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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
WIT icon
726
Wipro
WIT
$20.3B
$31.5M 0.02%
7,124,580
-4,916
-0.1% -$21.5K
TTM
727
DELISTED
Tata Motors Limited
TTM
$31.4M 0.02%
1,400,587
+34,867
+3% +$708K
SNN icon
728
Smith & Nephew
SNN
$13.5B
$31.3M 0.02%
912,643
-94,597
-9% -$3.73M
NWL icon
729
Newell Brands
NWL
$2.75B
$31.3M 0.02%
1,411,476
-6,087
-0.4% -$155K
VTEB icon
730
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
$31.1M 0.02%
568,263
+533,770
+1,547% +$29.5M
MT icon
731
ArcelorMittal
MT
$54.1B
$31.1M 0.02%
1,031,752
+127,085
+14% +$4.15M
POWI icon
732
Power Integrations
POWI
$3.36B
$31.1M 0.02%
314,300
+42,800
+16% +$4.15M
BG icon
733
Bunge Global
BG
$20.2B
$31.1M 0.02%
382,451
-386,072
-50% -$29.8M
GEN icon
734
Gen Digital
GEN
$16.9B
$30.7M 0.02%
1,214,910
-1,318,230
-52% -$34.3M
JLL icon
735
Jones Lang LaSalle
JLL
$16.8B
$30.7M 0.02%
123,883
+20,438
+20% +$4.67M
PKX icon
736
POSCO
PKX
$16B
$30.6M 0.02%
444,339
-18,621
-4% -$1.37M
SIMO icon
737
Silicon Motion
SIMO
$8.5B
$30.6M 0.02%
443,698
-60,913
-12% -$4.3M
LEG icon
738
Leggett & Platt
LEG
$1.37B
$30.6M 0.02%
682,115
+41,855
+7% +$2.02M
CHE icon
739
Chemed
CHE
$7.19B
$30.4M 0.02%
65,468
-1,838
-3% -$867K
NLY icon
740
Annaly Capital Management
NLY
$17.2B
$30.4M 0.02%
904,044
-72,877
-7% -$2.51M
MORN icon
741
Morningstar
MORN
$7.48B
$30.4M 0.02%
117,524
-1
-0% -$263
CFR icon
742
Cullen/Frost Bankers
CFR
$10.5B
$30.4M 0.02%
256,211
+3,187
+1% +$356K
DAR icon
743
Darling Ingredients
DAR
$9.48B
$30.3M 0.02%
421,720
-12,074
-3% -$864K
APA icon
744
APA Corp
APA
$13B
$30.3M 0.02%
1,414,715
-281,642
-17% -$5.39M
BMO icon
745
Bank of Montreal
BMO
$126B
$30.2M 0.02%
302,534
+9,888
+3% +$995K
CPB icon
746
Campbell Soup
CPB
$6.64B
$30.1M 0.02%
720,544
+88,737
+14% +$3.85M
BKU icon
747
Bankunited
BKU
$3.41B
$30.1M 0.02%
719,672
+870
+0.1% +$35.6K
DB icon
748
Deutsche Bank
DB
$69.7B
$29.9M 0.02%
2,353,240
+218,865
+10% +$2.74M
HWM icon
749
Howmet Aerospace
HWM
$115B
$29.8M 0.02%
955,398
-86,310
-8% -$2.78M
HUBB icon
750
Hubbell
HUBB
$25B
$29.7M 0.02%
164,497
+6,967
+4% +$1.36M
28 29
30
31 32

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MCM
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PSUF
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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.