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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
MTD icon
151
Mettler-Toledo International
MTD
$28.6B
$214M 0.12%
155,729
+3,631
+2% +$5.47M
ALGN icon
152
Align Technology
ALGN
$12.1B
$213M 0.12%
320,096
+21,631
+7% +$14.7M
ROP icon
153
Roper Technologies
ROP
$38.8B
$211M 0.12%
473,487
+14,921
+3% +$7.15M
SO icon
154
Southern Company
SO
$109B
$210M 0.12%
3,386,101
-346,259
-9% -$22.3M
MCHP icon
155
Microchip Technology
MCHP
$40.3B
$209M 0.12%
2,725,174
+79,756
+3% +$5.98M
JCI icon
156
Johnson Controls International
JCI
$88.8B
$208M 0.12%
3,056,866
-2,849
-0.1% -$206K
KMB icon
157
Kimberly-Clark
KMB
$36.3B
$206M 0.12%
1,553,788
+56,816
+4% +$7.73M
FISV
158
Fiserv Inc
FISV
$28.8B
$205M 0.12%
1,893,561
+3,213
+0.2% +$359K
PRU icon
159
Prudential Financial
PRU
$42.4B
$204M 0.12%
1,939,233
+79,888
+4% +$8.23M
DFS
160
DELISTED
Discover Financial Services
DFS
$202M 0.12%
1,647,403
-307,136
-16% -$38.5M
FITB
161
Fifth Third Bancorp
FITB
$51.2B
$201M 0.11%
4,733,030
-130,837
-3% -$5.01M
TROW icon
162
T. Rowe Price
TROW
$23.9B
$197M 0.11%
1,002,809
+24,685
+3% +$5.2M
PGR icon
163
Progressive
PGR
$123B
$194M 0.11%
2,147,887
+73,427
+4% +$7M
TM icon
164
Toyota
TM
$224B
$192M 0.11%
1,081,228
+49,335
+5% +$8.81M
AZO icon
165
AutoZone
AZO
$49.2B
$192M 0.11%
112,804
+481
+0.4% +$772K
KLAC icon
166
KLA
KLAC
$239B
$191M 0.11%
5,718,220
+158,740
+3% +$5.3M
EMR icon
167
Emerson Electric
EMR
$83.9B
$191M 0.11%
2,028,402
-166,263
-8% -$16.6M
TRV icon
168
Travelers Companies
TRV
$78.1B
$191M 0.11%
1,254,302
-136,501
-10% -$21.1M
CMI icon
169
Cummins
CMI
$87.5B
$189M 0.11%
842,905
-27,252
-3% -$6.39M
RPV icon
170
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
$189M 0.11%
2,490,924
+520,894
+26% +$39.7M
MPC icon
171
Marathon Petroleum
MPC
$92.4B
$188M 0.11%
3,049,401
+171,126
+6% +$9.84M
A icon
172
Agilent Technologies
A
$39.1B
$188M 0.11%
1,195,708
+25,946
+2% +$4.2M
F icon
173
Ford
F
$58.5B
$188M 0.11%
13,298,884
-8,023,868
-38% -$109M
ORLY icon
174
O'Reilly Automotive
ORLY
$72.9B
$188M 0.11%
4,618,230
-56,730
-1% -$2.27M
ALL icon
175
Allstate
ALL
$68B
$188M 0.11%
1,473,401
-140,306
-9% -$18.5M
5 6
7
8 9

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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.