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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
LHX icon
176
L3Harris
LHX
$51.6B
$187M 0.11%
850,238
+72,548
+9% +$16.5M
ILMN icon
177
Illumina
ILMN
$31B
$186M 0.11%
472,352
+17,888
+4% +$8.23M
SPG icon
178
Simon Property Group
SPG
$74.4B
$186M 0.11%
1,430,981
-109,272
-7% -$14.2M
GM icon
179
General Motors
GM
$80.4B
$184M 0.1%
3,499,245
-598,335
-15% -$31.8M
DD icon
180
DuPont de Nemours
DD
$18.5B
$184M 0.1%
2,160,241
-34,356
-2% -$3.18M
SAP icon
181
SAP
SAP
$212B
$184M 0.1%
1,362,289
+125,353
+10% +$18.2M
DEO icon
182
Diageo
DEO
$49B
$184M 0.1%
951,568
+40,064
+4% +$7.76M
TDG icon
183
TransDigm Group
TDG
$70.2B
$183M 0.1%
293,616
+4,757
+2% +$2.97M
ATVI
184
DELISTED
Activision Blizzard
ATVI
$183M 0.1%
2,358,251
-317,689
-12% -$26.5M
IEMG icon
185
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$181M 0.1%
2,929,733
-2,961,515
-50% -$189M
D icon
186
Dominion Energy
D
$60.8B
$181M 0.1%
2,477,010
+40,985
+2% +$3.13M
APH icon
187
Amphenol
APH
$198B
$180M 0.1%
4,907,836
+115,246
+2% +$4.23M
NEM icon
188
Newmont
NEM
$98.7B
$179M 0.1%
3,304,056
+13,691
+0.4% +$807K
MSI icon
189
Motorola Solutions
MSI
$72.3B
$178M 0.1%
766,874
+16,935
+2% +$3.93M
SONY icon
190
Sony
SONY
$137B
$175M 0.1%
7,919,540
+592,935
+8% +$12.4M
BSX icon
191
Boston Scientific
BSX
$69.5B
$175M 0.1%
4,032,983
+261,630
+7% +$11.6M
REGN icon
192
Regeneron Pharmaceuticals
REGN
$78.5B
$174M 0.1%
286,692
+32,922
+13% +$20.4M
FDX icon
193
FedEx
FDX
$72.7B
$172M 0.1%
785,364
-335,226
-30% -$91M
BIIB icon
194
Biogen
BIIB
$30B
$169M 0.1%
598,531
-86,433
-13% -$28.3M
DOW icon
195
Dow Inc
DOW
$21.9B
$167M 0.09%
2,893,968
+103,590
+4% +$6.34M
GD icon
196
General Dynamics
GD
$104B
$165M 0.09%
839,317
+89,124
+12% +$17.4M
CARR icon
197
Carrier Global
CARR
$51B
$164M 0.09%
3,177,869
+91,043
+3% +$4.9M
ROST icon
198
Ross Stores
ROST
$80.5B
$164M 0.09%
1,503,540
+15,688
+1% +$1.88M
FRC
199
DELISTED
First Republic Bank
FRC
$163M 0.09%
844,612
+10,023
+1% +$1.97M
AGG icon
200
iShares Core US Aggregate Bond ETF
AGG
$137B
$162M 0.09%
1,411,517
+532,914
+61% +$61.8M
6 7
8
9 10

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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.