hughes
BKR
$60B
$97.1M 0.06%
3,926,968
+392,675
+11% +$8.75M
GPC icon
333
Genuine Parts
GPC
$17.1B
$96.1M 0.05%
792,732
+24,280
+3% +$3.03M
HSY icon
334
Hershey
HSY
$35.2B
$95.3M 0.05%
562,997
+16,551
+3% +$2.92M
DGX icon
335
Quest Diagnostics
DGX
$25.7B
$93.9M 0.05%
646,478
+93,784
+17% +$13.7M
DOV icon
336
Dover
DOV
$27.6B
$93M 0.05%
598,229
+12,934
+2% +$2.14M
RIO icon
337
Rio Tinto
RIO
$158B
$93M 0.05%
1,391,715
+2,164
+0.2% +$169K
MAA icon
338
Mid-America Apartment Communities
MAA
$15.4B
$92.8M 0.05%
497,121
+1,222
+0.2% +$229K
PHM icon
339
Pultegroup
PHM
$24.1B
$92.4M 0.05%
2,011,125
-91,338
-4% -$4.75M
GRMN
340
Garmin
GRMN
$56.7B
$91.6M 0.05%
589,151
+7,132
+1% +$1.16M
GSK icon
341
GSK
GSK
$104B
$91.5M 0.05%
1,916,210
+138,492
+8% +$6.96M
SWKS icon
342
Skyworks Solutions
SWKS
$9.37B
$91.3M 0.05%
554,275
-4,539
-0.8% -$830K
PPL
343
PPL Corp
PPL
$26.5B
$91M 0.05%
3,262,205
+39,133
+1% +$1.13M
MELI icon
344
Mercado Libre
MELI
$95.2B
$90.9M 0.05%
54,156
-2,641
-5% -$4.57M
BHP icon
345
BHP
BHP
$215B
$90.7M 0.05%
1,900,540
-137,955
-7% -$8.43M
STX icon
346
Seagate
STX
$194B
$90.6M 0.05%
1,097,498
-457,206
-29% -$39.8M
XOP icon
347
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$90M 0.05%
930,547
-616,534
-40% -$52.5M
OXY icon
348
Occidental Petroleum
OXY
$56.8B
$89.9M 0.05%
3,038,704
-96,193
-3% -$2.57M
CE icon
349
Celanese
CE
$4.9B
$89.9M 0.05%
596,481
+27,724
+5% +$4.27M
PFG icon
350
Principal Financial Group
PFG
$24.3B
$89.8M 0.05%
1,394,245
-11,447
-0.8% -$735K
12 13
14
15 16

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MCM
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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.