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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
HES
451
DELISTED
Hess
HES
$66.1M 0.04%
845,940
+135,995
+19% +$10M
WDAY icon
452
Workday
WDAY
$39.6B
$65.9M 0.04%
263,671
+24,874
+10% +$6.16M
TAK icon
453
Takeda Pharmaceutical
TAK
$54.6B
$65.6M 0.04%
4,003,155
+230,618
+6% +$3.87M
MPWR icon
454
Monolithic Power Systems
MPWR
$70.1B
$65.1M 0.04%
134,333
+3,695
+3% +$1.68M
UNM icon
455
Unum
UNM
$13.6B
$65M 0.04%
2,593,220
-505,311
-16% -$13.4M
WAB icon
456
Wabtec
WAB
$49.1B
$65M 0.04%
753,709
+88,435
+13% +$7.62M
ALB icon
457
Albemarle
ALB
$13.9B
$64.7M 0.04%
295,337
+26,777
+10% +$5.72M
PWR icon
458
Quanta Services
PWR
$100B
$64.5M 0.04%
566,717
+21,394
+4% +$2.14M
CNI icon
459
Canadian National Railway
CNI
$76.9B
$64.5M 0.04%
557,618
+1,511
+0.3% +$167K
MOS icon
460
The Mosaic Company
MOS
$7.03B
$64.5M 0.04%
1,804,896
-223,358
-11% -$7.14M
NAD icon
461
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$64.3M 0.04%
4,115,604
-1,548,603
-27% -$25.1M
NTRS icon
462
Northern Trust
NTRS
$33.3B
$64.3M 0.04%
596,261
-54,612
-8% -$6.2M
ALC icon
463
Alcon
ALC
$33.6B
$64.2M 0.04%
798,287
+81,908
+11% +$6.3M
LNW
464
DELISTED
Light & Wonder
LNW
$64.2M 0.04%
772,796
+23,331
+3% +$1.64M
IPG
465
DELISTED
Interpublic Group of Companies
IPG
$64.2M 0.04%
1,749,616
+97,022
+6% +$3.47M
HII icon
466
Huntington Ingalls Industries
HII
$12.9B
$64M 0.04%
331,676
+6,896
+2% +$1.39M
XEC
467
DELISTED
CIMAREX ENERGY CO
XEC
$63.9M 0.04%
733,072
+12,503
+2% +$868K
CSGP icon
468
CoStar Group
CSGP
$11.7B
$63.7M 0.04%
740,603
-1,148
-0.2% -$99.2K
JHX icon
469
James Hardie Industries
JHX
$15.3B
$63.7M 0.04%
1,786,229
+61,460
+4% +$2.25M
ETR icon
470
Entergy
ETR
$50.2B
$63.6M 0.04%
1,281,206
+40,716
+3% +$2.18M
DKS icon
471
Dick's Sporting Goods
DKS
$17.5B
$63.6M 0.04%
530,664
-132,528
-20% -$15.4M
CTXS
472
DELISTED
Citrix Systems Inc
CTXS
$63.5M 0.04%
591,699
-58,843
-9% -$6.35M
PAYC icon
473
Paycom
PAYC
$7.64B
$63.4M 0.04%
127,868
+17,078
+15% +$7.61M
MAS icon
474
Masco
MAS
$14.1B
$63.4M 0.04%
1,140,764
+61,725
+6% +$3.66M
LNT icon
475
Alliant Energy
LNT
$18.3B
$63.2M 0.04%
1,129,044
+187,768
+20% +$11.1M
17 18
19
20 21

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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.