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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
ZBRA icon
351
Zebra Technologies
ZBRA
$14B
$89.5M 0.05%
173,735
+5,516
+3% +$3.07M
MKC icon
352
McCormick & Company Non-Voting
MKC
$13.7B
$89.3M 0.05%
1,102,253
+51,354
+5% +$4.41M
UBER icon
353
Uber
UBER
$143B
$89.1M 0.05%
1,989,524
-33,781
-2% -$1.48M
TEAM icon
354
Atlassian
TEAM
$25.6B
$88.4M 0.05%
225,861
+20,547
+10% +$6.86M
RSG icon
355
Republic Services
RSG
$64.8B
$88.3M 0.05%
735,834
+28,240
+4% +$3.38M
WAT icon
356
Waters Corp
WAT
$37B
$88.1M 0.05%
246,528
+13,446
+6% +$5.27M
EQR icon
357
Equity Residential
EQR
$24.9B
$88M 0.05%
1,086,933
+68,253
+7% +$5.64M
ED icon
358
Consolidated Edison
ED
$40.1B
$87.8M 0.05%
1,209,892
+87,114
+8% +$6.5M
GGG icon
359
Graco
GGG
$12.9B
$87.5M 0.05%
1,250,005
+15,900
+1% +$1.22M
CMS icon
360
CMS Energy
CMS
$22.6B
$87.5M 0.05%
1,464,161
+15,297
+1% +$955K
SJM icon
361
J.M. Smucker
SJM
$12.7B
$87.2M 0.05%
726,841
-1,379
-0.2% -$175K
LULU icon
362
lululemon athletica
LULU
$13.5B
$87.2M 0.05%
215,492
+6,559
+3% +$2.63M
XME icon
363
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$87.1M 0.05%
2,086,715
+2,025
+0.1% +$87.6K
ODFL icon
364
Old Dominion Freight Line
ODFL
$44.1B
$86.8M 0.05%
606,986
+46,998
+8% +$6.52M
RELX icon
365
RELX
RELX
$61.8B
$86.8M 0.05%
3,006,023
+170,459
+6% +$5.02M
WTW icon
366
Willis Towers Watson
WTW
$31.2B
$86.6M 0.05%
372,434
+47,360
+15% +$10.5M
MTCH icon
367
Match Group
MTCH
$9.19B
$86.5M 0.05%
551,243
+105,837
+24% +$16.1M
BX icon
368
Blackstone
BX
$102B
$86.4M 0.05%
742,966
+330,535
+80% +$38.4M
HLT icon
369
Hilton Worldwide
HLT
$72.1B
$85.5M 0.05%
647,095
+75,324
+13% +$9.52M
NTAP icon
370
NetApp
NTAP
$35B
$85.5M 0.05%
952,073
-1,129,055
-54% -$95.3M
AVB icon
371
AvalonBay Communities
AVB
$26.5B
$85.5M 0.05%
385,567
+24,035
+7% +$5.4M
CERN
372
DELISTED
Cerner Corp
CERN
$85.4M 0.05%
1,211,418
+15,672
+1% +$1.21M
VMC icon
373
Vulcan Materials
VMC
$34.8B
$84.8M 0.05%
501,346
+51,135
+11% +$9.16M
VFC icon
374
VF Corp
VFC
$5.63B
$84.7M 0.05%
1,263,970
-94,905
-7% -$7.28M
ETSY icon
375
Etsy
ETSY
$7.75B
$84.6M 0.05%
407,015
+57,277
+16% +$11.6M
13 14
15
16 17

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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.