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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
EQIX icon
126
Equinix
EQIX
$101B
$249M 0.14%
315,112
+16,681
+6% +$13.9M
ADSK icon
127
Autodesk
ADSK
$49.5B
$248M 0.14%
871,201
+20,129
+2% +$6.16M
UL icon
128
Unilever
UL
$137B
$248M 0.14%
4,063,631
+75,319
+2% +$4.8M
ITOT icon
129
iShares Core S&P Total US Stock Market ETF
ITOT
$94.3B
$235M 0.13%
2,385,077
+112,735
+5% +$11.4M
CB icon
130
Chubb
CB
$135B
$234M 0.13%
1,346,528
+82,316
+7% +$14.4M
DVN icon
131
Devon Energy
DVN
$52.1B
$231M 0.13%
6,518,784
+177,007
+3% +$5.02M
CSX icon
132
CSX Corp
CSX
$93.4B
$230M 0.13%
7,726,350
-216,097
-3% -$6.92M
CI icon
133
Cigna
CI
$73.7B
$229M 0.13%
1,145,525
+8,376
+0.7% +$1.82M
NVS icon
134
Novartis
NVS
$297B
$227M 0.13%
2,780,272
-35,648
-1% -$3.21M
EBAY icon
135
eBay
EBAY
$50.6B
$227M 0.13%
3,260,746
-1,122,499
-26% -$80.5M
HUM icon
136
Humana
HUM
$43.7B
$226M 0.13%
580,496
-49,477
-8% -$21M
MSCI icon
137
MSCI
MSCI
$41.6B
$226M 0.13%
370,897
+13,992
+4% +$8.55M
NVO
138
Novo Nordisk
NVO
$208B
$225M 0.13%
4,692,260
+275,244
+6% +$13.3M
CL icon
139
Colgate-Palmolive
CL
$73.1B
$225M 0.13%
2,975,151
-163,525
-5% -$13M
CME icon
140
CME Group
CME
$96.3B
$223M 0.13%
1,151,758
-63,825
-5% -$12.9M
IDXX icon
141
Idexx Laboratories
IDXX
$44.1B
$222M 0.13%
356,982
+6,968
+2% +$4.68M
WM icon
142
Waste Management
WM
$90.6B
$222M 0.13%
1,485,949
+54,296
+4% +$8.13M
FIS icon
143
Fidelity National Information Services
FIS
$23.1B
$222M 0.13%
1,823,457
-148,241
-8% -$19.9M
ECL icon
144
Ecolab
ECL
$78.1B
$221M 0.13%
1,060,301
+33,434
+3% +$7.33M
AMP icon
145
Ameriprise Financial
AMP
$48.3B
$219M 0.12%
828,460
-77,780
-9% -$20.3M
AON icon
146
Aon
AON
$76.5B
$218M 0.12%
762,140
+26,139
+4% +$7.02M
TMUS icon
147
T-Mobile US
TMUS
$185B
$217M 0.12%
1,695,015
-196,577
-10% -$27.4M
TSM icon
148
TSMC
TSM
$2.1T
$215M 0.12%
1,926,114
-9,624
-0.5% -$1.13M
NOC icon
149
Northrop Grumman
NOC
$77.1B
$215M 0.12%
595,709
+23,144
+4% +$8.36M
NSC icon
150
Norfolk Southern
NSC
$75.4B
$215M 0.12%
896,588
+21,292
+2% +$5.46M
4 5
6
7 8

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MCM
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PSUF
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IA
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BAM
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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.