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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
INFY icon
401
Infosys
INFY
$48.7B
$77.5M 0.04%
3,483,098
-340,847
-9% -$7.7M
BTI icon
402
British American Tobacco
BTI
$131B
$77.1M 0.04%
2,184,987
+93,421
+4% +$3.51M
MGM icon
403
MGM Resorts International
MGM
$11.4B
$76.6M 0.04%
1,774,151
-176,435
-9% -$7.19M
RVTY icon
404
Revvity
RVTY
$12.6B
$75.9M 0.04%
438,179
+21,647
+5% +$3.81M
IVZ icon
405
Invesco
IVZ
$13.1B
$75.7M 0.04%
3,137,780
-360,719
-10% -$9.02M
BR icon
406
Broadridge
BR
$17.8B
$75.4M 0.04%
452,604
+20,709
+5% +$3.53M
LUMN icon
407
Lumen
LUMN
$6.57B
$74.2M 0.04%
5,986,962
-1,470,156
-20% -$18.4M
ANET icon
408
Arista Networks
ANET
$227B
$74.1M 0.04%
3,449,984
+129,616
+4% +$2.97M
FE icon
409
FirstEnergy
FE
$28B
$73.6M 0.04%
2,067,401
-80,583
-4% -$3.06M
ING icon
410
ING
ING
$99.8B
$73.6M 0.04%
5,081,651
+114,301
+2% +$1.53M
VEEV icon
411
Veeva Systems
VEEV
$33.1B
$73.4M 0.04%
254,687
+4,728
+2% +$1.5M
AAP icon
412
Advance Auto Parts
AAP
$3.35B
$73M 0.04%
349,360
+54,082
+18% +$11.3M
EIX icon
413
Edison International
EIX
$28.2B
$72.8M 0.04%
1,312,338
+223,968
+21% +$12.8M
STLD icon
414
Steel Dynamics
STLD
$36B
$72.5M 0.04%
1,239,680
-13,323
-1% -$852K
SNAP icon
415
Snap
SNAP
$7.89B
$72.4M 0.04%
980,540
+133,274
+16% +$9.63M
BRK.A icon
416
Berkshire Hathaway Class A
BRK.A
$1.1T
$72.4M 0.04%
176
-12
-6% -$5.07M
UBS icon
417
UBS Group
UBS
$173B
$72.3M 0.04%
4,537,790
+319,370
+8% +$5.17M
CDW icon
418
CDW
CDW
$18.9B
$72M 0.04%
395,357
+25,973
+7% +$4.91M
AVK
419
Advent Convertible and Income Fund
AVK
$547M
$71.9M 0.04%
4,109,043
+17,706
+0.4% +$329K
KMX icon
420
CarMax
KMX
$8.13B
$71.7M 0.04%
560,379
+45,197
+9% +$6.01M
XYL icon
421
Xylem
XYL
$27.3B
$71.5M 0.04%
578,441
+29,865
+5% +$3.84M
CINF icon
422
Cincinnati Financial
CINF
$27.3B
$71.5M 0.04%
626,051
+32,381
+5% +$3.84M
VWO icon
423
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$71.4M 0.04%
1,427,801
-68,407
-5% -$3.53M
WY icon
424
Weyerhaeuser
WY
$18B
$71.1M 0.04%
1,998,444
-5,927
-0.3% -$208K
EPAM icon
425
EPAM Systems
EPAM
$5.51B
$71M 0.04%
124,482
+5,667
+5% +$3.33M
15 16
17
18 19

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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.