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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
TD icon
526
Toronto Dominion Bank
TD
$198B
$52.9M 0.03%
800,337
+43,013
+6% +$2.87M
HUN icon
527
Huntsman Corp
HUN
$1.71B
$52.9M 0.03%
1,786,623
+201,836
+13% +$5.31M
GNRC icon
528
Generac Holdings
GNRC
$11.6B
$52.8M 0.03%
129,273
+19,272
+18% +$8.26M
CAJ
529
DELISTED
Canon, Inc.
CAJ
$52.6M 0.03%
2,158,326
+92,860
+4% +$2.21M
TTWO icon
530
Take-Two Interactive
TTWO
$45.4B
$52.4M 0.03%
340,274
-13,392
-4% -$2.17M
LKQ icon
531
LKQ Corp
LKQ
$5.68B
$52.4M 0.03%
1,041,294
+71,571
+7% +$3.64M
SAN icon
532
Banco Santander
SAN
$201B
$52.4M 0.03%
14,469,539
+416,223
+3% +$1.54M
BEN icon
533
Franklin Resources
BEN
$17.6B
$52.2M 0.03%
1,757,541
-2,673,850
-60% -$83.4M
HUBS icon
534
HubSpot
HUBS
$12.2B
$52.2M 0.03%
77,153
+6,325
+9% +$4.07M
VOYA icon
535
Voya Financial
VOYA
$9.01B
$52.1M 0.03%
848,368
-300,719
-26% -$19.1M
MIDD icon
536
Middleby
MIDD
$6.04B
$52M 0.03%
304,822
-13,904
-4% -$2.51M
LEA icon
537
Lear
LEA
$6.54B
$52M 0.03%
332,010
-130,848
-28% -$21.4M
TDY icon
538
Teledyne Technologies
TDY
$30.4B
$51.8M 0.03%
120,564
+4,908
+4% +$2.17M
FDS icon
539
Factset
FDS
$9.36B
$51.5M 0.03%
130,562
+8,240
+7% +$3M
BCE icon
540
BCE
BCE
$20.2B
$51.5M 0.03%
1,028,576
+3,304
+0.3% +$167K
SNA icon
541
Snap-on
SNA
$21.2B
$51.4M 0.03%
246,004
+12,223
+5% +$2.71M
DVA icon
542
DaVita
DVA
$15.4B
$51.2M 0.03%
440,409
-228,265
-34% -$28.6M
HRL icon
543
Hormel Foods
HRL
$13.8B
$51.2M 0.03%
1,248,458
-116,325
-9% -$5.25M
WRK
544
DELISTED
WestRock Company
WRK
$51.1M 0.03%
1,025,778
+36,151
+4% +$1.83M
BFH icon
545
Bread Financial
BFH
$4.37B
$50.9M 0.03%
631,934
-417,078
-40% -$32.2M
YUMC icon
546
Yum China
YUMC
$16.5B
$50.8M 0.03%
873,367
-23,334
-3% -$1.43M
STM icon
547
STMicroelectronics
STM
$46.7B
$50.6M 0.03%
1,160,020
+71,430
+7% +$3.01M
CRH icon
548
CRH
CRH
$63.2B
$50.4M 0.03%
1,077,959
+49,592
+5% +$2.51M
JNPR
549
DELISTED
Juniper Networks
JNPR
$50.3M 0.03%
1,828,387
-1,180,609
-39% -$33.2M
K
550
DELISTED
Kellanova
K
$50.2M 0.03%
836,251
+49,897
+6% +$2.99M
20 21
22
23 24

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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.