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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
EXC icon
201
Exelon
EXC
$47.2B
$162M 0.09%
4,690,950
-1,586,710
-25% -$54.2M
CFG icon
202
Citizens Financial Group
CFG
$30.3B
$160M 0.09%
3,408,569
+43,569
+1% +$1.91M
TT icon
203
Trane Technologies
TT
$100B
$159M 0.09%
921,994
+14,502
+2% +$2.79M
EWY icon
204
iShares MSCI South Korea ETF
EWY
$21.9B
$159M 0.09%
1,972,271
+862,132
+78% +$75M
DXCM icon
205
DexCom
DXCM
$31.5B
$159M 0.09%
1,162,644
+124,172
+12% +$15.7M
WMB icon
206
Williams Companies
WMB
$87.5B
$159M 0.09%
6,114,876
+234,661
+4% +$5.91M
BNY
207
Bank of New York Mellon
BNY
$106B
$158M 0.09%
3,053,720
-35,299
-1% -$1.83M
EA icon
208
Electronic Arts
EA
$53B
$158M 0.09%
1,108,279
-112,186
-9% -$15.7M
RF icon
209
Regions Financial
RF
$26.4B
$157M 0.09%
7,381,751
+113,766
+2% +$2.26M
SYY icon
210
Sysco
SYY
$40.8B
$156M 0.09%
1,993,568
-184,447
-8% -$14.1M
PH icon
211
Parker-Hannifin
PH
$123B
$154M 0.09%
551,142
+12,981
+2% +$3.86M
BAX icon
212
Baxter International
BAX
$13.5B
$154M 0.09%
1,911,340
+19,169
+1% +$1.51M
HPQ icon
213
HP
HPQ
$24.9B
$152M 0.09%
5,554,143
-986,048
-15% -$28.3M
PARA
214
DELISTED
Paramount Global Class B
PARA
$151M 0.09%
3,824,211
-651,048
-15% -$26.5M
GPN icon
215
Global Payments
GPN
$23B
$150M 0.09%
954,667
+17,187
+2% +$2.99M
CDNS icon
216
Cadence Design Systems
CDNS
$93.6B
$150M 0.09%
992,332
+84,230
+9% +$12.8M
FTNT icon
217
Fortinet
FTNT
$119B
$149M 0.08%
2,554,800
+136,010
+6% +$7.87M
KEY icon
218
KeyCorp
KEY
$24.2B
$149M 0.08%
6,868,935
+148,882
+2% +$3.01M
EOG icon
219
EOG Resources
EOG
$79.2B
$148M 0.08%
1,846,902
+187,096
+11% +$13.6M
GIS icon
220
General Mills
GIS
$19.1B
$148M 0.08%
2,476,428
+26,056
+1% +$1.54M
IWD icon
221
iShares Russell 1000 Value ETF
IWD
$82.2B
$148M 0.08%
944,949
+6,419
+0.7% +$1.03M
SIVB
222
DELISTED
SVB Financial Group
SIVB
$148M 0.08%
228,591
+12,133
+6% +$7.04M
PAYX icon
223
Paychex
PAYX
$41.6B
$148M 0.08%
1,314,268
+41,881
+3% +$4.7M
FCX icon
224
Freeport-McMoran
FCX
$90B
$147M 0.08%
4,512,197
-9,318
-0.2% -$328K
BBY icon
225
Best Buy
BBY
$18.2B
$147M 0.08%
1,388,103
-318,240
-19% -$35.8M
7 8
9
10 11

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AF
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MCM
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PSUF
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IA
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SCC
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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.