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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
PFE icon
26
Pfizer
PFE
$143B
$891M 0.51%
20,705,752
-6,418,194
-24% -$284M
ORCL icon
27
Oracle
ORCL
$374B
$880M 0.5%
10,100,230
-904,005
-8% -$79.8M
PEP icon
28
PepsiCo
PEP
$190B
$856M 0.49%
5,688,499
-97,240
-2% -$15.1M
TMO icon
29
Thermo Fisher Scientific
TMO
$213B
$851M 0.48%
1,489,175
+69,426
+5% +$38.1M
VZ icon
30
Verizon
VZ
$195B
$814M 0.46%
15,064,281
-1,230,150
-8% -$68M
INTC icon
31
Intel
INTC
$455B
$812M 0.46%
15,238,932
-1,453,293
-9% -$78.8M
ABT icon
32
Abbott
ABT
$183B
$797M 0.45%
6,748,795
+232,777
+4% +$28.6M
TXN icon
33
Texas Instruments
TXN
$252B
$796M 0.45%
4,140,885
-80,054
-2% -$15.3M
NKE icon
34
Nike
NKE
$61.9B
$793M 0.45%
5,462,715
+20,925
+0.4% +$3.41M
COST icon
35
Costco
COST
$422B
$777M 0.44%
1,729,991
+49,896
+3% +$21.9M
ACN icon
36
Accenture
ACN
$102B
$775M 0.44%
2,422,729
+80,758
+3% +$26.3M
DHR icon
37
Danaher
DHR
$137B
$774M 0.44%
2,866,694
+48,832
+2% +$13.3M
MRK icon
38
Merck
MRK
$322B
$767M 0.44%
10,218,208
-314,065
-3% -$23.9M
INTU icon
39
Intuit
INTU
$86.5B
$755M 0.43%
1,399,645
+19,688
+1% +$10.6M
WMT icon
40
Walmart Inc
WMT
$885B
$727M 0.41%
15,653,979
-1,079,940
-6% -$52M
LLY icon
41
Eli Lilly
LLY
$1.02T
$723M 0.41%
3,127,134
+41,881
+1% +$10.3M
ABBV icon
42
AbbVie
ABBV
$443B
$688M 0.39%
6,377,885
-881,149
-12% -$101M
KO icon
43
Coca-Cola
KO
$377B
$677M 0.38%
12,908,415
+491,789
+4% +$27.4M
AVGO icon
44
Broadcom
AVGO
$1.85T
$676M 0.38%
13,942,320
+866,120
+7% +$42.1M
MCD icon
45
McDonald's
MCD
$192B
$676M 0.38%
2,803,795
+34,523
+1% +$8.24M
LOW icon
46
Lowe's Companies
LOW
$117B
$669M 0.38%
3,300,156
-74,686
-2% -$14.9M
NEE icon
47
NextEra Energy
NEE
$181B
$660M 0.38%
8,407,066
+289,430
+4% +$23.3M
MDT icon
48
Medtronic
MDT
$109B
$633M 0.36%
5,051,804
+169,443
+3% +$21.9M
IVV icon
49
iShares Core S&P 500 ETF
IVV
$878B
$612M 0.35%
1,421,692
-138,998
-9% -$61.6M
TGT icon
50
Target
TGT
$65.6B
$612M 0.35%
2,674,325
-394,212
-13% -$98.8M
1
2
3 4 5

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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.